scientific article
From MaRDI portal
Publication:2738721
zbMath0974.60036MaRDI QIDQ2738721
Publication date: 12 September 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
transformationsrandom walkstable processesself-decomposabilitydistributional propertiescharacterization and existence theoremsHunt's potential theory
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)
Related Items (11)
An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution ⋮ Dynamics of moments and stationary states for GKSL equations of classical diffusion type ⋮ Equations related to stochastic processes: semigroup approach and Fourier transform ⋮ Optimum thresholding using mean and conditional mean squared error ⋮ The speed of convergence of the threshold estimator of integrated variance ⋮ Numerical valuation of options with jumps in the underlying ⋮ Integro-differential equations generated by stochastic problems ⋮ Unnamed Item ⋮ Long-time heat kernel estimates and upper rate functions of Brownian motion type for symmetric jump processes ⋮ Passage times of random walks and Lévy processes across power law boundaries ⋮ Higher order moments dynamics for some multimode quantum master equations
This page was built for publication:
