The following pages link to (Q2738721):
Displaying 17 items.
- The speed of convergence of the threshold estimator of integrated variance (Q544491) (← links)
- Distributional representations and dominance of a Lévy process over its maximal jump processes (Q726742) (← links)
- An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution (Q1632660) (← links)
- Optimum thresholding using mean and conditional mean squared error (Q1739640) (← links)
- Numerical valuation of options with jumps in the underlying (Q1775609) (← links)
- Integro-differential equations generated by stochastic problems (Q2019637) (← links)
- Higher order moments dynamics for some multimode quantum master equations (Q2095872) (← links)
- Dynamics of moments and stationary states for GKSL equations of classical diffusion type (Q2170527) (← links)
- Long-time heat kernel estimates and upper rate functions of Brownian motion type for symmetric jump processes (Q2325393) (← links)
- Lifting Lévy processes to hyperfinite random walks (Q2370809) (← links)
- Passage times of random walks and Lévy processes across power law boundaries (Q2570834) (← links)
- (Q3108272) (← links)
- Hyperfinite Lévy Processes (Q4659571) (← links)
- (Q5389894) (← links)
- Equations related to stochastic processes: semigroup approach and Fourier transform (Q6186374) (← links)
- Deep variance gamma processes (Q6548827) (← links)
- Approximation for the invariant measure with applications for jump processes (convergence in total variation distance) (Q6615464) (← links)
