[https://portal.mardi4nfdi.de/wiki/Person:190647 Ken-iti Sato] table#1 { ["head"] = table#2 { ["vars"] = table#3 { "subjectLabel", "itemType", [0] = "subject", }, }, ["results"] = table#4 { ["bindings"] = table#5 { table#6 { ["itemType"] = table#7 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q605021", }, ["subjectLabel"] = table#9 { ["type"] = "literal", ["value"] = "On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes", ["xml:lang"] = "en", }, }, table#10 { ["itemType"] = table#11 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#12 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q425729", }, ["subjectLabel"] = table#13 { ["type"] = "literal", ["value"] = "The sector constants of continuous state branching processes with immigration", ["xml:lang"] = "en", }, }, table#14 { ["itemType"] = table#15 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#16 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q425969", }, ["subjectLabel"] = table#17 { ["type"] = "literal", ["value"] = "Doubly reflected BSDEs driven by a Lévy process", ["xml:lang"] = "en", }, }, table#18 { ["itemType"] = table#19 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#20 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q426974", }, ["subjectLabel"] = table#21 { ["type"] = "literal", ["value"] = "A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition", ["xml:lang"] = "en", }, }, table#22 { ["itemType"] = table#23 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#24 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q428154", }, ["subjectLabel"] = table#25 { ["type"] = "literal", ["value"] = "Maharam extension and stationary stable processes", ["xml:lang"] = "en", }, }, table#26 { ["itemType"] = table#27 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#28 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q429288", }, ["subjectLabel"] = table#29 { ["type"] = "literal", ["value"] = "On the limit distributions of continuous-state branching processes with immigration", ["xml:lang"] = "en", }, }, table#30 { ["itemType"] = table#31 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#32 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q430979", }, ["subjectLabel"] = table#33 { ["type"] = "literal", ["value"] = "Finite variation of fractional Lévy processes", ["xml:lang"] = "en", }, }, table#34 { ["itemType"] = table#35 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#36 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q431510", }, ["subjectLabel"] = table#37 { ["type"] = "literal", ["value"] = "Reviewing alternative characterizations of Meixner process", ["xml:lang"] = "en", }, }, table#38 { ["itemType"] = table#39 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#40 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q432346", }, ["subjectLabel"] = table#41 { ["type"] = "literal", ["value"] = "Tail behaviors of semi-stable distributions", ["xml:lang"] = "en", }, }, table#42 { ["itemType"] = table#43 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#44 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q432514", }, ["subjectLabel"] = table#45 { ["type"] = "literal", ["value"] = "On the semimartingale nature of Feller processes with killing", ["xml:lang"] = "en", }, }, table#46 { ["itemType"] = table#47 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#48 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q434340", }, ["subjectLabel"] = table#49 { ["type"] = "literal", ["value"] = "On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#50 { ["itemType"] = table#51 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#52 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q434725", }, ["subjectLabel"] = table#53 { ["type"] = "literal", ["value"] = "V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model", ["xml:lang"] = "en", }, }, table#54 { ["itemType"] = table#55 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#56 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q436052", }, ["subjectLabel"] = table#57 { ["type"] = "literal", ["value"] = "Pathwise uniqueness for singular SDEs driven by stable processes", ["xml:lang"] = "en", }, }, table#58 { ["itemType"] = table#59 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#60 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q437103", }, ["subjectLabel"] = table#61 { ["type"] = "literal", ["value"] = "Option pricing and hedging under a stochastic volatility Lévy process model", ["xml:lang"] = "en", }, }, table#62 { ["itemType"] = table#63 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#64 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q438973", }, ["subjectLabel"] = table#65 { ["type"] = "literal", ["value"] = "Multifractal analysis of Lévy fields", ["xml:lang"] = "en", }, }, table#66 { ["itemType"] = table#67 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#68 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q439880", }, ["subjectLabel"] = table#69 { ["type"] = "literal", ["value"] = "The convex minorant of a Lévy process", ["xml:lang"] = "en", }, }, table#70 { ["itemType"] = table#71 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#72 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q441898", }, ["subjectLabel"] = table#73 { ["type"] = "literal", ["value"] = "On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \$\\mathbb R^d\$", ["xml:lang"] = "en", }, }, table#74 { ["itemType"] = table#75 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#76 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q442077", }, ["subjectLabel"] = table#77 { ["type"] = "literal", ["value"] = "On the small-time behavior of subordinators", ["xml:lang"] = "en", }, }, table#78 { ["itemType"] = table#79 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#80 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q443789", }, ["subjectLabel"] = table#81 { ["type"] = "literal", ["value"] = "\$H\$-extendible copulas", ["xml:lang"] = "en", }, }, table#82 { ["itemType"] = table#83 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#84 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q447866", }, ["subjectLabel"] = table#85 { ["type"] = "literal", ["value"] = "Realized Laplace transforms for pure-jump semimartingales", ["xml:lang"] = "en", }, }, table#86 { ["itemType"] = table#87 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#88 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q449230", }, ["subjectLabel"] = table#89 { ["type"] = "literal", ["value"] = "Affine processes on positive semidefinite \$d \\times d\$ matrices have jumps of finite variation in dimension \$d > 1\$", ["xml:lang"] = "en", }, }, table#90 { ["itemType"] = table#91 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#92 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q449239", }, ["subjectLabel"] = table#93 { ["type"] = "literal", ["value"] = "Fractional \$P(\\phi)_1\$-processes and Gibbs measures", ["xml:lang"] = "en", }, }, table#94 { ["itemType"] = table#95 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#96 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q450172", }, ["subjectLabel"] = table#97 { ["type"] = "literal", ["value"] = "Fubini theorem for multiparameter stable process", ["xml:lang"] = "en", }, }, table#98 { ["itemType"] = table#99 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q450205", }, ["subjectLabel"] = table#101 { ["type"] = "literal", ["value"] = "Multivariate Bernoulli and Euler polynomials via Lévy processes", ["xml:lang"] = "en", }, }, table#102 { ["itemType"] = table#103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q453294", }, ["subjectLabel"] = table#105 { ["type"] = "literal", ["value"] = "Sieve-based confidence intervals and bands for Lévy densities", ["xml:lang"] = "en", }, }, table#106 { ["itemType"] = table#107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q453302", }, ["subjectLabel"] = table#109 { ["type"] = "literal", ["value"] = "Measuring the roughness of random paths by increment ratios", ["xml:lang"] = "en", }, }, table#110 { ["itemType"] = table#111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q453305", }, ["subjectLabel"] = table#113 { ["type"] = "literal", ["value"] = "A refined factorization of the exponential law", ["xml:lang"] = "en", }, }, table#114 { ["itemType"] = table#115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q457274", }, ["subjectLabel"] = table#117 { ["type"] = "literal", ["value"] = "Recent results in the theory and applications of CARMA processes", ["xml:lang"] = "en", }, }, table#118 { ["itemType"] = table#119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q457632", }, ["subjectLabel"] = table#121 { ["type"] = "literal", ["value"] = "On some dependence structures for multidimensional Lévy driven moving averages", ["xml:lang"] = "en", }, }, table#122 { ["itemType"] = table#123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q458120", }, ["subjectLabel"] = table#125 { ["type"] = "literal", ["value"] = "Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression", ["xml:lang"] = "en", }, }, table#126 { ["itemType"] = table#127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q458701", }, ["subjectLabel"] = table#129 { ["type"] = "literal", ["value"] = "Stochastic analysis of reaction-diffusion processes", ["xml:lang"] = "en", }, }, table#130 { ["itemType"] = table#131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q465440", }, ["subjectLabel"] = table#133 { ["type"] = "literal", ["value"] = "Global and nonglobal solutions of a system of nonautonomous semilinear equations with ultracontractive Lévy generators", ["xml:lang"] = "en", }, }, table#134 { ["itemType"] = table#135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q465466", }, ["subjectLabel"] = table#137 { ["type"] = "literal", ["value"] = "Densities for SDEs driven by degenerate \$\\alpha\$-stable processes", ["xml:lang"] = "en", }, }, table#138 { ["itemType"] = table#139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q466994", }, ["subjectLabel"] = table#141 { ["type"] = "literal", ["value"] = "On infinitely divisible distributions with polynomially decaying characteristic functions", ["xml:lang"] = "en", }, }, table#142 { ["itemType"] = table#143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q468605", }, ["subjectLabel"] = table#145 { ["type"] = "literal", ["value"] = "Averaging along foliated Lévy diffusions", ["xml:lang"] = "en", }, }, table#146 { ["itemType"] = table#147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q468735", }, ["subjectLabel"] = table#149 { ["type"] = "literal", ["value"] = "Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions", ["xml:lang"] = "en", }, }, table#150 { ["itemType"] = table#151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q470516", }, ["subjectLabel"] = table#153 { ["type"] = "literal", ["value"] = "Stochastic volatility and stochastic leverage", ["xml:lang"] = "en", }, }, table#154 { ["itemType"] = table#155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q470521", }, ["subjectLabel"] = table#157 { ["type"] = "literal", ["value"] = "Statistical estimation of Lévy-type stochastic volatility models", ["xml:lang"] = "en", }, }, table#158 { ["itemType"] = table#159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q471514", }, ["subjectLabel"] = table#161 { ["type"] = "literal", ["value"] = "Recurrence and transience criteria for two cases of stable-like Markov chains", ["xml:lang"] = "en", }, }, table#162 { ["itemType"] = table#163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q471529", }, ["subjectLabel"] = table#165 { ["type"] = "literal", ["value"] = "The dichotomy of recurrence and transience of semi-Lévy processes", ["xml:lang"] = "en", }, }, table#166 { ["itemType"] = table#167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q474508", }, ["subjectLabel"] = table#169 { ["type"] = "literal", ["value"] = "Synchronization of coupled stochastic systems driven by \$\\alpha \$-stable Lévy noises", ["xml:lang"] = "en", }, }, table#170 { ["itemType"] = table#171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q476746", }, ["subjectLabel"] = table#173 { ["type"] = "literal", ["value"] = "Local linear estimator for stochastic differential equations driven by \$\\alpha\$-stable Lévy motions", ["xml:lang"] = "en", }, }, table#174 { ["itemType"] = table#175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q477276", }, ["subjectLabel"] = table#177 { ["type"] = "literal", ["value"] = "Functional ergodic limits for occupation time processes of site-dependent branching Brownian motions in \$\\mathbb R\$", ["xml:lang"] = "en", }, }, table#178 { ["itemType"] = table#179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q478238", }, ["subjectLabel"] = table#181 { ["type"] = "literal", ["value"] = "On the stochastic beam equation driven by a non-Gaussian Lévy process", ["xml:lang"] = "en", }, }, table#182 { ["itemType"] = table#183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q481380", }, ["subjectLabel"] = table#185 { ["type"] = "literal", ["value"] = "Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?", ["xml:lang"] = "en", }, }, table#186 { ["itemType"] = table#187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q482839", }, ["subjectLabel"] = table#189 { ["type"] = "literal", ["value"] = "Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows", ["xml:lang"] = "en", }, }, table#190 { ["itemType"] = table#191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q483517", }, ["subjectLabel"] = table#193 { ["type"] = "literal", ["value"] = "Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time", ["xml:lang"] = "en", }, }, table#194 { ["itemType"] = table#195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q488213", }, ["subjectLabel"] = table#197 { ["type"] = "literal", ["value"] = "Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme", ["xml:lang"] = "en", }, }, table#198 { ["itemType"] = table#199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q491385", }, ["subjectLabel"] = table#201 { ["type"] = "literal", ["value"] = "Random variate generation for Laguerre-type exponentially tilted \$\\alpha\$-stable distributions", ["xml:lang"] = "en", }, }, table#202 { ["itemType"] = table#203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q492945", }, ["subjectLabel"] = table#205 { ["type"] = "literal", ["value"] = "Convergence of trimmed Lévy processes to trimmed stable random variables at 0", ["xml:lang"] = "en", }, }, table#206 { ["itemType"] = table#207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q492947", }, ["subjectLabel"] = table#209 { ["type"] = "literal", ["value"] = "Multi-scaling of moments in stochastic volatility models", ["xml:lang"] = "en", }, }, table#210 { ["itemType"] = table#211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q492955", }, ["subjectLabel"] = table#213 { ["type"] = "literal", ["value"] = "On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes", ["xml:lang"] = "en", }, }, table#214 { ["itemType"] = table#215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q492961", }, ["subjectLabel"] = table#217 { ["type"] = "literal", ["value"] = "Markov chain approximations to scale functions of Lévy processes", ["xml:lang"] = "en", }, }, table#218 { ["itemType"] = table#219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q493354", }, ["subjectLabel"] = table#221 { ["type"] = "literal", ["value"] = "Calculations of greeks for jump diffusion processes", ["xml:lang"] = "en", }, }, table#222 { ["itemType"] = table#223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q495365", }, ["subjectLabel"] = table#225 { ["type"] = "literal", ["value"] = "Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function", ["xml:lang"] = "en", }, }, table#226 { ["itemType"] = table#227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q495548", }, ["subjectLabel"] = table#229 { ["type"] = "literal", ["value"] = "Bounded size bias coupling: a gamma function bound, and universal Dickman-function behavior", ["xml:lang"] = "en", }, }, table#230 { ["itemType"] = table#231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q495706", }, ["subjectLabel"] = table#233 { ["type"] = "literal", ["value"] = "Functional inequalities for stable-like Dirichlet forms", ["xml:lang"] = "en", }, }, table#234 { ["itemType"] = table#235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q495707", }, ["subjectLabel"] = table#237 { ["type"] = "literal", ["value"] = "On exponential functionals of Lévy processes", ["xml:lang"] = "en", }, }, table#238 { ["itemType"] = table#239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q496165", }, ["subjectLabel"] = table#241 { ["type"] = "literal", ["value"] = "Nonequilibrium Markov processes conditioned on large deviations", ["xml:lang"] = "en", }, }, table#242 { ["itemType"] = table#243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q501514", }, ["subjectLabel"] = table#245 { ["type"] = "literal", ["value"] = "Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise", ["xml:lang"] = "en", }, }, table#246 { ["itemType"] = table#247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q501519", }, ["subjectLabel"] = table#249 { ["type"] = "literal", ["value"] = "Modeling of financial processes with a space-time fractional diffusion equation of varying order", ["xml:lang"] = "en", }, }, table#250 { ["itemType"] = table#251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q501526", }, ["subjectLabel"] = table#253 { ["type"] = "literal", ["value"] = "Densities of scaling limits of coupled continuous time random walks", ["xml:lang"] = "en", }, }, table#254 { ["itemType"] = table#255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q503008", }, ["subjectLabel"] = table#257 { ["type"] = "literal", ["value"] = "Fractional kinetic hierarchies and intermittency", ["xml:lang"] = "en", }, }, table#258 { ["itemType"] = table#259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q504490", }, ["subjectLabel"] = table#261 { ["type"] = "literal", ["value"] = "A note on marked point processes and multivariate subordination", ["xml:lang"] = "en", }, }, table#262 { ["itemType"] = table#263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q505564", }, ["subjectLabel"] = table#265 { ["type"] = "literal", ["value"] = "Intermittency of superpositions of Ornstein-Uhlenbeck type processes", ["xml:lang"] = "en", }, }, table#266 { ["itemType"] = table#267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q505982", }, ["subjectLabel"] = table#269 { ["type"] = "literal", ["value"] = "Majorization, 4G theorem and Schrödinger perturbations", ["xml:lang"] = "en", }, }, table#270 { ["itemType"] = table#271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q507183", }, ["subjectLabel"] = table#273 { ["type"] = "literal", ["value"] = "Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes", ["xml:lang"] = "en", }, }, table#274 { ["itemType"] = table#275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q508709", }, ["subjectLabel"] = table#277 { ["type"] = "literal", ["value"] = "Sup-norm convergence rates for Lévy density estimation", ["xml:lang"] = "en", }, }, table#278 { ["itemType"] = table#279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q509318", }, ["subjectLabel"] = table#281 { ["type"] = "literal", ["value"] = "Stability in distribution of a stochastic hybrid competitive Lotka-Volterra model with Lévy jumps", ["xml:lang"] = "en", }, }, table#282 { ["itemType"] = table#283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q511124", }, ["subjectLabel"] = table#285 { ["type"] = "literal", ["value"] = "On the conditional small ball property of multivariate Lévy-driven moving average processes", ["xml:lang"] = "en", }, }, table#286 { ["itemType"] = table#287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q518858", }, ["subjectLabel"] = table#289 { ["type"] = "literal", ["value"] = "Series representations for multivariate time-changed Lévy models", ["xml:lang"] = "en", }, }, table#290 { ["itemType"] = table#291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q518863", }, ["subjectLabel"] = table#293 { ["type"] = "literal", ["value"] = "Sample path generation of Lévy-driven continuous-time autoregressive moving average processes", ["xml:lang"] = "en", }, }, table#294 { ["itemType"] = table#295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q520790", }, ["subjectLabel"] = table#297 { ["type"] = "literal", ["value"] = "Ten equivalent definitions of the fractional Laplace operator", ["xml:lang"] = "en", }, }, table#298 { ["itemType"] = table#299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q521968", }, ["subjectLabel"] = table#301 { ["type"] = "literal", ["value"] = "Selfdecomposable fields", ["xml:lang"] = "en", }, }, table#302 { ["itemType"] = table#303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q521970", }, ["subjectLabel"] = table#305 { ["type"] = "literal", ["value"] = "On the double points of operator stable Lévy processes", ["xml:lang"] = "en", }, }, table#306 { ["itemType"] = table#307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q521972", }, ["subjectLabel"] = table#309 { ["type"] = "literal", ["value"] = "Two novel characterizations of self-decomposability on the half-line", ["xml:lang"] = "en", }, }, table#310 { ["itemType"] = table#311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q522484", }, ["subjectLabel"] = table#313 { ["type"] = "literal", ["value"] = "Heat content for stable processes in domains of \$\\mathbb {R}^d\$", ["xml:lang"] = "en", }, }, table#314 { ["itemType"] = table#315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q523253", }, ["subjectLabel"] = table#317 { ["type"] = "literal", ["value"] = "Exact stationary and non-stationary solutions to inelastic Maxwell model with infinite energy", ["xml:lang"] = "en", }, }, table#318 { ["itemType"] = table#319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q523453", }, ["subjectLabel"] = table#321 { ["type"] = "literal", ["value"] = "Two-step estimation of ergodic Lévy driven SDE", ["xml:lang"] = "en", }, }, table#322 { ["itemType"] = table#323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q524695", }, ["subjectLabel"] = table#325 { ["type"] = "literal", ["value"] = "Probabilistic trace and Poisson summation formulae on locally compact abelian groups", ["xml:lang"] = "en", }, }, table#326 { ["itemType"] = table#327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q524708", }, ["subjectLabel"] = table#329 { ["type"] = "literal", ["value"] = "On subordinate random walks", ["xml:lang"] = "en", }, }, table#330 { ["itemType"] = table#331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q526989", }, ["subjectLabel"] = table#333 { ["type"] = "literal", ["value"] = "Fall-off of eigenfunctions for non-local Schrödinger operators with decaying potentials", ["xml:lang"] = "en", }, }, table#334 { ["itemType"] = table#335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q526992", }, ["subjectLabel"] = table#337 { ["type"] = "literal", ["value"] = "Hitting times of points and intervals for symmetric Lévy processes", ["xml:lang"] = "en", }, }, table#338 { ["itemType"] = table#339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q528158", }, ["subjectLabel"] = table#341 { ["type"] = "literal", ["value"] = "Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration", ["xml:lang"] = "en", }, }, table#342 { ["itemType"] = table#343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q529426", }, ["subjectLabel"] = table#345 { ["type"] = "literal", ["value"] = "Finite dimensional Fokker-Planck equations for continuous time random walk limits", ["xml:lang"] = "en", }, }, table#346 { ["itemType"] = table#347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q530578", }, ["subjectLabel"] = table#349 { ["type"] = "literal", ["value"] = "Total positivity in stable semigroups", ["xml:lang"] = "en", }, }, table#350 { ["itemType"] = table#351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q535197", }, ["subjectLabel"] = table#353 { ["type"] = "literal", ["value"] = "Affine processes on positive semidefinite matrices", ["xml:lang"] = "en", }, }, table#354 { ["itemType"] = table#355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q535202", }, ["subjectLabel"] = table#357 { ["type"] = "literal", ["value"] = "Limit theorems for power variations of pure-jump processes with application to activity estima\\-tion", ["xml:lang"] = "en", }, }, table#358 { ["itemType"] = table#359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q537698", }, ["subjectLabel"] = table#361 { ["type"] = "literal", ["value"] = "Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator", ["xml:lang"] = "en", }, }, table#362 { ["itemType"] = table#363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q544493", }, ["subjectLabel"] = table#365 { ["type"] = "literal", ["value"] = "Lévy random bridges and the modelling of financial information", ["xml:lang"] = "en", }, }, table#366 { ["itemType"] = table#367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q544515", }, ["subjectLabel"] = table#369 { ["type"] = "literal", ["value"] = "Constructions of coupling processes for Lévy processes", ["xml:lang"] = "en", }, }, table#370 { ["itemType"] = table#371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q544517", }, ["subjectLabel"] = table#373 { ["type"] = "literal", ["value"] = "Transition density estimates for jump Lévy processes", ["xml:lang"] = "en", }, }, table#374 { ["itemType"] = table#375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q544519", }, ["subjectLabel"] = table#377 { ["type"] = "literal", ["value"] = "The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process", ["xml:lang"] = "en", }, }, table#378 { ["itemType"] = table#379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q548536", }, ["subjectLabel"] = table#381 { ["type"] = "literal", ["value"] = "Estimation for Lévy processes from high frequency data within a long time interval", ["xml:lang"] = "en", }, }, table#382 { ["itemType"] = table#383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q550136", }, ["subjectLabel"] = table#385 { ["type"] = "literal", ["value"] = "Lagging and leading coupled continuous time random walks, renewal times and their joint limits", ["xml:lang"] = "en", }, }, table#386 { ["itemType"] = table#387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q550169", }, ["subjectLabel"] = table#389 { ["type"] = "literal", ["value"] = "Asymptotic results for time-changed Lévy processes sampled at hitting times", ["xml:lang"] = "en", }, }, table#390 { ["itemType"] = table#391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q554448", }, ["subjectLabel"] = table#393 { ["type"] = "literal", ["value"] = "An overshoot approach to recurrence and transience of Markov processes", ["xml:lang"] = "en", }, }, table#394 { ["itemType"] = table#395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q557717", }, ["subjectLabel"] = table#397 { ["type"] = "literal", ["value"] = "On \$d\$-orthogonality of the Sheffer systems associated to a convolution semigroup", ["xml:lang"] = "en", }, }, table#398 { ["itemType"] = table#399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q558688", }, ["subjectLabel"] = table#401 { ["type"] = "literal", ["value"] = "The branching process with logistic growth", ["xml:lang"] = "en", }, }, table#402 { ["itemType"] = table#403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q265287", }, ["subjectLabel"] = table#405 { ["type"] = "literal", ["value"] = "Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum", ["xml:lang"] = "en", }, }, table#406 { ["itemType"] = table#407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q265306", }, ["subjectLabel"] = table#409 { ["type"] = "literal", ["value"] = "Exchangeable exogenous shock models", ["xml:lang"] = "en", }, }, table#410 { ["itemType"] = table#411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q265658", }, ["subjectLabel"] = table#413 { ["type"] = "literal", ["value"] = "Convergence of BS\$\\operatorname{\\Delta}\$Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver", ["xml:lang"] = "en", }, }, table#414 { ["itemType"] = table#415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q265662", }, ["subjectLabel"] = table#417 { ["type"] = "literal", ["value"] = "On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes", ["xml:lang"] = "en", }, }, table#418 { ["itemType"] = table#419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q266450", }, ["subjectLabel"] = table#421 { ["type"] = "literal", ["value"] = "On the one-mode quadratic Weyl operators", ["xml:lang"] = "en", }, }, table#422 { ["itemType"] = table#423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q268586", }, ["subjectLabel"] = table#425 { ["type"] = "literal", ["value"] = "Asymptotic estimate of eigenvalues of pseudo-differential operators in an interval", ["xml:lang"] = "en", }, }, table#426 { ["itemType"] = table#427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q271865", }, ["subjectLabel"] = table#429 { ["type"] = "literal", ["value"] = "Importance sampling and statistical Romberg method for Lévy processes", ["xml:lang"] = "en", }, }, table#430 { ["itemType"] = table#431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q273588", }, ["subjectLabel"] = table#433 { ["type"] = "literal", ["value"] = "Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization", ["xml:lang"] = "en", }, }, table#434 { ["itemType"] = table#435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q273717", }, ["subjectLabel"] = table#437 { ["type"] = "literal", ["value"] = "Small ball probabilities for a class of time-changed self-similar processes", ["xml:lang"] = "en", }, }, table#438 { ["itemType"] = table#439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q275337", }, ["subjectLabel"] = table#441 { ["type"] = "literal", ["value"] = "Time-causal and time-recursive spatio-temporal receptive fields", ["xml:lang"] = "en", }, }, table#442 { ["itemType"] = table#443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q278198", }, ["subjectLabel"] = table#445 { ["type"] = "literal", ["value"] = "Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility", ["xml:lang"] = "en", }, }, table#446 { ["itemType"] = table#447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q279859", }, ["subjectLabel"] = table#449 { ["type"] = "literal", ["value"] = "Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes", ["xml:lang"] = "en", }, }, table#450 { ["itemType"] = table#451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q280896", }, ["subjectLabel"] = table#453 { ["type"] = "literal", ["value"] = "Representations and inequalities for generalized hypergeometric functions", ["xml:lang"] = "en", }, }, table#454 { ["itemType"] = table#455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q281847", }, ["subjectLabel"] = table#457 { ["type"] = "literal", ["value"] = "On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims", ["xml:lang"] = "en", }, }, table#458 { ["itemType"] = table#459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q282543", }, ["subjectLabel"] = table#461 { ["type"] = "literal", ["value"] = "Passage time and fluctuation calculations for subexponential Lévy processes", ["xml:lang"] = "en", }, }, table#462 { ["itemType"] = table#463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q286454", }, ["subjectLabel"] = table#465 { ["type"] = "literal", ["value"] = "Representation of stationary and stationary increment processes via Langevin equation and self-similar processes", ["xml:lang"] = "en", }, }, table#466 { ["itemType"] = table#467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q289299", }, ["subjectLabel"] = table#469 { ["type"] = "literal", ["value"] = "Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns", ["xml:lang"] = "en", }, }, table#470 { ["itemType"] = table#471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q292014", }, ["subjectLabel"] = table#473 { ["type"] = "literal", ["value"] = "Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes", ["xml:lang"] = "en", }, }, table#474 { ["itemType"] = table#475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q292529", }, ["subjectLabel"] = table#477 { ["type"] = "literal", ["value"] = "Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach", ["xml:lang"] = "en", }, }, table#478 { ["itemType"] = table#479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q292942", }, ["subjectLabel"] = table#481 { ["type"] = "literal", ["value"] = "Fractional absolute moments of heavy tailed distributions", ["xml:lang"] = "en", }, }, table#482 { ["itemType"] = table#483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q298830", }, ["subjectLabel"] = table#485 { ["type"] = "literal", ["value"] = "Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes", ["xml:lang"] = "en", }, }, table#486 { ["itemType"] = table#487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q300145", }, ["subjectLabel"] = table#489 { ["type"] = "literal", ["value"] = "Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises", ["xml:lang"] = "en", }, }, table#490 { ["itemType"] = table#491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q300281", }, ["subjectLabel"] = table#493 { ["type"] = "literal", ["value"] = "Ergodic property of stable-like Markov chains", ["xml:lang"] = "en", }, }, table#494 { ["itemType"] = table#495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q300692", }, ["subjectLabel"] = table#497 { ["type"] = "literal", ["value"] = "Risk premia in option markets", ["xml:lang"] = "en", }, }, table#498 { ["itemType"] = table#499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q300843", }, ["subjectLabel"] = table#501 { ["type"] = "literal", ["value"] = "Radner equilibrium in incomplete Lévy models", ["xml:lang"] = "en", }, }, table#502 { ["itemType"] = table#503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q309162", }, ["subjectLabel"] = table#505 { ["type"] = "literal", ["value"] = "Additive subordination and its applications in finance", ["xml:lang"] = "en", }, }, table#506 { ["itemType"] = table#507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q317467", }, ["subjectLabel"] = table#509 { ["type"] = "literal", ["value"] = "Matricial model for the free multiplicative convolution", ["xml:lang"] = "en", }, }, table#510 { ["itemType"] = table#511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q318869", }, ["subjectLabel"] = table#513 { ["type"] = "literal", ["value"] = "Evaluating callable and putable bonds: an eigenfunction expansion approach", ["xml:lang"] = "en", }, }, table#514 { ["itemType"] = table#515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q320834", }, ["subjectLabel"] = table#517 { ["type"] = "literal", ["value"] = "Modeling international trade data with the Tweedie distribution for anti-fraud and policy support", ["xml:lang"] = "en", }, }, table#518 { ["itemType"] = table#519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q321828", }, ["subjectLabel"] = table#521 { ["type"] = "literal", ["value"] = "Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise", ["xml:lang"] = "en", }, }, table#522 { ["itemType"] = table#523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q322636", }, ["subjectLabel"] = table#525 { ["type"] = "literal", ["value"] = "Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options", ["xml:lang"] = "en", }, }, table#526 { ["itemType"] = table#527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q325889", }, ["subjectLabel"] = table#529 { ["type"] = "literal", ["value"] = "The first passage time problem over a moving boundary for asymptotically stable Lévy processes", ["xml:lang"] = "en", }, }, table#530 { ["itemType"] = table#531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q325892", }, ["subjectLabel"] = table#533 { ["type"] = "literal", ["value"] = "The first passage time of a stable process conditioned to not overshoot", ["xml:lang"] = "en", }, }, table#534 { ["itemType"] = table#535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q325896", }, ["subjectLabel"] = table#537 { ["type"] = "literal", ["value"] = "A distributional equality for suprema of spectrally positive Lévy processes", ["xml:lang"] = "en", }, }, table#538 { ["itemType"] = table#539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q325898", }, ["subjectLabel"] = table#541 { ["type"] = "literal", ["value"] = "Time regularity of generalized Ornstein-Uhlenbeck processes with Lévy noises in Hilbert spaces", ["xml:lang"] = "en", }, }, table#542 { ["itemType"] = table#543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q325903", }, ["subjectLabel"] = table#545 { ["type"] = "literal", ["value"] = "Escape rates for multidimensional shift self-similar additive sequences", ["xml:lang"] = "en", }, }, table#546 { ["itemType"] = table#547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q325905", }, ["subjectLabel"] = table#549 { ["type"] = "literal", ["value"] = "Unimodality of the freely selfdecomposable probability laws", ["xml:lang"] = "en", }, }, table#550 { ["itemType"] = table#551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q331361", }, ["subjectLabel"] = table#553 { ["type"] = "literal", ["value"] = "Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps", ["xml:lang"] = "en", }, }, table#554 { ["itemType"] = table#555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q331363", }, ["subjectLabel"] = table#557 { ["type"] = "literal", ["value"] = "A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates", ["xml:lang"] = "en", }, }, table#558 { ["itemType"] = table#559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q333541", }, ["subjectLabel"] = table#561 { ["type"] = "literal", ["value"] = "Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes", ["xml:lang"] = "en", }, }, table#562 { ["itemType"] = table#563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q333878", }, ["subjectLabel"] = table#565 { ["type"] = "literal", ["value"] = "Heat content for convolution semigroups", ["xml:lang"] = "en", }, }, table#566 { ["itemType"] = table#567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q334012", }, ["subjectLabel"] = table#569 { ["type"] = "literal", ["value"] = "Algebraic ergodicity for SDEs driven by Lévy processes", ["xml:lang"] = "en", }, }, table#570 { ["itemType"] = table#571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q334018", }, ["subjectLabel"] = table#573 { ["type"] = "literal", ["value"] = "Moment convergence of first-passage times in renewal theory", ["xml:lang"] = "en", }, }, table#574 { ["itemType"] = table#575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q334773", }, ["subjectLabel"] = table#577 { ["type"] = "literal", ["value"] = "Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models", ["xml:lang"] = "en", }, }, table#578 { ["itemType"] = table#579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q334899", }, ["subjectLabel"] = table#581 { ["type"] = "literal", ["value"] = "Time-inhomogeneous jump processes and variable order operators", ["xml:lang"] = "en", }, }, table#582 { ["itemType"] = table#583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q341802", }, ["subjectLabel"] = table#585 { ["type"] = "literal", ["value"] = "A note on functional limit theorems for compound Cox processes", ["xml:lang"] = "en", }, }, table#586 { ["itemType"] = table#587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q342741", }, ["subjectLabel"] = table#589 { ["type"] = "literal", ["value"] = "A note on ruin problems in perturbed classical risk models", ["xml:lang"] = "en", }, }, table#590 { ["itemType"] = table#591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q342752", }, ["subjectLabel"] = table#593 { ["type"] = "literal", ["value"] = "Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value", ["xml:lang"] = "en", }, }, table#594 { ["itemType"] = table#595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q347477", }, ["subjectLabel"] = table#597 { ["type"] = "literal", ["value"] = "An integral representation of dilatively stable processes with independent increments", ["xml:lang"] = "en", }, }, table#598 { ["itemType"] = table#599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q349903", }, ["subjectLabel"] = table#601 { ["type"] = "literal", ["value"] = "On fractional tempered stable processes and their governing differential equations", ["xml:lang"] = "en", }, }, table#602 { ["itemType"] = table#603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q354751", }, ["subjectLabel"] = table#605 { ["type"] = "literal", ["value"] = "Spectral representation of multivariate regularly varying Lévy and CARMA processes", ["xml:lang"] = "en", }, }, table#606 { ["itemType"] = table#607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q354764", }, ["subjectLabel"] = table#609 { ["type"] = "literal", ["value"] = "Harnack inequality and Hölder regularity estimates for a Lévy process with small jumps of high intensity", ["xml:lang"] = "en", }, }, table#610 { ["itemType"] = table#611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q357426", }, ["subjectLabel"] = table#613 { ["type"] = "literal", ["value"] = "Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization", ["xml:lang"] = "en", }, }, table#614 { ["itemType"] = table#615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q358131", }, ["subjectLabel"] = table#617 { ["type"] = "literal", ["value"] = "Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes", ["xml:lang"] = "en", }, }, table#618 { ["itemType"] = table#619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q358142", }, ["subjectLabel"] = table#621 { ["type"] = "literal", ["value"] = "Properties and numerical evaluation of the Rosenblatt distribution", ["xml:lang"] = "en", }, }, table#622 { ["itemType"] = table#623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q360412", }, ["subjectLabel"] = table#625 { ["type"] = "literal", ["value"] = "Regularity for semigroups of Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#626 { ["itemType"] = table#627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q363857", }, ["subjectLabel"] = table#629 { ["type"] = "literal", ["value"] = "Convolution equivalent Lévy processes and first passage times", ["xml:lang"] = "en", }, }, table#630 { ["itemType"] = table#631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q372808", }, ["subjectLabel"] = table#633 { ["type"] = "literal", ["value"] = "A note on Malliavin fractional smoothness for Lévy processes and approximation", ["xml:lang"] = "en", }, }, table#634 { ["itemType"] = table#635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q372914", }, ["subjectLabel"] = table#637 { ["type"] = "literal", ["value"] = "Fokker-Planck type equations associated with subordinated processes controlled by