The following pages link to (Q3717907):
Displaying 50 items.
- Bessel processes and hyperbolic Brownian motions stopped at different random times (Q550146) (← links)
- On the speed of spread for fractional reaction-diffusion equations (Q606230) (← links)
- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
- Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311) (← links)
- Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks (Q635960) (← links)
- Spectrum of non-Hermitian heavy tailed random matrices (Q644762) (← links)
- On the fractional counterpart of the higher-order equations (Q645451) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation (Q654840) (← links)
- Supersymmetric quantum mechanics with Lévy disorder in one dimension (Q658488) (← links)
- Sharp heat kernel estimates for relativistic stable processes in open sets (Q662430) (← links)
- Applications of inverse tempered stable subordinators (Q666754) (← links)
- Precise tabulation of the maximally-skewed stable distributions and densities (Q673281) (← links)
- A note on the asymptotic distribution of the \(F\)-statistic for random variables with infinite variance (Q689517) (← links)
- Self-similar solutions in one-dimensional kinetic models: a probabilistic view (Q691109) (← links)
- On two approaches to approximation of multidimensional stable laws (Q697476) (← links)
- A GARCH option pricing model with \(\alpha\)-stable innovations (Q704080) (← links)
- Structural properties of semilinear SPDEs driven by cylindrical stable processes (Q718863) (← links)
- Central limit theorem for a class of one-dimensional kinetic equations (Q718877) (← links)
- Ergodic properties of anomalous diffusion processes (Q719708) (← links)
- Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry (Q726803) (← links)
- Efficient computations of \(\ell _1\) and \(\ell _{\infty }\) rearrangement distances (Q732031) (← links)
- Fractional motions (Q740796) (← links)
- A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
- Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation (Q744880) (← links)
- n\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\) (Q749083) (← links)
- On free regular and Bondesson convolution semigroups (Q785403) (← links)
- Estimating the degree of activity of jumps in high frequency data (Q834337) (← links)
- The law of large numbers in a metric space with a convex combination operation (Q867102) (← links)
- Limit theorems for continuous-time random walks in the double-array limit scheme (Q876832) (← links)
- Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements (Q890228) (← links)
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
- Application of the fractional-stable distributions for approximation of the gene expression profiles (Q906220) (← links)
- Master equations for subordinated processes (Q923520) (← links)
- A class of discrete distributions induced by stable laws (Q923863) (← links)
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions (Q930649) (← links)
- The stochastic nature of complexity evolution in the fractional systems (Q944812) (← links)
- Heavy-tailedness and threshold sex determination (Q952881) (← links)
- Simulation of the continuous time random walk of the space-fractional diffusion equations (Q955047) (← links)
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282) (← links)
- A heavy-tailed empirical Bayes method for replicated microarray data (Q961303) (← links)
- Estimates of tempered stable densities (Q966504) (← links)
- Successive normalization of rectangular arrays (Q973881) (← links)
- Generalized Fokker-Planck equation: derivation and exact solutions (Q977832) (← links)
- Parameter estimation for fractional Poisson processes (Q988943) (← links)
- Volatility estimators for discretely sampled Lévy processes (Q997383) (← links)
- Relaxation dynamics of the fastest channel in multichannel parallel relaxation mechanism (Q997479) (← links)
- Portfolio diversification under local and moderate deviations from power laws (Q998273) (← links)
