The following pages link to (Q4937701):
Displaying 50 items.
- Delay differential equations driven by Lévy processes: stationarity and Feller properties (Q855685) (← links)
- Moments and projections of semistable probability measures on \(p\)-adic vector spaces (Q867074) (← links)
- Infinite divisibility for stochastic processes and time change (Q867076) (← links)
- On maximal inequalities for stable stochastic integrals (Q867115) (← links)
- Canonical Lévy process and Malliavin calculus (Q867845) (← links)
- A class of random matrices with infinitely divisible determinants (Q871034) (← links)
- Multivariate CARMA processes (Q873609) (← links)
- Semi-stable processes on local fields (Q875708) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Dimension free and infinite variance tail estimates on Poisson space (Q884754) (← links)
- Tempering stable processes (Q885259) (← links)
- Prediction of Lévy-driven CARMA processes (Q888318) (← links)
- Probabilistic proof of product formulas for Bessel functions (Q888486) (← links)
- On the infinite divisibility of inverse beta distributions (Q888493) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements (Q890228) (← links)
- Noncolliding system of continuous-time random walks (Q890588) (← links)
- On some smoothening effects of the transition semigroup of a Lévy process (Q891419) (← links)
- Homogenization of periodic diffusion with small jumps (Q892341) (← links)
- Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient (Q892731) (← links)
- Large deviations for the stochastic present value of aggregate claims in the renewal risk model (Q893915) (← links)
- Inverse tempered stable subordinators (Q893974) (← links)
- Weak reflection principle for Lévy processes (Q894806) (← links)
- Stochastic integral and series representations for strictly stable distributions (Q895900) (← links)
- On two multistable extensions of stable Lévy motion and their semi-martingale representations (Q895905) (← links)
- Pricing dynamic fund protections with regime switching (Q896790) (← links)
- On the Cauchy problem for non-local Ornstein-Uhlenbeck operators (Q897359) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- On Mittag-Leffler distributions and related stochastic processes (Q898944) (← links)
- On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (Q900549) (← links)
- Lamperti transformation for continuous-state branching processes with competition and applications (Q900912) (← links)
- On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
- On recurrence and transience of two-dimensional Lévy and Lévy-type processes (Q901297) (← links)
- Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
- Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
- Nonparametric estimation of Mark's distribution of an exponential shot-noise process (Q906306) (← links)
- A nonstandard Lévy-Khintchine formula and Lévy processes (Q925950) (← links)
- Rough functions: \(p\)-variation, calculus, and index estimation (Q926643) (← links)
- Existence of Lévy term structure models (Q928496) (← links)
- Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q928499) (← links)
- Identification of the local speed function in a Lévy model for option pricing (Q935180) (← links)
- On the distribution tail of an integrated risk model: A numerical approach (Q939337) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- Enlargement of filtrations with random times for processes with jumps (Q939392) (← links)
- The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes (Q941423) (← links)
