The following pages link to (Q4937701):
Displaying 50 items.
- The sector constants of continuous state branching processes with immigration (Q425729) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q426974) (← links)
- Maharam extension and stationary stable processes (Q428154) (← links)
- On the limit distributions of continuous-state branching processes with immigration (Q429288) (← links)
- Finite variation of fractional Lévy processes (Q430979) (← links)
- Reviewing alternative characterizations of Meixner process (Q431510) (← links)
- Tail behaviors of semi-stable distributions (Q432346) (← links)
- On the semimartingale nature of Feller processes with killing (Q432514) (← links)
- On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes (Q434340) (← links)
- V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
- Pathwise uniqueness for singular SDEs driven by stable processes (Q436052) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Multifractal analysis of Lévy fields (Q438973) (← links)
- The convex minorant of a Lévy process (Q439880) (← links)
- On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\) (Q441898) (← links)
- On the small-time behavior of subordinators (Q442077) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) (← links)
- Fractional \(P(\phi)_1\)-processes and Gibbs measures (Q449239) (← links)
- Fubini theorem for multiparameter stable process (Q450172) (← links)
- Multivariate Bernoulli and Euler polynomials via Lévy processes (Q450205) (← links)
- Sieve-based confidence intervals and bands for Lévy densities (Q453294) (← links)
- Measuring the roughness of random paths by increment ratios (Q453302) (← links)
- A refined factorization of the exponential law (Q453305) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- On some dependence structures for multidimensional Lévy driven moving averages (Q457632) (← links)
- Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
- Stochastic analysis of reaction-diffusion processes (Q458701) (← links)
- Global and nonglobal solutions of a system of nonautonomous semilinear equations with ultracontractive Lévy generators (Q465440) (← links)
- Densities for SDEs driven by degenerate \(\alpha\)-stable processes (Q465466) (← links)
- On infinitely divisible distributions with polynomially decaying characteristic functions (Q466994) (← links)
- Averaging along foliated Lévy diffusions (Q468605) (← links)
- Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions (Q468735) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Statistical estimation of Lévy-type stochastic volatility models (Q470521) (← links)
- Recurrence and transience criteria for two cases of stable-like Markov chains (Q471514) (← links)
- The dichotomy of recurrence and transience of semi-Lévy processes (Q471529) (← links)
- Synchronization of coupled stochastic systems driven by \(\alpha \)-stable Lévy noises (Q474508) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Functional ergodic limits for occupation time processes of site-dependent branching Brownian motions in \(\mathbb R\) (Q477276) (← links)
- On the stochastic beam equation driven by a non-Gaussian Lévy process (Q478238) (← links)
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows (Q482839) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
- Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions (Q491385) (← links)
- Convergence of trimmed Lévy processes to trimmed stable random variables at 0 (Q492945) (← links)
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
