The following pages link to (Q4937701):
Displaying 50 items.
- Continuous-time random walk and parametric subordination in fractional diffusion (Q944816) (← links)
- Numerical solutions for fractional reaction-diffusion equations (Q945107) (← links)
- On Pólya mixtures of multivariate Gaussian distributions (Q945783) (← links)
- Convolution equivalence and distributions of random sums (Q946482) (← links)
- Triangular array limits for continuous time random walks (Q947153) (← links)
- The law of the supremum of a stable Lévy process with no negative jumps (Q948745) (← links)
- An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications (Q948941) (← links)
- On estimates of the density of Feynman-Kac semigroups of \(\alpha \)-stable-like processes (Q950485) (← links)
- On the shapes of bilateral gamma densities (Q951204) (← links)
- Linear and quadratic functionals of random hazard rates: An asymptotic analysis (Q957525) (← links)
- On a Gibbs characterization of normalized generalized gamma processes (Q958923) (← links)
- Small-time moment asymptotics for Lévy processes (Q958971) (← links)
- Catalytic discrete state branching models and related limit theorems (Q960182) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part (Q964218) (← links)
- Contract adjustment under uncertainty (Q964575) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Smart expansion and fast calibration for jump diffusions (Q964692) (← links)
- Stein's method and normal approximation of Poisson functionals (Q964773) (← links)
- Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
- Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises (Q965868) (← links)
- Small time one-sided LIL behavior for Lévy processes at zero (Q966502) (← links)
- On a stochastic wave equation driven by a non-Gaussian Lévy process (Q966507) (← links)
- On Lévy-driven vacation models with correlated busy periods and service interruptions (Q967285) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- On convexity of solutions of ordinary differential equations (Q972479) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- On the supremum of certain families of stochastic processes (Q973167) (← links)
- Symmetrization of Lévy processes and applications (Q973949) (← links)
- Distributional properties of means of random probability measures (Q975574) (← links)
- Hyperfinite stochastic integration for Lévy processes with finite-variation jump part (Q977450) (← links)
- Generalized Fokker-Planck equation: derivation and exact solutions (Q977832) (← links)
- Esscher transform and the duality principle for multidimensional semimartingales (Q983888) (← links)
- Mittag-Leffler functions and stable Lévy processes without negative jumps (Q984629) (← links)
- On free and classical type \(G\) distributions (Q985982) (← links)
- Fixed points of mappings of infinitely divisible distributions on (Q988100) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- On notions of harmonicity for non-symmetric Dirichlet form (Q989812) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- Explicit solutions of some fractional partial differential equations via stable subordinators (Q995844) (← links)
- Lévy processes and Fourier multipliers (Q996266) (← links)
- On subordinated multivariate Gaussian Lévy processes (Q996741) (← links)
- On structural and asymptotic properties of some classes of distributions (Q996757) (← links)
- The invariant and quasi-invariant transformations of the stable Lévy processes (Q996766) (← links)
- Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
