Pages that link to "Item:Q452033"
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The following pages link to Geometric Brownian motion with tempered stable waiting times (Q452033):
Displaying 14 items.
- Geometric Brownian motion with tempered stable waiting times (Q452033) (← links)
- Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (Q548121) (← links)
- On oscillations of the geometric Brownian motion with time-delayed drift (Q868267) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- Tempered stable Lévy motion driven by stable subordinator (Q1673024) (← links)
- Modeling anomalous diffusion by a subordinated integrated Brownian motion (Q1798476) (← links)
- Trade duration risk in subdiffusive financial models (Q2137643) (← links)
- Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962) (← links)
- A Generalization of Geometric Brownian Motion with Applications (Q3015918) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- Large deviations for a class of tempered subordinators and their inverse processes (Q3383678) (← links)
- Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator (Q5024938) (← links)
