Pages that link to "Item:Q2277654"
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The following pages link to Self-similar processes with independent increments (Q2277654):
Displaying 50 items.
- Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
- Risk premia in option markets (Q300692) (← links)
- Escape rates for multidimensional shift self-similar additive sequences (Q325903) (← links)
- An integral representation of dilatively stable processes with independent increments (Q347477) (← links)
- Convergence in law to operator fractional Brownian motions (Q376266) (← links)
- Exponents, symmetry groups and classification of operator fractional Brownian motions (Q430984) (← links)
- Multivariate operator-self-similar random fields (Q544513) (← links)
- \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes (Q608213) (← links)
- Modeling and simulation with operator scaling (Q608214) (← links)
- The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields (Q679610) (← links)
- Sample path properties of self-similar processes with stationary increments (Q760709) (← links)
- Infinite divisibility for stochastic processes and time change (Q867076) (← links)
- Operator self-similar processes on Banach spaces (Q871349) (← links)
- Covariance function of vector self-similar processes (Q1038436) (← links)
- Self-similar processes with stationary increments generated by point processes (Q1059927) (← links)
- Self-similar extremal processes (Q1286610) (← links)
- Operator-self-similar stable processes (Q1343600) (← links)
- Processes of Meixner type (Q1567713) (← links)
- On recurrence for self-similar additive processes (Q1591516) (← links)
- Spectral decomposition for operator self-similar processes and their generalized domains of attraction (Q1613653) (← links)
- Selfdecomposability and selfsimilarity: a concise primer (Q1672921) (← links)
- Direct data-based decision making under uncertainty (Q1754229) (← links)
- Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) (← links)
- On certain self-decomposable self-similar processes with independent increments (Q1871256) (← links)
- Sample function behavior of increasing processes of class \(L\) (Q1912570) (← links)
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type (Q1944851) (← links)
- Distributions of selfsimilar and semi-selfsimilar processes with independent increments (Q1977639) (← links)
- Real self-similar processes started from the origin (Q2012255) (← links)
- Tempered positive Linnik processes and their representations (Q2106799) (← links)
- Additive logistic processes in option pricing (Q2238772) (← links)
- Exact Hausdorff measure on the boundary of a Galton-Watson tree (Q2370095) (← links)
- Limit theorems for functionals of Gaussian vectors (Q2405967) (← links)
- Conic asset pricing and the costs of price fluctuations (Q2422123) (← links)
- Calibration of self-decomposable Lévy models (Q2444660) (← links)
- Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions. (Q2485446) (← links)
- Operator semi-self-similar processes and their space-scaling matrices (Q2496092) (← links)
- Random integral representation of operator-semi-self-similar processes with independent incre\-ments. (Q2574630) (← links)
- Classes of Infinitely Divisible Distributions and Examples (Q2807247) (← links)
- Sato Processes in Default Modelling (Q3063871) (← links)
- AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES (Q3088935) (← links)
- Sato processes and the valuation of structured products (Q3182646) (← links)
- Some results about the sample path properties of Markov processes with independent self-similar components (Q3378848) (← links)
- SELF-DECOMPOSABILITY AND OPTION PRICING (Q3446058) (← links)
- A remark on self-similar processes with stationary increments (Q3717931) (← links)
- (Q4028988) (← links)
- (Q4224642) (← links)
- (Q4249130) (← links)
- Limit theorems for hitting times of 1-dimensional generalized diffusions (Q4267433) (← links)
- Generalized independent increments processes (Q4289386) (← links)
- MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (Q4608113) (← links)