The following pages link to (Q4937701):
Displaying 50 items.
- Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process (Q738348) (← links)
- Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
- Prediction in a non-homogeneous Poisson cluster model (Q743133) (← links)
- Probabilistic approach for semi-linear stochastic fractal equations (Q744228) (← links)
- Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (Q744376) (← links)
- A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
- Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise (Q744875) (← links)
- Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (Q745333) (← links)
- A characterisation of the Gaussian distribution through the sample variance (Q746040) (← links)
- Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
- Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables (Q765880) (← links)
- On the boundary theory of subordinate killed Lévy processes (Q778173) (← links)
- Stochastic stability of a system of perfect integrate-and-fire inhibitory neurons (Q779161) (← links)
- On nested infinite occupancy scheme in random environment (Q783794) (← links)
- Schauder estimates for degenerate stable Kolmogorov equations (Q785435) (← links)
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (Q817968) (← links)
- Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian (Q818811) (← links)
- Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance (Q820883) (← links)
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- Extreme value theory for spatial random fields -- with application to a Lévy-driven field (Q826001) (← links)
- Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes (Q826700) (← links)
- The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay (Q828046) (← links)
- The deFinetti representation of generalised Marshall-Olkin sequences (Q828056) (← links)
- On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration (Q831317) (← links)
- Heavy-traffic limits for many-server queues with service interruptions (Q833098) (← links)
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- Changing the branching mechanism of a continuous state branching process using immigration (Q838314) (← links)
- Semi-linear stochastic difference equations (Q838998) (← links)
- The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions (Q839414) (← links)
- Cramér asymptotics for finite time first passage probabilities of general Lévy processes (Q840787) (← links)
- Time series with discrete semistable marginals (Q840937) (← links)
- Penalising symmetric stable Lévy paths (Q841225) (← links)
- Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups (Q841439) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Lévy driven moving averages and semimartingales (Q841487) (← links)
- The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
- Harmonic analysis of additive Lévy processes (Q842387) (← links)
- Maximal regularity for stochastic convolutions driven by Lévy processes (Q842391) (← links)
- Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability (Q847406) (← links)
- Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
- On representations of non-symmetric Dirichlet forms (Q849290) (← links)
- Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise (Q849293) (← links)
- A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations (Q850174) (← links)
- Small ball probabilities for jump Lévy processes from the Wiener domain of attraction (Q850199) (← links)
- Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations (Q850723) (← links)
- Which multivariate gamma distributions are infinitely divisible? (Q850738) (← links)
- The scaling limit behaviour of periodic stable-like processes (Q850762) (← links)
- Extensions of Lévy-Khintchine formula and Beurling-Deny formula in semi-Dirichlet forms setting (Q852610) (← links)
- On fractional stable processes and sheets: white noise approach (Q854079) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
