The following pages link to (Q4937701):
Displaying 50 items.
- Heat content for convolution semigroups (Q333878) (← links)
- Algebraic ergodicity for SDEs driven by Lévy processes (Q334012) (← links)
- Moment convergence of first-passage times in renewal theory (Q334018) (← links)
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Time-inhomogeneous jump processes and variable order operators (Q334899) (← links)
- A note on functional limit theorems for compound Cox processes (Q341802) (← links)
- A note on ruin problems in perturbed classical risk models (Q342741) (← links)
- Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value (Q342752) (← links)
- An integral representation of dilatively stable processes with independent increments (Q347477) (← links)
- On fractional tempered stable processes and their governing differential equations (Q349903) (← links)
- Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
- Harnack inequality and Hölder regularity estimates for a Lévy process with small jumps of high intensity (Q354764) (← links)
- Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization (Q357426) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Properties and numerical evaluation of the Rosenblatt distribution (Q358142) (← links)
- Regularity for semigroups of Ornstein-Uhlenbeck processes (Q360412) (← links)
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
- A note on Malliavin fractional smoothness for Lévy processes and approximation (Q372808) (← links)
- Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes (Q372914) (← links)
- Limit theorems of continuous-time random walks with tails (Q373430) (← links)
- Suprema of Lévy processes (Q373557) (← links)
- On the law of the supremum of Lévy processes (Q373575) (← links)
- Convergence results for a class of nonlinear fractional heat equations (Q375494) (← links)
- Weak drifts of infinitely divisible distributions and their applications (Q376248) (← links)
- A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process (Q376688) (← links)
- Asymptotic behaviour of first passage time distributions for Lévy processes (Q377508) (← links)
- A new family of time-space harmonic polynomials with respect to Lévy processes (Q380402) (← links)
- The queue length in an \(M/G/1\) batch arrival retrial queue (Q383224) (← links)
- Transient analysis of Lévy-driven tandem queues (Q383963) (← links)
- Volatility occupation times (Q385768) (← links)
- On the distribution of the Rosenblatt process (Q386276) (← links)
- On the self-decomposability of the Fréchet distribution (Q391070) (← links)
- Vine constructions of Lévy copulas (Q391652) (← links)
- A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
- Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
- Invariance properties of random vectors and stochastic processes based on the zonoid concept (Q396000) (← links)
- Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise (Q402962) (← links)
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- A heat kernel approach to interest rate models (Q403855) (← links)
- Dirichlet heat kernel for unimodal Lévy processes (Q404586) (← links)
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes (Q405320) (← links)
- Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
- Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions (Q409209) (← links)
- Nested subclasses of the class of \(\alpha\)-selfdecomposable distributions (Q410122) (← links)
- Estimates of the Green function for the fractional Laplacian perturbed by gradient (Q411536) (← links)
- Resampling approach for cluster model selection (Q413896) (← links)
- Intertwining certain fractional derivatives (Q415349) (← links)
- Convolution power kernels for density estimation (Q419268) (← links)
- Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
- Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps (Q424503) (← links)
