Linnik Lévy process and some extensions

DOI10.1016/j.physa.2019.121539OpenAlexW2947353002MaRDI QIDQ2162078

Yanyan Li

Publication date: 5 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.121539

zbMATH Keywords

estimationsimulationLinnik distributionLévy densityLinnik processsubordinated stochastic processes

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (3)

Power-law Lévy processes, power-law vector random fields, and some extensions ⋮ Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators ⋮ Tempered positive Linnik processes and their representations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On fractional tempered stable processes and their governing differential equations
• Mixture representations for symmetric generalized Linnik laws
• Geometric stable processes and related fractional differential equations
• A note on Linnik's distribution
• Statistical properties of the generalized inverse Gaussian distribution
• A multivariate Linnik distribution
• The theory of geometric stable distributions and its use in modeling financial data
• Analytic and asymptotic properties of generalized Linnik probability densities
• Geometric stable laws: Estimation and applications
• Effect of surface slip on the relative motion and collision efficiency of slippery spherical particles
• Analytic and asymptotic properties of Linnik's probability densities. I
• A mixture representation of the Linnik distribution
• Fractional Poisson process time-changed by Lévy subordinator and its inverse
• Two-time scale subordination in physical processes with long-term memory
• Potential theory of geometric stable processes
• High-frequency trading model for a complex trading hierarchy
• Statistical Tools for Finance and Insurance
• Asymptotic methods in reliability theory: a review
• Lévy Processes and Stochastic Calculus
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• On certain self-decomposable distributions
• A characterization of gamma mixtures of stable laws motivated by limit theorems
• First Passage Times for Combinations of Random Loads
• The Variance Gamma Process and Option Pricing
• Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise
• Subordinated diffusion and continuous time random walk asymptotics
• Linnik distributions and processes
• Multifractional Probabilistic Laws
• Linnik processes
• Fractional Laplace motion
• Diffusion Equation and Stochastic Processes

This page was built for publication: Linnik Lévy process and some extensions