tempered \$\\alpha \$-stable processes", ["xml:lang"] = "en", }, }, table#638 { ["itemType"] = table#639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q373430", }, ["subjectLabel"] = table#641 { ["type"] = "literal", ["value"] = "Limit theorems of continuous-time random walks with tails", ["xml:lang"] = "en", }, }, table#642 { ["itemType"] = table#643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q373557", }, ["subjectLabel"] = table#645 { ["type"] = "literal", ["value"] = "Suprema of Lévy processes", ["xml:lang"] = "en", }, }, table#646 { ["itemType"] = table#647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q373575", }, ["subjectLabel"] = table#649 { ["type"] = "literal", ["value"] = "On the law of the supremum of Lévy processes", ["xml:lang"] = "en", }, }, table#650 { ["itemType"] = table#651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q375494", }, ["subjectLabel"] = table#653 { ["type"] = "literal", ["value"] = "Convergence results for a class of nonlinear fractional heat equations", ["xml:lang"] = "en", }, }, table#654 { ["itemType"] = table#655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q376248", }, ["subjectLabel"] = table#657 { ["type"] = "literal", ["value"] = "Weak drifts of infinitely divisible distributions and their applications", ["xml:lang"] = "en", }, }, table#658 { ["itemType"] = table#659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q376688", }, ["subjectLabel"] = table#661 { ["type"] = "literal", ["value"] = "A remarkable \$\\sigma\$-finite measure unifying supremum penalisations for a stable Lévy process", ["xml:lang"] = "en", }, }, table#662 { ["itemType"] = table#663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q377508", }, ["subjectLabel"] = table#665 { ["type"] = "literal", ["value"] = "Asymptotic behaviour of first passage time distributions for Lévy processes", ["xml:lang"] = "en", }, }, table#666 { ["itemType"] = table#667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q380402", }, ["subjectLabel"] = table#669 { ["type"] = "literal", ["value"] = "A new family of time-space harmonic polynomials with respect to Lévy processes", ["xml:lang"] = "en", }, }, table#670 { ["itemType"] = table#671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q383224", }, ["subjectLabel"] = table#673 { ["type"] = "literal", ["value"] = "The queue length in an \$M/G/1\$ batch arrival retrial queue", ["xml:lang"] = "en", }, }, table#674 { ["itemType"] = table#675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q383963", }, ["subjectLabel"] = table#677 { ["type"] = "literal", ["value"] = "Transient analysis of Lévy-driven tandem queues", ["xml:lang"] = "en", }, }, table#678 { ["itemType"] = table#679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q385768", }, ["subjectLabel"] = table#681 { ["type"] = "literal", ["value"] = "Volatility occupation times", ["xml:lang"] = "en", }, }, table#682 { ["itemType"] = table#683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q386276", }, ["subjectLabel"] = table#685 { ["type"] = "literal", ["value"] = "On the distribution of the Rosenblatt process", ["xml:lang"] = "en", }, }, table#686 { ["itemType"] = table#687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q391070", }, ["subjectLabel"] = table#689 { ["type"] = "literal", ["value"] = "On the self-decomposability of the Fréchet distribution", ["xml:lang"] = "en", }, }, table#690 { ["itemType"] = table#691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q391652", }, ["subjectLabel"] = table#693 { ["type"] = "literal", ["value"] = "Vine constructions of Lévy copulas", ["xml:lang"] = "en", }, }, table#694 { ["itemType"] = table#695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q395363", }, ["subjectLabel"] = table#697 { ["type"] = "literal", ["value"] = "A spectral element framework for option pricing under general exponential Lévy processes", ["xml:lang"] = "en", }, }, table#698 { ["itemType"] = table#699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q395995", }, ["subjectLabel"] = table#701 { ["type"] = "literal", ["value"] = "Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias", ["xml:lang"] = "en", }, }, table#702 { ["itemType"] = table#703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q396000", }, ["subjectLabel"] = table#705 { ["type"] = "literal", ["value"] = "Invariance properties of random vectors and stochastic processes based on the zonoid concept", ["xml:lang"] = "en", }, }, table#706 { ["itemType"] = table#707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q402962", }, ["subjectLabel"] = table#709 { ["type"] = "literal", ["value"] = "Asymptotic stability in the \$p\$th moment for stochastic differential equations with Lévy noise", ["xml:lang"] = "en", }, }, table#710 { ["itemType"] = table#711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q403550", }, ["subjectLabel"] = table#713 { ["type"] = "literal", ["value"] = "Representation of infinite-dimensional forward price models in commodity markets", ["xml:lang"] = "en", }, }, table#714 { ["itemType"] = table#715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q403855", }, ["subjectLabel"] = table#717 { ["type"] = "literal", ["value"] = "A heat kernel approach to interest rate models", ["xml:lang"] = "en", }, }, table#718 { ["itemType"] = table#719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q404586", }, ["subjectLabel"] = table#721 { ["type"] = "literal", ["value"] = "Dirichlet heat kernel for unimodal Lévy processes", ["xml:lang"] = "en", }, }, table#722 { ["itemType"] = table#723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q405320", }, ["subjectLabel"] = table#725 { ["type"] = "literal", ["value"] = "Model verification for Lévy-driven Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#726 { ["itemType"] = table#727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q408083", }, ["subjectLabel"] = table#729 { ["type"] = "literal", ["value"] = "Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes", ["xml:lang"] = "en", }, }, table#730 { ["itemType"] = table#731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q409209", }, ["subjectLabel"] = table#733 { ["type"] = "literal", ["value"] = "Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions", ["xml:lang"] = "en", }, }, table#734 { ["itemType"] = table#735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q410122", }, ["subjectLabel"] = table#737 { ["type"] = "literal", ["value"] = "Nested subclasses of the class of \$\\alpha\$-selfdecomposable distributions", ["xml:lang"] = "en", }, }, table#738 { ["itemType"] = table#739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q411536", }, ["subjectLabel"] = table#741 { ["type"] = "literal", ["value"] = "Estimates of the Green function for the fractional Laplacian perturbed by gradient", ["xml:lang"] = "en", }, }, table#742 { ["itemType"] = table#743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q413896", }, ["subjectLabel"] = table#745 { ["type"] = "literal", ["value"] = "Resampling approach for cluster model selection", ["xml:lang"] = "en", }, }, table#746 { ["itemType"] = table#747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q415349", }, ["subjectLabel"] = table#749 { ["type"] = "literal", ["value"] = "Intertwining certain fractional derivatives", ["xml:lang"] = "en", }, }, table#750 { ["itemType"] = table#751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q419268", }, ["subjectLabel"] = table#753 { ["type"] = "literal", ["value"] = "Convolution power kernels for density estimation", ["xml:lang"] = "en", }, }, table#754 { ["itemType"] = table#755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q424483", }, ["subjectLabel"] = table#757 { ["type"] = "literal", ["value"] = "Multivariate generalized Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#758 { ["itemType"] = table#759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q424503", }, ["subjectLabel"] = table#761 { ["type"] = "literal", ["value"] = "Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps", ["xml:lang"] = "en", }, }, table#762 { ["itemType"] = table#763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q61358", }, ["subjectLabel"] = table#765 { ["type"] = "literal", ["value"] = "On simulation of tempered stable random variates", ["xml:lang"] = "en", }, }, table#766 { ["itemType"] = table#767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q75218", }, ["subjectLabel"] = table#769 { ["type"] = "literal", ["value"] = "An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case", ["xml:lang"] = "en", }, }, table#770 { ["itemType"] = table#771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q98918", }, ["subjectLabel"] = table#773 { ["type"] = "literal", ["value"] = "Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels", ["xml:lang"] = "en", }, }, table#774 { ["itemType"] = table#775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q129557", }, ["subjectLabel"] = table#777 { ["type"] = "literal", ["value"] = "Modeling, simulation and inference for multivariate time series of counts using trawl processes", ["xml:lang"] = "en", }, }, table#778 { ["itemType"] = table#779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q257653", }, ["subjectLabel"] = table#781 { ["type"] = "literal", ["value"] = "On simulation and properties of the stable law", ["xml:lang"] = "en", }, }, table#782 { ["itemType"] = table#783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q257654", }, ["subjectLabel"] = table#785 { ["type"] = "literal", ["value"] = "Discussion of ``On simulation and properties of the stable law'' by L. Devroye and L. James", ["xml:lang"] = "en", }, }, table#786 { ["itemType"] = table#787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q259571", }, ["subjectLabel"] = table#789 { ["type"] = "literal", ["value"] = "Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes", ["xml:lang"] = "en", }, }, table#790 { ["itemType"] = table#791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q259583", }, ["subjectLabel"] = table#793 { ["type"] = "literal", ["value"] = "Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions", ["xml:lang"] = "en", }, }, table#794 { ["itemType"] = table#795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q260309", }, ["subjectLabel"] = table#797 { ["type"] = "literal", ["value"] = "Completely monotonic gamma ratio and infinitely divisible H-function of Fox", ["xml:lang"] = "en", }, }, table#798 { ["itemType"] = table#799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q261928", }, ["subjectLabel"] = table#801 { ["type"] = "literal", ["value"] = "Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility", ["xml:lang"] = "en", }, }, table#802 { ["itemType"] = table#803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q605036", }, ["subjectLabel"] = table#805 { ["type"] = "literal", ["value"] = "Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#806 { ["itemType"] = table#807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q605037", }, ["subjectLabel"] = table#809 { ["type"] = "literal", ["value"] = "Multivariate COGARCH(1, 1) processes", ["xml:lang"] = "en", }, }, table#810 { ["itemType"] = table#811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q606230", }, ["subjectLabel"] = table#813 { ["type"] = "literal", ["value"] = "On the speed of spread for fractional reaction-diffusion equations", ["xml:lang"] = "en", }, }, table#814 { ["itemType"] = table#815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q606628", }, ["subjectLabel"] = table#817 { ["type"] = "literal", ["value"] = "Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes", ["xml:lang"] = "en", }, }, table#818 { ["itemType"] = table#819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q607068", }, ["subjectLabel"] = table#821 { ["type"] = "literal", ["value"] = "Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets", ["xml:lang"] = "en", }, }, table#822 { ["itemType"] = table#823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q607278", }, ["subjectLabel"] = table#825 { ["type"] = "literal", ["value"] = "Jump-adapted discretization schemes for Lévy-driven SDEs", ["xml:lang"] = "en", }, }, table#826 { ["itemType"] = table#827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q607818", }, ["subjectLabel"] = table#829 { ["type"] = "literal", ["value"] = "Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes", ["xml:lang"] = "en", }, }, table#830 { ["itemType"] = table#831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q608213", }, ["subjectLabel"] = table#833 { ["type"] = "literal", ["value"] = "\$\\alpha \$-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes", ["xml:lang"] = "en", }, }, table#834 { ["itemType"] = table#835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q609627", }, ["subjectLabel"] = table#837 { ["type"] = "literal", ["value"] = "First exit times of non-linear dynamical systems in \$\\mathbb R^{d}\$ perturbed by multifractal Lévy noise", ["xml:lang"] = "en", }, }, table#838 { ["itemType"] = table#839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q613155", }, ["subjectLabel"] = table#841 { ["type"] = "literal", ["value"] = "Approximations for the distributions of bounded variation Lévy processes", ["xml:lang"] = "en", }, }, table#842 { ["itemType"] = table#843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q613197", }, ["subjectLabel"] = table#845 { ["type"] = "literal", ["value"] = "A note on a bivariate gamma distribution", ["xml:lang"] = "en", }, }, table#846 { ["itemType"] = table#847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q613206", }, ["subjectLabel"] = table#849 { ["type"] = "literal", ["value"] = "A characterization of the Poisson distribution", ["xml:lang"] = "en", }, }, table#850 { ["itemType"] = table#851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q614120", }, ["subjectLabel"] = table#853 { ["type"] = "literal", ["value"] = "Utility maximization in models with conditionally independent increments", ["xml:lang"] = "en", }, }, table#854 { ["itemType"] = table#855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q614340", }, ["subjectLabel"] = table#857 { ["type"] = "literal", ["value"] = "The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach", ["xml:lang"] = "en", }, }, table#858 { ["itemType"] = table#859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q616257", }, ["subjectLabel"] = table#861 { ["type"] = "literal", ["value"] = "Random fractals determined by Lévy processes", ["xml:lang"] = "en", }, }, table#862 { ["itemType"] = table#863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q616260", }, ["subjectLabel"] = table#865 { ["type"] = "literal", ["value"] = "Local subexponentiality and self-decomposability", ["xml:lang"] = "en", }, }, table#866 { ["itemType"] = table#867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q617912", }, ["subjectLabel"] = table#869 { ["type"] = "literal", ["value"] = "Stationary solutions of the stochastic differential equation \$dV_t = V_t -dU_t + dL_t\$ with Lévy noise", ["xml:lang"] = "en", }, }, table#870 { ["itemType"] = table#871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q618023", }, ["subjectLabel"] = table#873 { ["type"] = "literal", ["value"] = "Fractional normal inverse Gaussian diffusion", ["xml:lang"] = "en", }, }, table#874 { ["itemType"] = table#875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q621822", }, ["subjectLabel"] = table#877 { ["type"] = "literal", ["value"] = "Large deviations for stochastic PDE with Lévy noise", ["xml:lang"] = "en", }, }, table#878 { ["itemType"] = table#879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q625306", }, ["subjectLabel"] = table#881 { ["type"] = "literal", ["value"] = "Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type", ["xml:lang"] = "en", }, }, table#882 { ["itemType"] = table#883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q626294", }, ["subjectLabel"] = table#885 { ["type"] = "literal", ["value"] = "Extremes of Lévy driven mixed MA processes with convolution equivalent distributions", ["xml:lang"] = "en", }, }, table#886 { ["itemType"] = table#887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q627238", }, ["subjectLabel"] = table#889 { ["type"] = "literal", ["value"] = "Multivariate supOU processes", ["xml:lang"] = "en", }, }, table#890 { ["itemType"] = table#891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q627246", }, ["subjectLabel"] = table#893 { ["type"] = "literal", ["value"] = "Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction", ["xml:lang"] = "en", }, }, table#894 { ["itemType"] = table#895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q627456", }, ["subjectLabel"] = table#897 { ["type"] = "literal", ["value"] = "Subexponential loss rate asymptotics for Lévy processes", ["xml:lang"] = "en", }, }, table#898 { ["itemType"] = table#899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q630224", }, ["subjectLabel"] = table#901 { ["type"] = "literal", ["value"] = "Feynman formulae for Feller semigroups", ["xml:lang"] = "en", }, }, table#902 { ["itemType"] = table#903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q631555", }, ["subjectLabel"] = table#905 { ["type"] = "literal", ["value"] = "On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling", ["xml:lang"] = "en", }, }, table#906 { ["itemType"] = table#907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q631923", }, ["subjectLabel"] = table#909 { ["type"] = "literal", ["value"] = "An optimization approach to weak approximation of stochastic differential equations with jumps", ["xml:lang"] = "en", }, }, table#910 { ["itemType"] = table#911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q633650", }, ["subjectLabel"] = table#913 { ["type"] = "literal", ["value"] = "Lambert's \$W\$, infinite divisibility and Poisson mixtures", ["xml:lang"] = "en", }, }, table#914 { ["itemType"] = table#915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q634568", }, ["subjectLabel"] = table#917 { ["type"] = "literal", ["value"] = "On Kendall-Ressel and related distributions", ["xml:lang"] = "en", }, }, table#918 { ["itemType"] = table#919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q634575", }, ["subjectLabel"] = table#921 { ["type"] = "literal", ["value"] = "A new kind of modified transportation cost inequalities and polynomial concentration inequalities", ["xml:lang"] = "en", }, }, table#922 { ["itemType"] = table#923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q636448", }, ["subjectLabel"] = table#925 { ["type"] = "literal", ["value"] = "On optimality of the barrier strategy for a general Lévy risk process", ["xml:lang"] = "en", }, }, table#926 { ["itemType"] = table#927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q637089", }, ["subjectLabel"] = table#929 { ["type"] = "literal", ["value"] = "Explicit identities for Lévy processes associated to symmetric stable processes", ["xml:lang"] = "en", }, }, table#930 { ["itemType"] = table#931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q639330", }, ["subjectLabel"] = table#933 { ["type"] = "literal", ["value"] = "Rescaled Lotka-Volterra models converge to super-stable processes", ["xml:lang"] = "en", }, }, table#934 { ["itemType"] = table#935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q642130", }, ["subjectLabel"] = table#937 { ["type"] = "literal", ["value"] = "Min matrices and mean matrices", ["xml:lang"] = "en", }, }, table#938 { ["itemType"] = table#939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q642197", }, ["subjectLabel"] = table#941 { ["type"] = "literal", ["value"] = "Stationary infinitely divisible processes", ["xml:lang"] = "en", }, }, table#942 { ["itemType"] = table#943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q643236", }, ["subjectLabel"] = table#945 { ["type"] = "literal", ["value"] = "Selfdecomposability of moving average fractional Lévy processes", ["xml:lang"] = "en", }, }, table#946 { ["itemType"] = table#947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q644787", }, ["subjectLabel"] = table#949 { ["type"] = "literal", ["value"] = "On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#950 { ["itemType"] = table#951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q644964", }, ["subjectLabel"] = table#953 { ["type"] = "literal", ["value"] = "Quasi-likelihood analysis for the stochastic differential equation with jumps", ["xml:lang"] = "en", }, }, table#954 { ["itemType"] = table#955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q645448", }, ["subjectLabel"] = table#957 { ["type"] = "literal", ["value"] = "Time-changed Poisson processes", ["xml:lang"] = "en", }, }, table#958 { ["itemType"] = table#959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q647599", }, ["subjectLabel"] = table#961 { ["type"] = "literal", ["value"] = "Potential theory of infinite dimensional Lévy processes", ["xml:lang"] = "en", }, }, table#962 { ["itemType"] = table#963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q650680", }, ["subjectLabel"] = table#965 { ["type"] = "literal", ["value"] = "High-level dependence in time series models", ["xml:lang"] = "en", }, }, table#966 { ["itemType"] = table#967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q650769", }, ["subjectLabel"] = table#969 { ["type"] = "literal", ["value"] = "On Kolmogorov equations for anisotropic multivariate Lévy processes", ["xml:lang"] = "en", }, }, table#970 { ["itemType"] = table#971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q651029", }, ["subjectLabel"] = table#973 { ["type"] = "literal", ["value"] = "Statistical inference for time-changed Lévy processes via composite characteristic function estimation", ["xml:lang"] = "en", }, }, table#974 { ["itemType"] = table#975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q653307", }, ["subjectLabel"] = table#977 { ["type"] = "literal", ["value"] = "Predicting the ultimate supremum of a stable Lévy process with no negative jumps", ["xml:lang"] = "en", }, }, table#978 { ["itemType"] = table#979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q653311", }, ["subjectLabel"] = table#981 { ["type"] = "literal", ["value"] = "Infinitely divisible central probability measures on compact Lie groups-regularity, semigroups and transition kernels", ["xml:lang"] = "en", }, }, table#982 { ["itemType"] = table#983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q654399", }, ["subjectLabel"] = table#985 { ["type"] = "literal", ["value"] = "First passage time law for some Lévy processes with compound Poisson: existence of a density", ["xml:lang"] = "en", }, }, table#986 { ["itemType"] = table#987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q654657", }, ["subjectLabel"] = table#989 { ["type"] = "literal", ["value"] = "A computational analysis for mean exit time under non-Gaussian Lévy noises", ["xml:lang"] = "en", }, }, table#990 { ["itemType"] = table#991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q655319", }, ["subjectLabel"] = table#993 { ["type"] = "literal", ["value"] = "Exponential ergodicity and regularity for equations with Lévy noise", ["xml:lang"] = "en", }, }, table#994 { ["itemType"] = table#995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q655506", }, ["subjectLabel"] = table#997 { ["type"] = "literal", ["value"] = "Asymptotics in a time-dependent renewal risk model with stochastic return", ["xml:lang"] = "en", }, }, table#998 { ["itemType"] = table#999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q655586", }, ["subjectLabel"] = table#1001 { ["type"] = "literal", ["value"] = "Competing particle systems evolving by interacting Lévy processes", ["xml:lang"] = "en", }, }, table#1002 { ["itemType"] = table#1003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q655929", }, ["subjectLabel"] = table#1005 { ["type"] = "literal", ["value"] = "Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#1006 { ["itemType"] = table#1007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q658488", }, ["subjectLabel"] = table#1009 { ["type"] = "literal", ["value"] = "Supersymmetric quantum mechanics with Lévy disorder in one dimension", ["xml:lang"] = "en", }, }, table#1010 { ["itemType"] = table#1011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q659236", }, ["subjectLabel"] = table#1013 { ["type"] = "literal", ["value"] = "Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model", ["xml:lang"] = "en", }, }, table#1014 { ["itemType"] = table#1015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q659239", }, ["subjectLabel"] = table#1017 { ["type"] = "literal", ["value"] = "Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance", ["xml:lang"] = "en", }, }, table#1018 { ["itemType"] = table#1019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q661242", }, ["subjectLabel"] = table#1021 { ["type"] = "literal", ["value"] = "Parameter estimation of a bivariate compound Poisson process", ["xml:lang"] = "en", }, }, table#1022 { ["itemType"] = table#1023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q662825", }, ["subjectLabel"] = table#1025 { ["type"] = "literal", ["value"] = "Application of the lent particle method to Poisson-driven SDEs", ["xml:lang"] = "en", }, }, table#1026 { ["itemType"] = table#1027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q664561", }, ["subjectLabel"] = table#1029 { ["type"] = "literal", ["value"] = "Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime", ["xml:lang"] = "en", }, }, table#1030 { ["itemType"] = table#1031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q664936", }, ["subjectLabel"] = table#1033 { ["type"] = "literal", ["value"] = "A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise", ["xml:lang"] = "en", }, }, table#1034 { ["itemType"] = table#1035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q665443", }, ["subjectLabel"] = table#1037 { ["type"] = "literal", ["value"] = "Hedging electricity swaptions using partial integro-differential equations", ["xml:lang"] = "en", }, }, table#1038 { ["itemType"] = table#1039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q665543", }, ["subjectLabel"] = table#1041 { ["type"] = "literal", ["value"] = "American options: the EPV pricing model", ["xml:lang"] = "en", }, }, table#1042 { ["itemType"] = table#1043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q670530", }, ["subjectLabel"] = table#1045 { ["type"] = "literal", ["value"] = "Rosenblatt Laplace motion", ["xml:lang"] = "en", }, }, table#1046 { ["itemType"] = table#1047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q671079", }, ["subjectLabel"] = table#1049 { ["type"] = "literal", ["value"] = "Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions", ["xml:lang"] = "en", }, }, table#1050 { ["itemType"] = table#1051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q681527", }, ["subjectLabel"] = table#1053 { ["type"] = "literal", ["value"] = "Efficient nonparametric inference for discretely observed compound Poisson processes", ["xml:lang"] = "en", }, }, table#1054 { ["itemType"] = table#1055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q683651", }, ["subjectLabel"] = table#1057 { ["type"] = "literal", ["value"] = "Branching processes in a Lévy random environment", ["xml:lang"] = "en", }, }, table#1058 { ["itemType"] = table#1059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q690870", }, ["subjectLabel"] = table#1061 { ["type"] = "literal", ["value"] = "A functional limit theorem for dependent sequences with infinite variance stable limits", ["xml:lang"] = "en", }, }, table#1062 { ["itemType"] = table#1063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q692619", }, ["subjectLabel"] = table#1065 { ["type"] = "literal", ["value"] = "Asymptotic properties of Fourier transforms of \$b\$-decomposable distributions", ["xml:lang"] = "en", }, }, table#1066 { ["itemType"] = table#1067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q693722", }, ["subjectLabel"] = table#1069 { ["type"] = "literal", ["value"] = "Errata: Stochastic calculus over symmetric Markov processes without time reversal", ["xml:lang"] = "en", }, }, table#1070 { ["itemType"] = table#1071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q705981", }, ["subjectLabel"] = table#1073 { ["type"] = "literal", ["value"] = "Liouville theorems for non-local operators", ["xml:lang"] = "en", }, }, table#1074 { ["itemType"] = table#1075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q708497", }, ["subjectLabel"] = table#1077 { ["type"] = "literal", ["value"] = "Synchronization of systems of Marcus canonical equations driven by \$\\alpha \$-stable noises", ["xml:lang"] = "en", }, }, table#1078 { ["itemType"] = table#1079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q711470", }, ["subjectLabel"] = table#1081 { ["type"] = "literal", ["value"] = "On hypoellipticity of generators of Lévy processes", ["xml:lang"] = "en", }, }, table#1082 { ["itemType"] = table#1083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q713344", }, ["subjectLabel"] = table#1085 { ["type"] = "literal", ["value"] = "Comparison and regularity results for the fractional Laplacian via symmetrization methods", ["xml:lang"] = "en", }, }, table#1086 { ["itemType"] = table#1087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q715169", }, ["subjectLabel"] = table#1089 { ["type"] = "literal", ["value"] = "Radiative transport limit for the random Schrödinger equation with long-range correlations", ["xml:lang"] = "en", }, }, table#1090 { ["itemType"] = table#1091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q716171", }, ["subjectLabel"] = table#1093 { ["type"] = "literal", ["value"] = "Parametric estimation of a bivariate stable Lévy process", ["xml:lang"] = "en", }, }, table#1094 { ["itemType"] = table#1095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q718268", }, ["subjectLabel"] = table#1097 { ["type"] = "literal", ["value"] = "Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case", ["xml:lang"] = "en", }, }, table#1098 { ["itemType"] = table#1099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q718863", }, ["subjectLabel"] = table#1101 { ["type"] = "literal", ["value"] = "Structural properties of semilinear SPDEs driven by cylindrical stable processes", ["xml:lang"] = "en", }, }, table#1102 { ["itemType"] = table#1103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q718871", }, ["subjectLabel"] = table#1105 { ["type"] = "literal", ["value"] = "The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component", ["xml:lang"] = "en", }, }, table#1106 { ["itemType"] = table#1107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q719379", }, ["subjectLabel"] = table#1109 { ["type"] = "literal", ["value"] = "Stationarity and geometric ergodicity of BEKK multivariate GARCH models", ["xml:lang"] = "en", }, }, table#1110 { ["itemType"] = table#1111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q719565", }, ["subjectLabel"] = table#1113 { ["type"] = "literal", ["value"] = "Pseudo-differential operators and Markov semigroups on compact Lie groups", ["xml:lang"] = "en", }, }, table#1114 { ["itemType"] = table#1115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q719708", }, ["subjectLabel"] = table#1117 { ["type"] = "literal", ["value"] = "Ergodic properties of anomalous diffusion processes", ["xml:lang"] = "en", }, }, table#1118 { ["itemType"] = table#1119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q719773", }, ["subjectLabel"] = table#1121 { ["type"] = "literal", ["value"] = "Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems", ["xml:lang"] = "en", }, }, table#1122 { ["itemType"] = table#1123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q719983", }, ["subjectLabel"] = table#1125 { ["type"] = "literal", ["value"] = "Branching processes with immigration and related topics", ["xml:lang"] = "en", }, }, table#1126 { ["itemType"] = table#1127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q720704", }, ["subjectLabel"] = table#1129 { ["type"] = "literal", ["value"] = "An averaging principle for stochastic dynamical systems with Lévy noise", ["xml:lang"] = "en", }, }, table#1130 { ["itemType"] = table#1131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q722087", }, ["subjectLabel"] = table#1133 { ["type"] = "literal", ["value"] = "Hunt's hypothesis (H) for the sum of two independent Lévy processes", ["xml:lang"] = "en", }, }, table#1134 { ["itemType"] = table#1135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q723742", }, ["subjectLabel"] = table#1137 { ["type"] = "literal", ["value"] = "The spectral collocation method for efficiently solving PDEs with fractional Laplacian", ["xml:lang"] = "en", }, }, table#1138 { ["itemType"] = table#1139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q724520", }, ["subjectLabel"] = table#1141 { ["type"] = "literal", ["value"] = "On a two-dimensional risk model with time-dependent claim sizes and risky investments", ["xml:lang"] = "en", }, }, table#1142 { ["itemType"] = table#1143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q724563", }, ["subjectLabel"] = table#1145 { ["type"] = "literal", ["value"] = "The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion", ["xml:lang"] = "en", }, }, table#1146 { ["itemType"] = table#1147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q726724", }, ["subjectLabel"] = table#1149 { ["type"] = "literal", ["value"] = "Conditions for a Lévy process to stay positive near 0, in probability", ["xml:lang"] = "en", }, }, table#1150 { ["itemType"] = table#1151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q726742", }, ["subjectLabel"] = table#1153 { ["type"] = "literal", ["value"] = "Distributional representations and dominance of a Lévy process over its maximal jump processes", ["xml:lang"] = "en", }, }, table#1154 { ["itemType"] = table#1155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q727926", }, ["subjectLabel"] = table#1157 { ["type"] = "literal", ["value"] = "Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \$\\alpha\$-stable processes", ["xml:lang"] = "en", }, }, table#1158 { ["itemType"] = table#1159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q729714", }, ["subjectLabel"] = table#1161 { ["type"] = "literal", ["value"] = "Nonparametric adaptive estimation for grouped data", ["xml:lang"] = "en", }, }, table#1162 { ["itemType"] = table#1163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q730346", }, ["subjectLabel"] = table#1165 { ["type"] = "literal", ["value"] = "On the class of distributions of subordinated Lévy processes and bases", ["xml:lang"] = "en", }, }, table#1166 { ["itemType"] = table#1167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q730749", }, ["subjectLabel"] = table#1169 { ["type"] = "literal", ["value"] = "The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#1170 { ["itemType"] = table#1171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q730891", }, ["subjectLabel"] = table#1173 { ["type"] = "literal", ["value"] = "Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions", ["xml:lang"] = "en", }, }, table#1174 { ["itemType"] = table#1175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q731728", }, ["subjectLabel"] = table#1177 { ["type"] = "literal", ["value"] = "Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes", ["xml:lang"] = "en", }, }, table#1178 { ["itemType"] = table#1179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q731952", }, ["subjectLabel"] = table#1181 { ["type"] = "literal", ["value"] = "Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises", ["xml:lang"] = "en", }, }, table#1182 { ["itemType"] = table#1183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q733343", }, ["subjectLabel"] = table#1185 { ["type"] = "literal", ["value"] = "Scattering length for stable processes", ["xml:lang"] = "en", }, }, table#1186 { ["itemType"] = table#1187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q734398", }, ["subjectLabel"] = table#1189 { ["type"] = "literal", ["value"] = "Semi-self-decomposable distributions on \$\\mathbb Z_{+}\$", ["xml:lang"] = "en", }, }, table#1190 { ["itemType"] = table#1191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q734633", }, ["subjectLabel"] = table#1193 { ["type"] = "literal", ["value"] = "Stochastic representation of subdiffusion processes with time-dependent drift", ["xml:lang"] = "en", }, }, table#1194 { ["itemType"] = table#1195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q736519", }, ["subjectLabel"] = table#1197 { ["type"] = "literal", ["value"] = "Nonparametric estimation for a class of Lévy processes", ["xml:lang"] = "en", }, }, table#1198 { ["itemType"] = table#1199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q738034", }, ["subjectLabel"] = table#1201 { ["type"] = "literal", ["value"] = "Realized Laplace transforms for estimation of jump diffusive volatility models", ["xml:lang"] = "en", }, }, table#1202 { ["itemType"] = table#1203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q818811", }, ["subjectLabel"] = table#1205 { ["type"] = "literal", ["value"] = "Reflected symmetric \$\\alpha\$-stable processes and regional fractional Laplacian", ["xml:lang"] = "en", }, }, table#1206 { ["itemType"] = table#1207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q820883", }, ["subjectLabel"] = table#1209 { ["type"] = "literal", ["value"] = "Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance", ["xml:lang"] = "en", }, }, table#1210 { ["itemType"] = table#1211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q824890", }, ["subjectLabel"] = table#1213 { ["type"] = "literal", ["value"] = "Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns", ["xml:lang"] = "en", }, }, table#1214 { ["itemType"] = table#1215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q826001", }, ["subjectLabel"] = table#1217 { ["type"] = "literal", ["value"] = "Extreme value theory for spatial random fields -- with application to a Lévy-driven field", ["xml:lang"] = "en", }, }, table#1218 { ["itemType"] = table#1219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q826700", }, ["subjectLabel"] = table#1221 { ["type"] = "literal", ["value"] = "Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#1222 { ["itemType"] = table#1223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q828046", }, ["subjectLabel"] = table#1225 { ["type"] = "literal", ["value"] = "The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay", ["xml:lang"] = "en", }, }, table#1226 { ["itemType"] = table#1227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q828056", }, ["subjectLabel"] = table#1229 { ["type"] = "literal", ["value"] = "The deFinetti representation of generalised Marshall-Olkin sequences", ["xml:lang"] = "en", }, }, table#1230 { ["itemType"] = table#1231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q831317", }, ["subjectLabel"] = table#1233 { ["type"] = "literal", ["value"] = "On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration", ["xml:lang"] = "en", }, }, table#1234 { ["itemType"] = table#1235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q833098", }, ["subjectLabel"] = table#1237 { ["type"] = "literal", ["value"] = "Heavy-traffic limits for many-server queues with service interruptions", ["xml:lang"] = "en", }, }, table#1238 { ["itemType"] = table#1239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q836036", }, ["subjectLabel"] = table#1241 { ["type"] = "literal", ["value"] = "Quadratic hedging in affine stochastic volatility models", ["xml:lang"] = "en", }, }, table#1242 { ["itemType"] = table#1243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q838314", }, ["subjectLabel"] = table#1245 { ["type"] = "literal", ["value"] = "Changing the branching mechanism of a continuous state branching process using immigration", ["xml:lang"] = "en", }, }, table#1246 { ["itemType"] = table#1247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q838998", }, ["subjectLabel"] = table#1249 { ["type"] = "literal", ["value"] = "Semi-linear stochastic difference equations", ["xml:lang"] = "en", }, }, table#1250 { ["itemType"] = table#1251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q839414", }, ["subjectLabel"] = table#1253 { ["type"] = "literal", ["value"] = "The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions", ["xml:lang"] = "en", }, }, table#1254 { ["itemType"] = table#1255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q840787", }, ["subjectLabel"] = table#1257 { ["type"] = "literal", ["value"] = "Cramér asymptotics for finite time first passage probabilities of general Lévy processes", ["xml:lang"] = "en", }, }, table#1258 { ["itemType"] = table#1259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q840937", }, ["subjectLabel"] = table#1261 { ["type"] = "literal", ["value"] = "Time series with discrete semistable marginals", ["xml:lang"] = "en", }, }, table#1262 { ["itemType"] = table#1263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q841225", }, ["subjectLabel"] = table#1265 { ["type"] = "literal", ["value"] = "Penalising symmetric stable Lévy paths", ["xml:lang"] = "en", }, }, table#1266 { ["itemType"] = table#1267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q841439", }, ["subjectLabel"] = table#1269 { ["type"] = "literal", ["value"] = "Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups", ["xml:lang"] = "en", }, }, table#1270 { ["itemType"] = table#1271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q841482", }, ["subjectLabel"] = table#1273 { ["type"] = "literal", ["value"] = "On exponential local martingales associated with strong Markov continuous local martingales", ["xml:lang"] = "en", }, }, table#1274 { ["itemType"] = table#1275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q841487", }, ["subjectLabel"] = table#1277 { ["type"] = "literal", ["value"] = "Lévy driven moving averages and semimartingales", ["xml:lang"] = "en", }, }, table#1278 { ["itemType"] = table#1279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q841854", }, ["subjectLabel"] = table#1281 { ["type"] = "literal", ["value"] = "The minimal entropy martingale measures for exponential additive processes", ["xml:lang"] = "en", }, }, table#1282 { ["itemType"] = table#1283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q842387", }, ["subjectLabel"] = table#1285 { ["type"] = "literal", ["value"] = "Harmonic analysis of additive Lévy processes", ["xml:lang"] = "en", }, }, table#1286 { ["itemType"] = table#1287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q842391", }, ["subjectLabel"] = table#1289 { ["type"] = "literal", ["value"] = "Maximal regularity for stochastic convolutions driven by Lévy processes", ["xml:lang"] = "en", }, }, table#1290 { ["itemType"] = table#1291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q847406", }, ["subjectLabel"] = table#1293 { ["type"] = "literal", ["value"] = "Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability", ["xml:lang"] = "en", }, }, table#1294 { ["itemType"] = table#1295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q847639", }, ["subjectLabel"] = table#1297 { ["type"] = "literal", ["value"] = "Spectral estimation of the fractional order of a Lévy process", ["xml:lang"] = "en", }, }, table#1298 { ["itemType"] = table#1299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q849290", }, ["subjectLabel"] = table#1301 { ["type"] = "literal", ["value"] = "On representations of non-symmetric Dirichlet forms", ["xml:lang"] = "en", }, }, table#1302 { ["itemType"] = table#1303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q849293", }, ["subjectLabel"] = table#1305 { ["type"] = "literal", ["value"] = "Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise", ["xml:lang"] = "en", }, }, table#1306 { ["itemType"] = table#1307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q850174", }, ["subjectLabel"] = table#1309 { ["type"] = "literal", ["value"] = "A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations", ["xml:lang"] = "en", }, }, table#1310 { ["itemType"] = table#1311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q850199", }, ["subjectLabel"] = table#1313 { ["type"] = "literal", ["value"] = "Small ball probabilities for jump Lévy processes from the Wiener domain of attraction", ["xml:lang"] = "en", }, }, table#1314 { ["itemType"] = table#1315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q850723", }, ["subjectLabel"] = table#1317 { ["type"] = "literal", ["value"] = "Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations", ["xml:lang"] = "en", }, }, table#1318 { ["itemType"] = table#1319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q850738", }, ["subjectLabel"] = table#1321 { ["type"] = "literal", ["value"] = "Which multivariate gamma distributions are infinitely divisible?", ["xml:lang"] = "en", }, }, table#1322 { ["itemType"] = table#1323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q850762", }, ["subjectLabel"] = table#1325 { ["type"] = "literal", ["value"] = "The scaling limit behaviour of periodic stable-like processes", ["xml:lang"] = "en", }, }, table#1326 { ["itemType"] = table#1327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q852610", }, ["subjectLabel"] = table#1329 { ["type"] = "literal", ["value"] = "Extensions of Lévy-Khintchine formula and Beurling-Deny formula in semi-Dirichlet forms setting", ["xml:lang"] = "en", }, }, table#1330 { ["itemType"] = table#1331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q854079", }, ["subjectLabel"] = table#1333 { ["type"] = "literal", ["value"] = "On fractional stable processes and sheets: white noise approach", ["xml:lang"] = "en", }, }, table#1334 { ["itemType"] = table#1335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q854274", }, ["subjectLabel"] = table#1337 { ["type"] = "literal", ["value"] = "Comparison of option prices in semimartingale models", ["xml:lang"] = "en", }, }, table#1338 { ["itemType"] = table#1339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q855685", }, ["subjectLabel"] = table#1341 { ["type"] = "literal", ["value"] = "Delay differential equations driven by Lévy processes: stationarity and Feller properties", ["xml:lang"] = "en", }, }, table#1342 { ["itemType"] = table#1343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q867074", }, ["subjectLabel"] = table#1345 { ["type"] = "literal", ["value"] = "Moments and projections of semistable probability measures on \$p\$-adic vector spaces", ["xml:lang"] = "en", }, }, table#1346 { ["itemType"] = table#1347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q867076", }, ["subjectLabel"] = table#1349 { ["type"] = "literal", ["value"] = "Infinite divisibility for stochastic processes and time change", ["xml:lang"] = "en", }, }, table#1350 { ["itemType"] = table#1351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q867115", }, ["subjectLabel"] = table#1353 { ["type"] = "literal", ["value"] = "On maximal inequalities for stable stochastic integrals", ["xml:lang"] = "en", }, }, table#1354 { ["itemType"] = table#1355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q867845", }, ["subjectLabel"] = table#1357 { ["type"] = "literal", ["value"] = "Canonical Lévy process and Malliavin calculus", ["xml:lang"] = "en", }, }, table#1358 { ["itemType"] = table#1359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q871034", }, ["subjectLabel"] = table#1361 { ["type"] = "literal", ["value"] = "A class of random matrices with infinitely divisible determinants", ["xml:lang"] = "en", }, }, table#1362 { ["itemType"] = table#1363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q873609", }, ["subjectLabel"] = table#1365 { ["type"] = "literal", ["value"] = "Multivariate CARMA processes", ["xml:lang"] = "en", }, }, table#1366 { ["itemType"] = table#1367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q875708", }, ["subjectLabel"] = table#1369 { ["type"] = "literal", ["value"] = "Semi-stable processes on local fields", ["xml:lang"] = "en", }, }, table#1370 { ["itemType"] = table#1371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q879255", }, ["subjectLabel"] = table#1373 { ["type"] = "literal", ["value"] = "Comparison of semimartingales and Lévy processes", ["xml:lang"] = "en", }, }, table#1374 { ["itemType"] = table#1375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q879257", }, ["subjectLabel"] = table#1377 { ["type"] = "literal", ["value"] = "Extremal behavior of stochastic integrals driven by regularly varying Lévy processes", ["xml:lang"] = "en", }, }, table#1378 { ["itemType"] = table#1379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q882858", }, ["subjectLabel"] = table#1381 { ["type"] = "literal", ["value"] = "Pricing equity-linked pure endowments with risky assets that follow Lévy processes", ["xml:lang"] = "en", }, }, table#1382 { ["itemType"] = table#1383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q884754", }, ["subjectLabel"] = table#1385 { ["type"] = "literal", ["value"] = "Dimension free and infinite variance tail estimates on Poisson space", ["xml:lang"] = "en", }, }, table#1386 { ["itemType"] = table#1387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q885259", }, ["subjectLabel"] = table#1389 { ["type"] = "literal", ["value"] = "Tempering stable processes", ["xml:lang"] = "en", }, }, table#1390 { ["itemType"] = table#1391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q888318", }, ["subjectLabel"] = table#1393 { ["type"] = "literal", ["value"] = "Prediction of Lévy-driven CARMA processes", ["xml:lang"] = "en", }, }, table#1394 { ["itemType"] = table#1395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q888486", }, ["subjectLabel"] = table#1397 { ["type"] = "literal", ["value"] = "Probabilistic proof of product formulas for Bessel functions", ["xml:lang"] = "en", }, }, table#1398 { ["itemType"] = table#1399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q888493", }, ["subjectLabel"] = table#1401 { ["type"] = "literal", ["value"] = "On the infinite divisibility of inverse beta distributions", ["xml:lang"] = "en", }, }, table#1402 { ["itemType"] = table#1403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q889623", }, ["subjectLabel"] = table#1405 { ["type"] = "literal", ["value"] = "Pricing and hedging Asian-style options on energy", ["xml:lang"] = "en", }, }, table#1406 { ["itemType"] = table#1407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q889625", }, ["subjectLabel"] = table#1409 { ["type"] = "literal", ["value"] = "Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach", ["xml:lang"] = "en", }, }, table#1410 { ["itemType"] = table#1411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q890228", }, ["subjectLabel"] = table#1413 { ["type"] = "literal", ["value"] = "Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements", ["xml:lang"] = "en", }, }, table#1414 { ["itemType"] = table#1415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q890588", }, ["subjectLabel"] = table#1417 { ["type"] = "literal", ["value"] = "Noncolliding system of continuous-time random walks", ["xml:lang"] = "en", }, }, table#1418 { ["itemType"] = table#1419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q891419", }, ["subjectLabel"] = table#1421 { ["type"] = "literal", ["value"] = "On some smoothening effects of the transition semigroup of a Lévy process", ["xml:lang"] = "en", }, }, table#1422 { ["itemType"] = table#1423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q892341", }, ["subjectLabel"] = table#1425 { ["type"] = "literal", ["value"] = "Homogenization of periodic diffusion with small jumps", ["xml:lang"] = "en", }, }, table#1426 { ["itemType"] = table#1427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q892731", }, ["subjectLabel"] = table#1429 { ["type"] = "literal", ["value"] = "Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient", ["xml:lang"] = "en", }, }, table#1430 { ["itemType"] = table#1431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q893915", }, ["subjectLabel"] = table#1433 { ["type"] = "literal", ["value"] = "Large deviations for the stochastic present value of aggregate claims in the renewal risk model", ["xml:lang"] = "en", }, }, table#1434 { ["itemType"] = table#1435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q893974", }, ["subjectLabel"] = table#1437 { ["type"] = "literal", ["value"] = "Inverse tempered stable subordinators", ["xml:lang"] = "en", }, }, table#1438 { ["itemType"] = table#1439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q894806", }, ["subjectLabel"] = table#1441 { ["type"] = "literal", ["value"] = "Weak reflection principle for Lévy processes", ["xml:lang"] = "en", }, }, table#1442 { ["itemType"] = table#1443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q895900", }, ["subjectLabel"] = table#1445 { ["type"] = "literal", ["value"] = "Stochastic integral and series representations for strictly stable distributions", ["xml:lang"] = "en", }, }, table#1446 { ["itemType"] = table#1447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q895905", }, ["subjectLabel"] = table#1449 { ["type"] = "literal", ["value"] = "On two multistable extensions of stable Lévy motion and their semi-martingale representations", ["xml:lang"] = "en", }, }, table#1450 { ["itemType"] = table#1451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q896790", }, ["subjectLabel"] = table#1453 { ["type"] = "literal", ["value"] = "Pricing dynamic fund protections with regime switching", ["xml:lang"] = "en", }, }, table#1454 { ["itemType"] = table#1455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q897359", }, ["subjectLabel"] = table#1457 { ["type"] = "literal", ["value"] = "On the Cauchy problem for non-local Ornstein-Uhlenbeck operators", ["xml:lang"] = "en", }, }, table#1458 { ["itemType"] = table#1459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q898933", }, ["subjectLabel"] = table#1461 { ["type"] = "literal", ["value"] = "Robustness of quadratic hedging strategies in finance via Fourier transforms", ["xml:lang"] = "en", }, }, table#1462 { ["itemType"] = table#1463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q898944", }, ["subjectLabel"] = table#1465 { ["type"] = "literal", ["value"] = "On Mittag-Leffler distributions and related stochastic processes", ["xml:lang"] = "en", }, }, table#1466 { ["itemType"] = table#1467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q900549", }, ["subjectLabel"] = table#1469 { ["type"] = "literal", ["value"] = "On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion", ["xml:lang"] = "en", }, }, table#1470 { ["itemType"] = table#1471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q900912", }, ["subjectLabel"] = table#1473 { ["type"] = "literal", ["value"] = "Lamperti transformation for continuous-state branching processes with competition and applications", ["xml:lang"] = "en", }, }, table#1474 { ["itemType"] = table#1475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q900970", }, ["subjectLabel"] = table#1477 { ["type"] = "literal", ["value"] = "On the supremum of the spectrally negative stable process with drift", ["xml:lang"] = "en", }, }, table#1478 { ["itemType"] = table#1479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q901297", }, ["subjectLabel"] = table#1481 { ["type"] = "literal", ["value"] = "On recurrence and transience of two-dimensional Lévy and Lévy-type processes", ["xml:lang"] = "en", }, }, table#1482 { ["itemType"] = table#1483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q901300", }, ["subjectLabel"] = table#1485 { ["type"] = "literal", ["value"] = "Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise", ["xml:lang"] = "en", }, }, table#1486 { ["itemType"] = table#1487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q903325", }, ["subjectLabel"] = table#1489 { ["type"] = "literal", ["value"] = "Gerber-Shiu functionals for classical risk processes perturbed by an \$\\alpha\$-stable motion", ["xml:lang"] = "en", }, }, table#1490 { ["itemType"] = table#1491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q906147", }, ["subjectLabel"] = table#1493 { ["type"] = "literal", ["value"] = "Implementation of Lévy CARMA model in \\texttt{yuima} package", ["xml:lang"] = "en", }, }, table#1494 { ["itemType"] = table#1495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q906306", }, ["subjectLabel"] = table#1497 { ["type"] = "literal", ["value"] = "Nonparametric estimation of Mark's distribution of an exponential shot-noise process", ["xml:lang"] = "en", }, }, table#1498 { ["itemType"] = table#1499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q925950", }, ["subjectLabel"] = table#1501 { ["type"] = "literal", ["value"] = "A nonstandard Lévy-Khintchine formula and Lévy processes", ["xml:lang"] = "en", }, }, table#1502 { ["itemType"] = table#1503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q926643", }, ["subjectLabel"] = table#1505 { ["type"] = "literal", ["value"] = "Rough functions: \$p\$-variation, calculus, and index estimation", ["xml:lang"] = "en", }, }, table#1506 { ["itemType"] = table#1507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q928496", }, ["subjectLabel"] = table#1509 { ["type"] = "literal", ["value"] = "Existence of Lévy term structure models", ["xml:lang"] = "en", }, }, table#1510 { ["itemType"] = table#1511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q928499", }, ["subjectLabel"] = table#1513 { ["type"] = "literal", ["value"] = "Yield curve shapes and the asymptotic short rate distribution in affine one-factor models", ["xml:lang"] = "en", }, }, table#1514 { ["itemType"] = table#1515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q935180", }, ["subjectLabel"] = table#1517 { ["type"] = "literal", ["value"] = "Identification of the local speed function in a Lévy model for option pricing", ["xml:lang"] = "en", }, }, table#1518 { ["itemType"] = table#1519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q939337", }, ["subjectLabel"] = table#1521 { ["type"] = "literal", ["value"] = "On the distribution tail of an integrated risk model: A numerical approach", ["xml:lang"] = "en", }, }, table#1522 { ["itemType"] = table#1523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q939382", }, ["subjectLabel"] = table#1525 { ["type"] = "literal", ["value"] = "Mortality modelling with Lévy processes", ["xml:lang"] = "en", }, }, table#1526 { ["itemType"] = table#1527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q939388", }, ["subjectLabel"] = table#1529 { ["type"] = "literal", ["value"] = "Some stability results of optimal investment in a simple Lévy market", ["xml:lang"] = "en", }, }, table#1530 { ["itemType"] = table#1531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q939392", }, ["subjectLabel"] = table#1533 { ["type"] = "literal", ["value"] = "Enlargement of filtrations with random times for processes with jumps", ["xml:lang"] = "en", }, }, table#1534 { ["itemType"] = table#1535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q941423", }, ["subjectLabel"] = table#1537 { ["type"] = "literal", ["value"] = "The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes", ["xml:lang"] = "en", }, }, table#1538 { ["itemType"] = table#1539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q738348", }, ["subjectLabel"] = table#1541 { ["type"] = "literal", ["value"] = "Stability in distribution of neutral stochastic partial differential delay equations driven by \$\\alpha\$-stable process", ["xml:lang"] = "en", }, }, table#1542 { ["itemType"] = table#1543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q740187", }, ["subjectLabel"] = table#1545 { ["type"] = "literal", ["value"] = "Hedging of defaultable claims in a structural model using a locally risk-minimizing approach", ["xml:lang"] = "en", }, }, table#1546 { ["itemType"] = table#1547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q743133", }, ["subjectLabel"] = table#1549 { ["type"] = "literal", ["value"] = "Prediction in a non-homogeneous Poisson cluster model", ["xml:lang"] = "en", }, }, table#1550 { ["itemType"] = table#1551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q744228", }, ["subjectLabel"] = table#1553 { ["type"] = "literal", ["value"] = "Probabilistic approach for semi-linear stochastic fractal equations", ["xml:lang"] = "en", }, }, table#1554 { ["itemType"] = table#1555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q744376", }, ["subjectLabel"] = table#1557 { ["type"] = "literal", ["value"] = "Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies", ["xml:lang"] = "en", }, }, table#1558 { ["itemType"] = table#1559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q744595", }, ["subjectLabel"] = table#1561 { ["type"] = "literal", ["value"] = "A note on limiting distribution for jumps of Lévy insurance risk model", ["xml:lang"] = "en", }, }, table#1562 { ["itemType"] = table#1563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q744875", }, ["subjectLabel"] = table#1565 { ["type"] = "literal", ["value"] = "Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise", ["xml:lang"] = "en", }, }, table#1566 { ["itemType"] = table#1567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q745333", }, ["subjectLabel"] = table#1569 { ["type"] = "literal", ["value"] = "Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling", ["xml:lang"] = "en", }, }, table#1570 { ["itemType"] = table#1571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q746040", }, ["subjectLabel"] = table#1573 { ["type"] = "literal", ["value"] = "A characterisation of the Gaussian distribution through the sample variance", ["xml:lang"] = "en", }, }, table#1574 { ["itemType"] = table#1575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q748309", }, ["subjectLabel"] = table#1577 { ["type"] = "literal", ["value"] = "Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk", ["xml:lang"] = "en", }, }, table#1578 { ["itemType"] = table#1579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q765880", }, ["subjectLabel"] = table#1581 { ["type"] = "literal", ["value"] = "Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables", ["xml:lang"] = "en", }, }, table#1582 { ["itemType"] = table#1583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q778173", }, ["subjectLabel"] = table#1585 { ["type"] = "literal", ["value"] = "On the boundary theory of subordinate killed Lévy processes", ["xml:lang"] = "en", }, }, table#1586 { ["itemType"] = table#1587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q779161", }, ["subjectLabel"] = table#1589 { ["type"] = "literal", ["value"] = "Stochastic stability of a system of perfect integrate-and-fire inhibitory neurons", ["xml:lang"] = "en", }, }, table#1590 { ["itemType"] = table#1591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q783794", }, ["subjectLabel"] = table#1593 { ["type"] = "literal", ["value"] = "On nested infinite occupancy scheme in random environment", ["xml:lang"] = "en", }, }, table#1594 { ["itemType"] = table#1595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q785435", }, ["subjectLabel"] = table#1597 { ["type"] = "literal", ["value"] = "Schauder estimates for degenerate stable Kolmogorov equations", ["xml:lang"] = "en", }, }, table#1598 { ["itemType"] = table#1599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q817968", }, ["subjectLabel"] = table#1601 { ["type"] = "literal", ["value"] = "Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#1602 { ["itemType"] = table#1603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1394530", }, ["subjectLabel"] = table#1605 { ["type"] = "literal", ["value"] = "A characterization of \$m\$-dependent stationary infinitely divisible sequences with applications to weak convergence", ["xml:lang"] = "en", }, }, table#1606 { ["itemType"] = table#1607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1398983", }, ["subjectLabel"] = table#1609 { ["type"] = "literal", ["value"] = "On the functional estimation of jump-diffusion models.", ["xml:lang"] = "en", }, }, table#1610 { ["itemType"] = table#1611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1407384", }, ["subjectLabel"] = table#1613 { ["type"] = "literal", ["value"] = "On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes", ["xml:lang"] = "en", }, }, table#1614 { ["itemType"] = table#1615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q944816", }, ["subjectLabel"] = table#1617 { ["type"] = "literal", ["value"] = "Continuous-time random walk and parametric subordination in fractional diffusion", ["xml:lang"] = "en", }, }, table#1618 { ["itemType"] = table#1619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q945107", }, ["subjectLabel"] = table#1621 { ["type"] = "literal", ["value"] = "Numerical solutions for fractional reaction-diffusion equations", ["xml:lang"] = "en", }, }, table#1622 { ["itemType"] = table#1623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q945783", }, ["subjectLabel"] = table#1625 { ["type"] = "literal", ["value"] = "On Pólya mixtures of multivariate Gaussian distributions", ["xml:lang"] = "en", }, }, table#1626 { ["itemType"] = table#1627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q946482", }, ["subjectLabel"] = table#1629 { ["type"] = "literal", ["value"] = "Convolution equivalence and distributions of random sums", ["xml:lang"] = "en", }, }, table#1630 { ["itemType"] = table#1631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q947153", }, ["subjectLabel"] = table#1633 { ["type"] = "literal", ["value"] = "Triangular array limits for continuous time random walks", ["xml:lang"] = "en", }, }, table#1634 { ["itemType"] = table#1635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q948745", }, ["subjectLabel"] = table#1637 { ["type"] = "literal", ["value"] = "The law of the supremum of a stable Lévy process with no negative jumps", ["xml:lang"] = "en", }, }, table#1638 { ["itemType"] = table#1639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q948941", }, ["subjectLabel"] = table#1641 { ["type"] = "literal", ["value"] = "An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications", ["xml:lang"] = "en", }, }, table#1642 { ["itemType"] = table#1643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q950485", }, ["subjectLabel"] = table#1645 { ["type"] = "literal", ["value"] = "On estimates of the density of Feynman-Kac semigroups of \$\\alpha \$-stable-like processes", ["xml:lang"] = "en", }, }, table#1646 { ["itemType"] = table#1647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q951204", }, ["subjectLabel"] = table#1649 { ["type"] = "literal", ["value"] = "On the shapes of bilateral gamma densities", ["xml:lang"] = "en", }, }, table#1650 { ["itemType"] = table#1651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q957525", }, ["subjectLabel"] = table#1653 { ["type"] = "literal", ["value"] = "Linear and quadratic functionals of random hazard rates: An asymptotic analysis", ["xml:lang"] = "en", }, }, table#1654 { ["itemType"] = table#1655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q958923", }, ["subjectLabel"] = table#1657 { ["type"] = "literal", ["value"] = "On a Gibbs characterization of normalized generalized gamma processes", ["xml:lang"] = "en", }, }, table#1658 { ["itemType"] = table#1659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q958971", }, ["subjectLabel"] = table#1661 { ["type"] = "literal", ["value"] = "Small-time moment asymptotics for Lévy processes", ["xml:lang"] = "en", }, }, table#1662 { ["itemType"] = table#1663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q960182", }, ["subjectLabel"] = table#1665 { ["type"] = "literal", ["value"] = "Catalytic discrete state branching models and related limit theorems", ["xml:lang"] = "en", }, }, table#1666 { ["itemType"] = table#1667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q961440", }, ["subjectLabel"] = table#1669 { ["type"] = "literal", ["value"] = "Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution", ["xml:lang"] = "en", }, }, table#1670 { ["itemType"] = table#1671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q964218", }, ["subjectLabel"] = table#1673 { ["type"] = "literal", ["value"] = "Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part", ["xml:lang"] = "en", }, }, table#1674 { ["itemType"] = table#1675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q964575", }, ["subjectLabel"] = table#1677 { ["type"] = "literal", ["value"] = "Contract adjustment under uncertainty", ["xml:lang"] = "en", }, }, table#1678 { ["itemType"] = table#1679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q964687", }, ["subjectLabel"] = table#1681 { ["type"] = "literal", ["value"] = "Numerical methods for Lévy processes", ["xml:lang"] = "en", }, }, table#1682 { ["itemType"] = table#1683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q964688", }, ["subjectLabel"] = table#1685 { ["type"] = "literal", ["value"] = "Computing exponential moments of the discrete maximum of a Lévy process and lookback options", ["xml:lang"] = "en", }, }, table#1686 { ["itemType"] = table#1687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q964690", }, ["subjectLabel"] = table#1689 { ["type"] = "literal", ["value"] = "Fast and accurate pricing of barrier options under Lévy processes", ["xml:lang"] = "en", }, }, table#1690 { ["itemType"] = table#1691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q964692", }, ["subjectLabel"] = table#1693 { ["type"] = "literal", ["value"] = "Smart expansion and fast calibration for jump diffusions", ["xml:lang"] = "en", }, }, table#1694 { ["itemType"] = table#1695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q964773", }, ["subjectLabel"] = table#1697 { ["type"] = "literal", ["value"] = "Stein's method and normal approximation of Poisson functionals", ["xml:lang"] = "en", }, }, table#1698 { ["itemType"] = table#1699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q965867", }, ["subjectLabel"] = table#1701 { ["type"] = "literal", ["value"] = "Optimal portfolios in Lévy markets under state-dependent bounded utility functions", ["xml:lang"] = "en", }, }, table#1702 { ["itemType"] = table#1703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q965868", }, ["subjectLabel"] = table#1705 { ["type"] = "literal", ["value"] = "Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises", ["xml:lang"] = "en", }, }, table#1706 { ["itemType"] = table#1707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q966502", }, ["subjectLabel"] = table#1709 { ["type"] = "literal", ["value"] = "Small time one-sided LIL behavior for Lévy processes at zero", ["xml:lang"] = "en", }, }, table#1710 { ["itemType"] = table#1711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q966507", }, ["subjectLabel"] = table#1713 { ["type"] = "literal", ["value"] = "On a stochastic wave equation driven by a non-Gaussian Lévy process", ["xml:lang"] = "en", }, }, table#1714 { ["itemType"] = table#1715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q967285", }, ["subjectLabel"] = table#1717 { ["type"] = "literal", ["value"] = "On Lévy-driven vacation models with correlated busy periods and service interruptions", ["xml:lang"] = "en", }, }, table#1718 { ["itemType"] = table#1719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q968494", }, ["subjectLabel"] = table#1721 { ["type"] = "literal", ["value"] = "Constructing hierarchical archimedean copulas with Lévy subordinators", ["xml:lang"] = "en", }, }, table#1722 { ["itemType"] = table#1723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q972479", }, ["subjectLabel"] = table#1725 { ["type"] = "literal", ["value"] = "On convexity of solutions of ordinary differential equations", ["xml:lang"] = "en", }, }, table#1726 { ["itemType"] = table#1727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q972809", }, ["subjectLabel"] = table#1729 { ["type"] = "literal", ["value"] = "Itô's stochastic calculus: its surprising power for applications", ["xml:lang"] = "en", }, }, table#1730 { ["itemType"] = table#1731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q973167", }, ["subjectLabel"] = table#1733 { ["type"] = "literal", ["value"] = "On the supremum of certain families of stochastic processes", ["xml:lang"] = "en", }, }, table#1734 { ["itemType"] = table#1735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q973949", }, ["subjectLabel"] = table#1737 { ["type"] = "literal", ["value"] = "Symmetrization of Lévy processes and applications", ["xml:lang"] = "en", }, }, table#1738 { ["itemType"] = table#1739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q975574", }, ["subjectLabel"] = table#1741 { ["type"] = "literal", ["value"] = "Distributional properties of means of random probability measures", ["xml:lang"] = "en", }, }, table#1742 { ["itemType"] = table#1743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q977450", }, ["subjectLabel"] = table#1745 { ["type"] = "literal", ["value"] = "Hyperfinite stochastic integration for Lévy processes with finite-variation jump part", ["xml:lang"] = "en", }, }, table#1746 { ["itemType"] = table#1747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q977832", }, ["subjectLabel"] = table#1749 { ["type"] = "literal", ["value"] = "Generalized Fokker-Planck equation: derivation and exact solutions", ["xml:lang"] = "en", }, }, table#1750 { ["itemType"] = table#1751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q983888", }, ["subjectLabel"] = table#1753 { ["type"] = "literal", ["value"] = "Esscher transform and the duality principle for multidimensional semimartingales", ["xml:lang"] = "en", }, }, table#1754 { ["itemType"] = table#1755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q984629", }, ["subjectLabel"] = table#1757 { ["type"] = "literal", ["value"] = "Mittag-Leffler functions and stable Lévy processes without negative jumps", ["xml:lang"] = "en", }, }, table#1758 { ["itemType"] = table#1759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q985982", }, ["subjectLabel"] = table#1761 { ["type"] = "literal", ["value"] = "On free and classical type \$G\$ distributions", ["xml:lang"] = "en", }, }, table#1762 { ["itemType"] = table#1763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q988100", }, ["subjectLabel"] = table#1765 { ["type"] = "literal", ["value"] = "Fixed points of mappings of infinitely divisible distributions on", ["xml:lang"] = "en", }, }, table#1766 { ["itemType"] = table#1767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q988675", }, ["subjectLabel"] = table#1769 { ["type"] = "literal", ["value"] = "Convergence to Lévy stable processes under some weak dependence conditions", ["xml:lang"] = "en", }, }, table#1770 { ["itemType"] = table#1771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q989812", }, ["subjectLabel"] = table#1773 { ["type"] = "literal", ["value"] = "On notions of harmonicity for non-symmetric Dirichlet form", ["xml:lang"] = "en", }, }, table#1774 { ["itemType"] = table#1775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q995506", }, ["subjectLabel"] = table#1777 { ["type"] = "literal", ["value"] = "On the expected discounted penalty function for a perturbed risk process driven by a subordinator", ["xml:lang"] = "en", }, }, table#1778 { ["itemType"] = table#1779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q995844", }, ["subjectLabel"] = table#1781 { ["type"] = "literal", ["value"] = "Explicit solutions of some fractional partial differential equations via stable subordinators", ["xml:lang"] = "en", }, }, table#1782 { ["itemType"] = table#1783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q996266", }, ["subjectLabel"] = table#1785 { ["type"] = "literal", ["value"] = "Lévy processes and Fourier multipliers", ["xml:lang"] = "en", }, }, table#1786 { ["itemType"] = table#1787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q996741", }, ["subjectLabel"] = table#1789 { ["type"] = "literal", ["value"] = "On subordinated multivariate Gaussian Lévy processes", ["xml:lang"] = "en", }, }, table#1790 { ["itemType"] = table#1791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q996757", }, ["subjectLabel"] = table#1793 { ["type"] = "literal", ["value"] = "On structural and asymptotic properties of some classes of distributions", ["xml:lang"] = "en", }, }, table#1794 { ["itemType"] = table#1795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q996766", }, ["subjectLabel"] = table#1797 { ["type"] = "literal", ["value"] = "The invariant and quasi-invariant transformations of the stable Lévy processes", ["xml:lang"] = "en", }, }, table#1798 { ["itemType"] = table#1799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q997083", }, ["subjectLabel"] = table#1801 { ["type"] = "literal", ["value"] = "Jump diffusion processes and their applications in insurance and finance", ["xml:lang"] = "en", }, }, table#1802 { ["itemType"] = table#1803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q997951", }, ["subjectLabel"] = table#1805 { ["type"] = "literal", ["value"] = "Continuous-time GARCH processes", ["xml:lang"] = "en", }, }, table#1806 { ["itemType"] = table#1807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q997954", }, ["subjectLabel"] = table#1809 { ["type"] = "literal", ["value"] = "Variance-optimal hedging for processes with stationary independent increments", ["xml:lang"] = "en", }, }, table#1810 { ["itemType"] = table#1811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q998271", }, ["subjectLabel"] = table#1813 { ["type"] = "literal", ["value"] = "Integrated insurance risk models with exponential Lévy investment", ["xml:lang"] = "en", }, }, table#1814 { ["itemType"] = table#1815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1000564", }, ["subjectLabel"] = table#1817 { ["type"] = "literal", ["value"] = "Integral representations of one-dimensional projections for multivariate stable densities", ["xml:lang"] = "en", }, }, table#1818 { ["itemType"] = table#1819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1001850", }, ["subjectLabel"] = table#1821 { ["type"] = "literal", ["value"] = "On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes", ["xml:lang"] = "en", }, }, table#1822 { ["itemType"] = table#1823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1002529", }, ["subjectLabel"] = table#1825 { ["type"] = "literal", ["value"] = "Level sets of the stochastic wave equation driven by a symmetric Lévy noise", ["xml:lang"] = "en", }, }, table#1826 { ["itemType"] = table#1827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1002530", }, ["subjectLabel"] = table#1829 { ["type"] = "literal", ["value"] = "Concentration for norms of infinitely divisible vectors with independent components", ["xml:lang"] = "en", }, }, table#1830 { ["itemType"] = table#1831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1002550", }, ["subjectLabel"] = table#1833 { ["type"] = "literal", ["value"] = "Probability measures, Lévy measures and analyticity in time", ["xml:lang"] = "en", }, }, table#1834 { ["itemType"] = table#1835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1002551", }, ["subjectLabel"] = table#1837 { ["type"] = "literal", ["value"] = "Central limit theorems for double Poisson integrals", ["xml:lang"] = "en", }, }, table#1838 { ["itemType"] = table#1839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1002567", }, ["subjectLabel"] = table#1841 { ["type"] = "literal", ["value"] = "Stochastic calculus for convoluted Lévy processes", ["xml:lang"] = "en", }, }, table#1842 { ["itemType"] = table#1843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1002568", }, ["subjectLabel"] = table#1845 { ["type"] = "literal", ["value"] = "GARCH modelling in continuous time for irregularly spaced time series data", ["xml:lang"] = "en", }, }, table#1846 { ["itemType"] = table#1847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1002572", }, ["subjectLabel"] = table#1849 { ["type"] = "literal", ["value"] = "Time-space harmonic polynomials relative to a Lévy process", ["xml:lang"] = "en", }, }, table#1850 { ["itemType"] = table#1851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1003342", }, ["subjectLabel"] = table#1853 { ["type"] = "literal", ["value"] = "Exponential moments for HJM models with jumps", ["xml:lang"] = "en", }, }, table#1854 { ["itemType"] = table#1855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1003413", }, ["subjectLabel"] = table#1857 { ["type"] = "literal", ["value"] = "Limit theorems for generalized Jiřina processes", ["xml:lang"] = "en", }, }, table#1858 { ["itemType"] = table#1859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1003433", }, ["subjectLabel"] = table#1861 { ["type"] = "literal", ["value"] = "Convergence of large deviation rates based on a link between wave governed random motions and ruin processes", ["xml:lang"] = "en", }, }, table#1862 { ["itemType"] = table#1863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1003818", }, ["subjectLabel"] = table#1865 { ["type"] = "literal", ["value"] = "Analytical valuation of catastrophe equity options with negative exponential jumps", ["xml:lang"] = "en", }, }, table#1866 { ["itemType"] = table#1867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1004394", }, ["subjectLabel"] = table#1869 { ["type"] = "literal", ["value"] = "A stochastic heat equation with the distributions of Lévy processes as its invariant measures", ["xml:lang"] = "en", }, }, table#1870 { ["itemType"] = table#1871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1009405", }, ["subjectLabel"] = table#1873 { ["type"] = "literal", ["value"] = "A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility", ["xml:lang"] = "en", }, }, table#1874 { ["itemType"] = table#1875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1009486", }, ["subjectLabel"] = table#1877 { ["type"] = "literal", ["value"] = "Inverse problems for regular variation of linear filters, a cancellation property for \$\\sigma\$-finite measures and identification of stable laws", ["xml:lang"] = "en", }, }, table#1878 { ["itemType"] = table#1879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1009668", }, ["subjectLabel"] = table#1881 { ["type"] = "literal", ["value"] = "Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise", ["xml:lang"] = "en", }, }, table#1882 { ["itemType"] = table#1883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1009677", }, ["subjectLabel"] = table#1885 { ["type"] = "literal", ["value"] = "Some explicit identities associated with positive self-similar Markov processes", ["xml:lang"] = "en", }, }, table#1886 { ["itemType"] = table#1887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1011026", }, ["subjectLabel"] = table#1889 { ["type"] = "literal", ["value"] = "The calculus of variations for processes with independent increments", ["xml:lang"] = "en", }, }, table#1890 { ["itemType"] = table#1891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1011157", }, ["subjectLabel"] = table#1893 { ["type"] = "literal", ["value"] = "Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#1894 { ["itemType"] = table#1895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1012116", }, ["subjectLabel"] = table#1897 { ["type"] = "literal", ["value"] = "A few remarks on the supremum of stable processes", ["xml:lang"] = "en", }, }, table#1898 { ["itemType"] = table#1899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1012394", }, ["subjectLabel"] = table#1901 { ["type"] = "literal", ["value"] = "Law of the exponential functional of one-sided Lévy processes and Asian options", ["xml:lang"] = "en", }, }, table#1902 { ["itemType"] = table#1903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1015316", }, ["subjectLabel"] = table#1905 { ["type"] = "literal", ["value"] = "On first passage times of a hyper-exponential jump diffusion process", ["xml:lang"] = "en", }, }, table#1906 { ["itemType"] = table#1907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1015860", }, ["subjectLabel"] = table#1909 { ["type"] = "literal", ["value"] = "Extremal limit theorems for observations separated by random power law waiting times", ["xml:lang"] = "en", }, }, table#1910 { ["itemType"] = table#1911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1015880", }, ["subjectLabel"] = table#1913 { ["type"] = "literal", ["value"] = "The Bernstein-von Mises theorem in semiparametric competing risks models", ["xml:lang"] = "en", }, }, table#1914 { ["itemType"] = table#1915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1017886", }, ["subjectLabel"] = table#1917 { ["type"] = "literal", ["value"] = "Singularity sets of Lévy processes", ["xml:lang"] = "en", }, }, table#1918 { ["itemType"] = table#1919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1017897", }, ["subjectLabel"] = table#1921 { ["type"] = "literal", ["value"] = "Small time two-sided LIL behavior for Lévy processes at zero", ["xml:lang"] = "en", }, }, table#1922 { ["itemType"] = table#1923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1018622", }, ["subjectLabel"] = table#1925 { ["type"] = "literal", ["value"] = "Time series analysis via mechanistic models", ["xml:lang"] = "en", }, }, table#1926 { ["itemType"] = table#1927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1019089", }, ["subjectLabel"] = table#1929 { ["type"] = "literal", ["value"] = "First exit times for Lévy-driven diffusions with exponentially light jumps", ["xml:lang"] = "en", }, }, table#1930 { ["itemType"] = table#1931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1019456", }, ["subjectLabel"] = table#1933 { ["type"] = "literal", ["value"] = "The semi-Sibuya distribution", ["xml:lang"] = "en", }, }, table#1934 { ["itemType"] = table#1935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1019617", }, ["subjectLabel"] = table#1937 { ["type"] = "literal", ["value"] = "First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes", ["xml:lang"] = "en", }, }, table#1938 { ["itemType"] = table#1939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1021855", }, ["subjectLabel"] = table#1941 { ["type"] = "literal", ["value"] = "Lévy-frailty copulas", ["xml:lang"] = "en", }, }, table#1942 { ["itemType"] = table#1943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1023108", }, ["subjectLabel"] = table#1945 { ["type"] = "literal", ["value"] = "Long time behaviour of stochastic interest rate models", ["xml:lang"] = "en", }, }, table#1946 { ["itemType"] = table#1947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1025878", }, ["subjectLabel"] = table#1949 { ["type"] = "literal", ["value"] = "Some recent advances in theory and simulation of fractional diffusion processes", ["xml:lang"] = "en", }, }, table#1950 { ["itemType"] = table#1951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1028317", }, ["subjectLabel"] = table#1953 { ["type"] = "literal", ["value"] = "Eigenvalue inequalities for Klein-Gordon operators", ["xml:lang"] = "en", }, }, table#1954 { ["itemType"] = table#1955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1028615", }, ["subjectLabel"] = table#1957 { ["type"] = "literal", ["value"] = "A smooth approach to Malliavin calculus for Lévy processes", ["xml:lang"] = "en", }, }, table#1958 { ["itemType"] = table#1959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1028616", }, ["subjectLabel"] = table#1961 { ["type"] = "literal", ["value"] = "The upper envelope of positive self-similar Markov Processes", ["xml:lang"] = "en", }, }, table#1962 { ["itemType"] = table#1963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1029213", }, ["subjectLabel"] = table#1965 { ["type"] = "literal", ["value"] = "The coding complexity of Lévy processes", ["xml:lang"] = "en", }, }, table#1966 { ["itemType"] = table#1967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1035870", }, ["subjectLabel"] = table#1969 { ["type"] = "literal", ["value"] = "Small deviations of general Lévy processes", ["xml:lang"] = "en", }, }, table#1970 { ["itemType"] = table#1971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1040580", }, ["subjectLabel"] = table#1973 { ["type"] = "literal", ["value"] = "On the trace of symmetric stable processes on Lipschitz domains", ["xml:lang"] = "en", }, }, table#1974 { ["itemType"] = table#1975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1041053", }, ["subjectLabel"] = table#1977 { ["type"] = "literal", ["value"] = "Small-time expansions for the transition distributions of Lévy processes", ["xml:lang"] = "en", }, }, table#1978 { ["itemType"] = table#1979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1042534", }, ["subjectLabel"] = table#1981 { ["type"] = "literal", ["value"] = "Cox point processes driven by Ornstein-Uhlenbeck type processes", ["xml:lang"] = "en", }, }, table#1982 { ["itemType"] = table#1983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1043682", }, ["subjectLabel"] = table#1985 { ["type"] = "literal", ["value"] = "The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels", ["xml:lang"] = "en", }, }, table#1986 { ["itemType"] = table#1987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1044773", }, ["subjectLabel"] = table#1989 { ["type"] = "literal", ["value"] = "Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes", ["xml:lang"] = "en", }, }, table#1990 { ["itemType"] = table#1991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1048425", }, ["subjectLabel"] = table#1993 { ["type"] = "literal", ["value"] = "Hausdorff dimension and hierarchical system dynamics", ["xml:lang"] = "en", }, }, table#1994 { ["itemType"] = table#1995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#1996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1049556", }, ["subjectLabel"] = table#1997 { ["type"] = "literal", ["value"] = "The first passage event for sums of dependent Lévy processes with applications to insurance risk", ["xml:lang"] = "en", }, }, table#1998 { ["itemType"] = table#1999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1049564", }, ["subjectLabel"] = table#2001 { ["type"] = "literal", ["value"] = "Limit theorems for additive functionals of a Markov chain", ["xml:lang"] = "en", }, }, table#2002 { ["itemType"] = table#2003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1615898", }, ["subjectLabel"] = table#2005 { ["type"] = "literal", ["value"] = "Extinction properties of multi-type continuous-state branching processes", ["xml:lang"] = "en", }, }, table#2006 { ["itemType"] = table#2007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1615907", }, ["subjectLabel"] = table#2009 { ["type"] = "literal", ["value"] = "Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes", ["xml:lang"] = "en", }, }, table#2010 { ["itemType"] = table#2011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1617253", }, ["subjectLabel"] = table#2013 { ["type"] = "literal", ["value"] = "Existence and blow-up of solutions to the fractional stochastic heat equations", ["xml:lang"] = "en", }, }, table#2014 { ["itemType"] = table#2015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1617261", }, ["subjectLabel"] = table#2017 { ["type"] = "literal", ["value"] = "Approximation and simulation of infinite-dimensional Lévy processes", ["xml:lang"] = "en", }, }, table#2018 { ["itemType"] = table#2019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1619074", }, ["subjectLabel"] = table#2021 { ["type"] = "literal", ["value"] = "Stable continuous-time autoregressive process driven by stable subordinator", ["xml:lang"] = "en", }, }, table#2022 { ["itemType"] = table#2023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1619176", }, ["subjectLabel"] = table#2025 { ["type"] = "literal", ["value"] = "Explicit form of the first-passage-time density for accelerating subdiffusion", ["xml:lang"] = "en", }, }, table#2026 { ["itemType"] = table#2027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1619260", }, ["subjectLabel"] = table#2029 { ["type"] = "literal", ["value"] = "Option pricing beyond Black-Scholes based on double-fractional diffusion", ["xml:lang"] = "en", }, }, table#2030 { ["itemType"] = table#2031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1619524", }, ["subjectLabel"] = table#2033 { ["type"] = "literal", ["value"] = "Option pricing for stochastic volatility model with infinite activity Lévy jumps", ["xml:lang"] = "en", }, }, table#2034 { ["itemType"] = table#2035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1620056", }, ["subjectLabel"] = table#2037 { ["type"] = "literal", ["value"] = "Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system", ["xml:lang"] = "en", }, }, table#2038 { ["itemType"] = table#2039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1620341", }, ["subjectLabel"] = table#2041 { ["type"] = "literal", ["value"] = "Fractional Brownian motion time-changed by gamma and inverse gamma process", ["xml:lang"] = "en", }, }, table#2042 { ["itemType"] = table#2043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1620568", }, ["subjectLabel"] = table#2045 { ["type"] = "literal", ["value"] = "New methods of simulating Lévy processes", ["xml:lang"] = "en", }, }, table#2046 { ["itemType"] = table#2047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1621638", }, ["subjectLabel"] = table#2049 { ["type"] = "literal", ["value"] = "Tempered stable structural model in pricing credit spread and credit default swap", ["xml:lang"] = "en", }, }, table#2050 { ["itemType"] = table#2051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1622529", }, ["subjectLabel"] = table#2053 { ["type"] = "literal", ["value"] = "Discounted penalty function at Parisian ruin for Lévy insurance risk process", ["xml:lang"] = "en", }, }, table#2054 { ["itemType"] = table#2055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1624228", }, ["subjectLabel"] = table#2057 { ["type"] = "literal", ["value"] = "Lévy processes and stochastic von Bertalanffy models of growth, with application to fish population analysis", ["xml:lang"] = "en", }, }, table#2058 { ["itemType"] = table#2059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1626625", }, ["subjectLabel"] = table#2061 { ["type"] = "literal", ["value"] = "Limit theorems in bi-free probability theory", ["xml:lang"] = "en", }, }, table#2062 { ["itemType"] = table#2063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1627633", }, ["subjectLabel"] = table#2065 { ["type"] = "literal", ["value"] = "The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk", ["xml:lang"] = "en", }, }, table#2066 { ["itemType"] = table#2067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1632660", }, ["subjectLabel"] = table#2069 { ["type"] = "literal", ["value"] = "An efficient series approximation for the Lévy \$\\alpha\$-stable symmetric distribution", ["xml:lang"] = "en", }, }, table#2070 { ["itemType"] = table#2071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1633147", }, ["subjectLabel"] = table#2073 { ["type"] = "literal", ["value"] = "Fundamental solutions and decay of fully non-local problems", ["xml:lang"] = "en", }, }, table#2074 { ["itemType"] = table#2075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1633929", }, ["subjectLabel"] = table#2077 { ["type"] = "literal", ["value"] = "Location of the path supremum for self-similar processes with stationary increments", ["xml:lang"] = "en", }, }, table#2078 { ["itemType"] = table#2079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1635568", }, ["subjectLabel"] = table#2081 { ["type"] = "literal", ["value"] = "Heat kernels for time-dependent non-symmetric stable-like operators", ["xml:lang"] = "en", }, }, table#2082 { ["itemType"] = table#2083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1635682", }, ["subjectLabel"] = table#2085 { ["type"] = "literal", ["value"] = "On semi-Markov processes and their Kolmogorov's integro-differential equations", ["xml:lang"] = "en", }, }, table#2086 { ["itemType"] = table#2087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1635898", }, ["subjectLabel"] = table#2089 { ["type"] = "literal", ["value"] = "Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications", ["xml:lang"] = "en", }, }, table#2090 { ["itemType"] = table#2091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1635909", }, ["subjectLabel"] = table#2093 { ["type"] = "literal", ["value"] = "Fractional diffusion-type equations with exponential and logarithmic differential operators", ["xml:lang"] = "en", }, }, table#2094 { ["itemType"] = table#2095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1636928", }, ["subjectLabel"] = table#2097 { ["type"] = "literal", ["value"] = "Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process", ["xml:lang"] = "en", }, }, table#2098 { ["itemType"] = table#2099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1639540", }, ["subjectLabel"] = table#2101 { ["type"] = "literal", ["value"] = "Analytic techniques for option pricing under a hyperexponential Lévy model", ["xml:lang"] = "en", }, }, table#2102 { ["itemType"] = table#2103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1639665", }, ["subjectLabel"] = table#2105 { ["type"] = "literal", ["value"] = "Equivalent martingale measures for Lévy-driven moving averages and related processes", ["xml:lang"] = "en", }, }, table#2106 { ["itemType"] = table#2107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1640955", }, ["subjectLabel"] = table#2109 { ["type"] = "literal", ["value"] = "Laplace symbols and invariant distributions", ["xml:lang"] = "en", }, }, table#2110 { ["itemType"] = table#2111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1641936", }, ["subjectLabel"] = table#2113 { ["type"] = "literal", ["value"] = "Cliquet option pricing with Meixner processes", ["xml:lang"] = "en", }, }, table#2114 { ["itemType"] = table#2115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1642245", }, ["subjectLabel"] = table#2117 { ["type"] = "literal", ["value"] = "A note on joint functional convergence of partial sum and maxima for linear processes", ["xml:lang"] = "en", }, }, table#2118 { ["itemType"] = table#2119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1642438", }, ["subjectLabel"] = table#2121 { ["type"] = "literal", ["value"] = "Singular integrals of stable subordinator", ["xml:lang"] = "en", }, }, table#2122 { ["itemType"] = table#2123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1644180", }, ["subjectLabel"] = table#2125 { ["type"] = "literal", ["value"] = "Characterization of the inverse stable subordinator", ["xml:lang"] = "en", }, }, table#2126 { ["itemType"] = table#2127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1644436", }, ["subjectLabel"] = table#2129 { ["type"] = "literal", ["value"] = "Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model", ["xml:lang"] = "en", }, }, table#2130 { ["itemType"] = table#2131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1645193", }, ["subjectLabel"] = table#2133 { ["type"] = "literal", ["value"] = "Properties of Poisson processes directed by compound Poisson-gamma subordinators", ["xml:lang"] = "en", }, }, table#2134 { ["itemType"] = table#2135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1650113", }, ["subjectLabel"] = table#2137 { ["type"] = "literal", ["value"] = "Davie's type uniqueness for a class of SDEs with jumps", ["xml:lang"] = "en", }, }, table#2138 { ["itemType"] = table#2139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1650757", }, ["subjectLabel"] = table#2141 { ["type"] = "literal", ["value"] = "Heat kernels of non-symmetric jump processes: beyond the stable case", ["xml:lang"] = "en", }, }, table#2142 { ["itemType"] = table#2143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1656540", }, ["subjectLabel"] = table#2145 { ["type"] = "literal", ["value"] = "Subordination of trees and the Brownian map", ["xml:lang"] = "en", }, }, table#2146 { ["itemType"] = table#2147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1656850", }, ["subjectLabel"] = table#2149 { ["type"] = "literal", ["value"] = "Translation invariant statistical experiments with independent increments", ["xml:lang"] = "en", }, }, table#2150 { ["itemType"] = table#2151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1657796", }, ["subjectLabel"] = table#2153 { ["type"] = "literal", ["value"] = "Space-fractional versions of the negative binomial and Polya-type processes", ["xml:lang"] = "en", }, }, table#2154 { ["itemType"] = table#2155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1657964", }, ["subjectLabel"] = table#2157 { ["type"] = "literal", ["value"] = "Wasserstein and total variation distance between marginals of Lévy processes", ["xml:lang"] = "en", }, }, table#2158 { ["itemType"] = table#2159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1658343", }, ["subjectLabel"] = table#2161 { ["type"] = "literal", ["value"] = "Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models", ["xml:lang"] = "en", }, }, table#2162 { ["itemType"] = table#2163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1660625", }, ["subjectLabel"] = table#2165 { ["type"] = "literal", ["value"] = "Random partitions of the plane via Poissonian coloring and a self-similar process of coalescing planar partitions", ["xml:lang"] = "en", }, }, table#2166 { ["itemType"] = table#2167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1663599", }, ["subjectLabel"] = table#2169 { ["type"] = "literal", ["value"] = "Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise", ["xml:lang"] = "en", }, }, table#2170 { ["itemType"] = table#2171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1663746", }, ["subjectLabel"] = table#2173 { ["type"] = "literal", ["value"] = "Stable cylindrical Lévy processes and the stochastic Cauchy problem", ["xml:lang"] = "en", }, }, table#2174 { ["itemType"] = table#2175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1663882", }, ["subjectLabel"] = table#2177 { ["type"] = "literal", ["value"] = "The argmin process of random walks, Brownian motion and Lévy processes", ["xml:lang"] = "en", }, }, table#2178 { ["itemType"] = table#2179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1663907", }, ["subjectLabel"] = table#2181 { ["type"] = "literal", ["value"] = "Bernstein-gamma functions and exponential functionals of Lévy processes", ["xml:lang"] = "en", }, }, table#2182 { ["itemType"] = table#2183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1666165", }, ["subjectLabel"] = table#2185 { ["type"] = "literal", ["value"] = "Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes", ["xml:lang"] = "en", }, }, table#2186 { ["itemType"] = table#2187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1666682", }, ["subjectLabel"] = table#2189 { ["type"] = "literal", ["value"] = "Limit theorems for local cumulative shock models with cluster shock structure", ["xml:lang"] = "en", }, }, table#2190 { ["itemType"] = table#2191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1670367", }, ["subjectLabel"] = table#2193 { ["type"] = "literal", ["value"] = "Solution to HJB equations with an elliptic integro-differential operator and gradient constraint", ["xml:lang"] = "en", }, }, table#2194 { ["itemType"] = table#2195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1672921", }, ["subjectLabel"] = table#2197 { ["type"] = "literal", ["value"] = "Selfdecomposability and selfsimilarity: a concise primer", ["xml:lang"] = "en", }, }, table#2198 { ["itemType"] = table#2199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1673024", }, ["subjectLabel"] = table#2201 { ["type"] = "literal", ["value"] = "Tempered stable Lévy motion driven by stable subordinator", ["xml:lang"] = "en", }, }, table#2202 { ["itemType"] = table#2203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1673074", }, ["subjectLabel"] = table#2205 { ["type"] = "literal", ["value"] = "Lévy flights in confining environments: random paths and their statistics", ["xml:lang"] = "en", }, }, table#2206 { ["itemType"] = table#2207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1674617", }, ["subjectLabel"] = table#2209 { ["type"] = "literal", ["value"] = "Universal inequality and upper bounds of eigenvalues for non-integer poly-Laplacian on a bounded domain", ["xml:lang"] = "en", }, }, table#2210 { ["itemType"] = table#2211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1677979", }, ["subjectLabel"] = table#2213 { ["type"] = "literal", ["value"] = "Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain", ["xml:lang"] = "en", }, }, table#2214 { ["itemType"] = table#2215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1679061", }, ["subjectLabel"] = table#2217 { ["type"] = "literal", ["value"] = "Stationary solutions for stochastic differential equations driven by Lévy processes", ["xml:lang"] = "en", }, }, table#2218 { ["itemType"] = table#2219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1679478", }, ["subjectLabel"] = table#2221 { ["type"] = "literal", ["value"] = "Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes", ["xml:lang"] = "en", }, }, table#2222 { ["itemType"] = table#2223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1681856", }, ["subjectLabel"] = table#2225 { ["type"] = "literal", ["value"] = "Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves", ["xml:lang"] = "en", }, }, table#2226 { ["itemType"] = table#2227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1682116", }, ["subjectLabel"] = table#2229 { ["type"] = "literal", ["value"] = "Ergodic properties of Lévy flights coexisting with subdiffusion and related models", ["xml:lang"] = "en", }, }, table#2230 { ["itemType"] = table#2231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1682130", }, ["subjectLabel"] = table#2233 { ["type"] = "literal", ["value"] = "Large deviations for subordinated fractional Brownian motion and applications", ["xml:lang"] = "en", }, }, table#2234 { ["itemType"] = table#2235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1682600", }, ["subjectLabel"] = table#2237 { ["type"] = "literal", ["value"] = "Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index", ["xml:lang"] = "en", }, }, table#2238 { ["itemType"] = table#2239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1683520", }, ["subjectLabel"] = table#2241 { ["type"] = "literal", ["value"] = "On the differentiability issue of the drift-diffusion equation with nonlocal Lévy-type diffusion", ["xml:lang"] = "en", }, }, table#2242 { ["itemType"] = table#2243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1683807", }, ["subjectLabel"] = table#2245 { ["type"] = "literal", ["value"] = "Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes", ["xml:lang"] = "en", }, }, table#2246 { ["itemType"] = table#2247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1683810", }, ["subjectLabel"] = table#2249 { ["type"] = "literal", ["value"] = "Asymptotic results for exponential functionals of Lévy processes", ["xml:lang"] = "en", }, }, table#2250 { ["itemType"] = table#2251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1684781", }, ["subjectLabel"] = table#2253 { ["type"] = "literal", ["value"] = "Smoothness of continuous state branching with immigration semigroups", ["xml:lang"] = "en", }, }, table#2254 { ["itemType"] = table#2255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1685491", }, ["subjectLabel"] = table#2257 { ["type"] = "literal", ["value"] = "Semi-Markov models and motion in heterogeneous media", ["xml:lang"] = "en", }, }, table#2258 { ["itemType"] = table#2259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1692079", }, ["subjectLabel"] = table#2261 { ["type"] = "literal", ["value"] = "Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the \$M_1\$-topology", ["xml:lang"] = "en", }, }, table#2262 { ["itemType"] = table#2263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1692337", }, ["subjectLabel"] = table#2265 { ["type"] = "literal", ["value"] = "Existence of density functions for the running maximum of a Lévy-Itô diffusion", ["xml:lang"] = "en", }, }, table#2266 { ["itemType"] = table#2267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1698899", }, ["subjectLabel"] = table#2269 { ["type"] = "literal", ["value"] = "Sharing and growth in general random multiplicative environments", ["xml:lang"] = "en", }, }, table#2270 { ["itemType"] = table#2271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1699515", }, ["subjectLabel"] = table#2273 { ["type"] = "literal", ["value"] = "Synchronisation under shocks: the Lévy Kuramoto model", ["xml:lang"] = "en", }, }, table#2274 { ["itemType"] = table#2275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1702576", }, ["subjectLabel"] = table#2277 { ["type"] = "literal", ["value"] = "A probabilistic approach to spectral analysis of growth-fragmentation equations", ["xml:lang"] = "en", }, }, table#2278 { ["itemType"] = table#2279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1703561", }, ["subjectLabel"] = table#2281 { ["type"] = "literal", ["value"] = "Option pricing in an exponential mixedts Lévy process", ["xml:lang"] = "en", }, }, table#2282 { ["itemType"] = table#2283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1705064", }, ["subjectLabel"] = table#2285 { ["type"] = "literal", ["value"] = "Density functions of doubly-perturbed stochastic differential equations with jumps", ["xml:lang"] = "en", }, }, table#2286 { ["itemType"] = table#2287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1412870", }, ["subjectLabel"] = table#2289 { ["type"] = "literal", ["value"] = "On the extreme flights of one-sided Lévy processes", ["xml:lang"] = "en", }, }, table#2290 { ["itemType"] = table#2291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1413970", }, ["subjectLabel"] = table#2293 { ["type"] = "literal", ["value"] = "Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms.", ["xml:lang"] = "en", }, }, table#2294 { ["itemType"] = table#2295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1706487", }, ["subjectLabel"] = table#2297 { ["type"] = "literal", ["value"] = "Testing for self-excitation in jumps", ["xml:lang"] = "en", }, }, table#2298 { ["itemType"] = table#2299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1706669", }, ["subjectLabel"] = table#2301 { ["type"] = "literal", ["value"] = "On \$L^p\$-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space", ["xml:lang"] = "en", }, }, table#2302 { ["itemType"] = table#2303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1707057", }, ["subjectLabel"] = table#2305 { ["type"] = "literal", ["value"] = "Efficient computation of first passage times in Kou's jump-diffusion model", ["xml:lang"] = "en", }, }, table#2306 { ["itemType"] = table#2307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1713995", }, ["subjectLabel"] = table#2309 { ["type"] = "literal", ["value"] = "Existence and uniqueness of large solutions for a class of non-uniformly elliptic semilinear equations", ["xml:lang"] = "en", }, }, table#2310 { ["itemType"] = table#2311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1423027", }, ["subjectLabel"] = table#2313 { ["type"] = "literal", ["value"] = "On integrals with respect to Lévy processes.", ["xml:lang"] = "en", }, }, table#2314 { ["itemType"] = table#2315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1423213", }, ["subjectLabel"] = table#2317 { ["type"] = "literal", ["value"] = "Local asymptotic normality for the scale parameter of stable processes.", ["xml:lang"] = "en", }, }, table#2318 { ["itemType"] = table#2319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1425153", }, ["subjectLabel"] = table#2321 { ["type"] = "literal", ["value"] = "White noise analysis for Lévy processes.", ["xml:lang"] = "en", }, }, table#2322 { ["itemType"] = table#2323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1425484", }, ["subjectLabel"] = table#2325 { ["type"] = "literal", ["value"] = "Affine processes and applications in finance", ["xml:lang"] = "en", }, }, table#2326 { ["itemType"] = table#2327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1722015", }, ["subjectLabel"] = table#2329 { ["type"] = "literal", ["value"] = "Totally ordered measured trees and splitting trees with infinite variation", ["xml:lang"] = "en", }, }, table#2330 { ["itemType"] = table#2331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1722017", }, ["subjectLabel"] = table#2333 { ["type"] = "literal", ["value"] = "Existence and uniqueness results for BSDE with jumps: the whole nine yards", ["xml:lang"] = "en", }, }, table#2334 { ["itemType"] = table#2335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1722057", }, ["subjectLabel"] = table#2337 { ["type"] = "literal", ["value"] = "Weak dependence and GMM estimation of supOU and mixed moving average processes", ["xml:lang"] = "en", }, }, table#2338 { ["itemType"] = table#2339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1722488", }, ["subjectLabel"] = table#2341 { ["type"] = "literal", ["value"] = "Poisson shot noise traffic model and approximation of significant functionals", ["xml:lang"] = "en", }, }, table#2342 { ["itemType"] = table#2343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1722752", }, ["subjectLabel"] = table#2345 { ["type"] = "literal", ["value"] = "Timing portfolio strategies with exponential Lévy processes", ["xml:lang"] = "en", }, }, table#2346 { ["itemType"] = table#2347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1723931", }, ["subjectLabel"] = table#2349 { ["type"] = "literal", ["value"] = "Observability estimate for the fractional order parabolic equations on measurable sets", ["xml:lang"] = "en", }, }, table#2350 { ["itemType"] = table#2351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1429317", }, ["subjectLabel"] = table#2353 { ["type"] = "literal", ["value"] = "Distributional results for means of normalized random measures with independent increments", ["xml:lang"] = "en", }, }, table#2354 { ["itemType"] = table#2355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1726801", }, ["subjectLabel"] = table#2357 { ["type"] = "literal", ["value"] = "Stable Lévy process delayed by tempered stable subordinator", ["xml:lang"] = "en", }, }, table#2358 { ["itemType"] = table#2359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1726847", }, ["subjectLabel"] = table#2361 { ["type"] = "literal", ["value"] = "Some properties of the one-dimensional subordinated stable model", ["xml:lang"] = "en", }, }, table#2362 { ["itemType"] = table#2363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1727400", }, ["subjectLabel"] = table#2365 { ["type"] = "literal", ["value"] = "Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy processes", ["xml:lang"] = "en", }, }, table#2366 { ["itemType"] = table#2367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1728014", }, ["subjectLabel"] = table#2369 { ["type"] = "literal", ["value"] = "Time-splitting methods to solve the Hall-MHD systems with Lévy noises", ["xml:lang"] = "en", }, }, table#2370 { ["itemType"] = table#2371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1728121", }, ["subjectLabel"] = table#2373 { ["type"] = "literal", ["value"] = "Joint functional convergence of partial sums and maxima for linear processes", ["xml:lang"] = "en", }, }, table#2374 { ["itemType"] = table#2375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1729303", }, ["subjectLabel"] = table#2377 { ["type"] = "literal", ["value"] = "Simulation of Student-Lévy processes using series representations", ["xml:lang"] = "en", }, }, table#2378 { ["itemType"] = table#2379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1729867", }, ["subjectLabel"] = table#2381 { ["type"] = "literal", ["value"] = "Weakly coupled systems of parabolic Hamilton-Jacobi equations with Caputo time derivative", ["xml:lang"] = "en", }, }, table#2382 { ["itemType"] = table#2383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1730944", }, ["subjectLabel"] = table#2385 { ["type"] = "literal", ["value"] = "Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process", ["xml:lang"] = "en", }, }, table#2386 { ["itemType"] = table#2387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1736191", }, ["subjectLabel"] = table#2389 { ["type"] = "literal", ["value"] = "Existence, nonexistence and multiplicity results for nonlocal Dirichlet problems", ["xml:lang"] = "en", }, }, table#2390 { ["itemType"] = table#2391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1739376", }, ["subjectLabel"] = table#2393 { ["type"] = "literal", ["value"] = "Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators", ["xml:lang"] = "en", }, }, table#2394 { ["itemType"] = table#2395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1742842", }, ["subjectLabel"] = table#2397 { ["type"] = "literal", ["value"] = "The tempered discrete Linnik distribution", ["xml:lang"] = "en", }, }, table#2398 { ["itemType"] = table#2399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1610464", }, ["subjectLabel"] = table#2401 { ["type"] = "literal", ["value"] = "On Lévy-Fréchet processes and related self-similar and semi-self-similar ones", ["xml:lang"] = "en", }, }, table#2402 { ["itemType"] = table#2403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3444681", }, ["subjectLabel"] = table#2405 { ["type"] = "literal", ["value"] = "Sample Path Properties of a Class of Operator Stable Processes", ["xml:lang"] = "en", }, }, table#2406 { ["itemType"] = table#2407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3446058", }, ["subjectLabel"] = table#2409 { ["type"] = "literal", ["value"] = "SELF-DECOMPOSABILITY AND OPTION PRICING", ["xml:lang"] = "en", }, }, table#2410 { ["itemType"] = table#2411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3448244", }, ["subjectLabel"] = table#2413 { ["type"] = "literal", ["value"] = "Uniform Equicontinuity for a Family of Zero Order Operators Approaching the Fractional Laplacian", ["xml:lang"] = "en", }, }, table#2414 { ["itemType"] = table#2415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3448986", }, ["subjectLabel"] = table#2417 { ["type"] = "literal", ["value"] = "Reflected spectrally negative stable processes and their governing equations", ["xml:lang"] = "en", }, }, table#2418 { ["itemType"] = table#2419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3448988", }, ["subjectLabel"] = table#2421 { ["type"] = "literal", ["value"] = "Gradient estimates of harmonic functions and transition densities for Lévy processes", ["xml:lang"] = "en", }, }, table#2422 { ["itemType"] = table#2423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3459226", }, ["subjectLabel"] = table#2425 { ["type"] = "literal", ["value"] = "Magnetic Energies and Feynman–Kac–Itô Formulas for Symmetric Markov Processes", ["xml:lang"] = "en", }, }, table#2426 { ["itemType"] = table#2427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3459227", }, ["subjectLabel"] = table#2429 { ["type"] = "literal", ["value"] = "Subordination of Predictable Compensators", ["xml:lang"] = "en", }, }, table#2430 { ["itemType"] = table#2431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3463404", }, ["subjectLabel"] = table#2433 { ["type"] = "literal", ["value"] = "Exponential moments of first passage times and related quantities for Lévy processes", ["xml:lang"] = "en", }, }, table#2434 { ["itemType"] = table#2435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4554436", }, ["subjectLabel"] = table#2437 { ["type"] = "literal", ["value"] = "A multiple-curve Lévy forward rate model in a two-price economy", ["xml:lang"] = "en", }, }, table#2438 { ["itemType"] = table#2439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4554467", }, ["subjectLabel"] = table#2441 { ["type"] = "literal", ["value"] = "A dynamic equilibrium model for U-shaped pricing kernels", ["xml:lang"] = "en", }, }, table#2442 { ["itemType"] = table#2443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4554500", }, ["subjectLabel"] = table#2445 { ["type"] = "literal", ["value"] = "Instantaneous portfolio theory", ["xml:lang"] = "en", }, }, table#2446 { ["itemType"] = table#2447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4554508", }, ["subjectLabel"] = table#2449 { ["type"] = "literal", ["value"] = "Model risk of contingent claims", ["xml:lang"] = "en", }, }, table#2450 { ["itemType"] = table#2451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4554509", }, ["subjectLabel"] = table#2453 { ["type"] = "literal", ["value"] = "Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes", ["xml:lang"] = "en", }, }, table#2454 { ["itemType"] = table#2455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4555292", }, ["subjectLabel"] = table#2457 { ["type"] = "literal", ["value"] = "On the minimal number of driving Lévy motions in a multivariate price model", ["xml:lang"] = "en", }, }, table#2458 { ["itemType"] = table#2459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4558889", }, ["subjectLabel"] = table#2461 { ["type"] = "literal", ["value"] = "Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics", ["xml:lang"] = "en", }, }, table#2462 { ["itemType"] = table#2463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4559324", }, ["subjectLabel"] = table#2465 { ["type"] = "literal", ["value"] = "A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures", ["xml:lang"] = "en", }, }, table#2466 { ["itemType"] = table#2467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4561928", }, ["subjectLabel"] = table#2469 { ["type"] = "literal", ["value"] = "An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models", ["xml:lang"] = "en", }, }, table#2470 { ["itemType"] = table#2471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4561939", }, ["subjectLabel"] = table#2473 { ["type"] = "literal", ["value"] = "Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options", ["xml:lang"] = "en", }, }, table#2474 { ["itemType"] = table#2475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4563670", }, ["subjectLabel"] = table#2477 { ["type"] = "literal", ["value"] = "A characterization of temporal homogeneity for additive processes", ["xml:lang"] = "en", }, }, table#2478 { ["itemType"] = table#2479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4563849", }, ["subjectLabel"] = table#2481 { ["type"] = "literal", ["value"] = "Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise", ["xml:lang"] = "en", }, }, table#2482 { ["itemType"] = table#2483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4565908", }, ["subjectLabel"] = table#2485 { ["type"] = "literal", ["value"] = "Likelihood for transcriptions in a genetic regulatory system under asymmetric stable Lévy noise", ["xml:lang"] = "en", }, }, table#2486 { ["itemType"] = table#2487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4568493", }, ["subjectLabel"] = table#2489 { ["type"] = "literal", ["value"] = "Unimodality of Hitting Times for Stable Processes", ["xml:lang"] = "en", }, }, table#2490 { ["itemType"] = table#2491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4576757", }, ["subjectLabel"] = table#2493 { ["type"] = "literal", ["value"] = "Prediction in a Poisson cluster model with multiple cluster processes", ["xml:lang"] = "en", }, }, table#2494 { ["itemType"] = table#2495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4576872", }, ["subjectLabel"] = table#2497 { ["type"] = "literal", ["value"] = "Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics", ["xml:lang"] = "en", }, }, table#2498 { ["itemType"] = table#2499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4577195", }, ["subjectLabel"] = table#2501 { ["type"] = "literal", ["value"] = "Pricing participating policies under the Meixner process and stochastic volatility", ["xml:lang"] = "en", }, }, table#2502 { ["itemType"] = table#2503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4577200", }, ["subjectLabel"] = table#2505 { ["type"] = "literal", ["value"] = "A class of nonzero-sum investment and reinsurance games subject to systematic risks", ["xml:lang"] = "en", }, }, table#2506 { ["itemType"] = table#2507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4579833", }, ["subjectLabel"] = table#2509 { ["type"] = "literal", ["value"] = "A General Valuation Framework for SABR and Stochastic Local Volatility Models", ["xml:lang"] = "en", }, }, table#2510 { ["itemType"] = table#2511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4580432", }, ["subjectLabel"] = table#2513 { ["type"] = "literal", ["value"] = "Extensions of Regularity for a Lévy Process", ["xml:lang"] = "en", }, }, table#2514 { ["itemType"] = table#2515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4584698", }, ["subjectLabel"] = table#2517 { ["type"] = "literal", ["value"] = "PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS", ["xml:lang"] = "en", }, }, table#2518 { ["itemType"] = table#2519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4584999", }, ["subjectLabel"] = table#2521 { ["type"] = "literal", ["value"] = "Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models", ["xml:lang"] = "en", }, }, table#2522 { ["itemType"] = table#2523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4585675", }, ["subjectLabel"] = table#2525 { ["type"] = "literal", ["value"] = "Approximate indifference pricing in exponential Lévy models", ["xml:lang"] = "en", }, }, table#2526 { ["itemType"] = table#2527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4586030", }, ["subjectLabel"] = table#2529 { ["type"] = "literal", ["value"] = "A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models", ["xml:lang"] = "en", }, }, table#2530 { ["itemType"] = table#2531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4586315", }, ["subjectLabel"] = table#2533 { ["type"] = "literal", ["value"] = "Variational Solutions of the Pricing PIDEs for European Options in Lévy Models", ["xml:lang"] = "en", }, }, table#2534 { ["itemType"] = table#2535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4586329", }, ["subjectLabel"] = table#2537 { ["type"] = "literal", ["value"] = "Quasimartingales associated to Markov processes", ["xml:lang"] = "en", }, }, table#2538 { ["itemType"] = table#2539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3498579", }, ["subjectLabel"] = table#2541 { ["type"] = "literal", ["value"] = "A note on the supremum of a stable process", ["xml:lang"] = "en", }, }, table#2542 { ["itemType"] = table#2543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3502163", }, ["subjectLabel"] = table#2545 { ["type"] = "literal", ["value"] = "THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS", ["xml:lang"] = "en", }, }, table#2546 { ["itemType"] = table#2547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3502795", }, ["subjectLabel"] = table#2549 { ["type"] = "literal", ["value"] = "RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS", ["xml:lang"] = "en", }, }, table#2550 { ["itemType"] = table#2551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3506297", }, ["subjectLabel"] = table#2553 { ["type"] = "literal", ["value"] = "An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes", ["xml:lang"] = "en", }, }, table#2554 { ["itemType"] = table#2555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3508088", }, ["subjectLabel"] = table#2557 { ["type"] = "literal", ["value"] = "Packing dimension of the range of a Lévy process", ["xml:lang"] = "en", }, }, table#2558 { ["itemType"] = table#2559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4598557", }, ["subjectLabel"] = table#2561 { ["type"] = "literal", ["value"] = "On weak solutions of SDEs with singular time-dependent drift and driven by stable processes", ["xml:lang"] = "en", }, }, table#2562 { ["itemType"] = table#2563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3509968", }, ["subjectLabel"] = table#2565 { ["type"] = "literal", ["value"] = "A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS", ["xml:lang"] = "en", }, }, table#2566 { ["itemType"] = table#2567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4600012", }, ["subjectLabel"] = table#2569 { ["type"] = "literal", ["value"] = "Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation", ["xml:lang"] = "en", }, }, table#2570 { ["itemType"] = table#2571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4602493", }, ["subjectLabel"] = table#2573 { ["type"] = "literal", ["value"] = "MEASURING AND MONITORING THE EFFICIENCY OF MARKETS", ["xml:lang"] = "en", }, }, table#2574 { ["itemType"] = table#2575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4602530", }, ["subjectLabel"] = table#2577 { ["type"] = "literal", ["value"] = "Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators", ["xml:lang"] = "en", }, }, table#2578 { ["itemType"] = table#2579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4602763", }, ["subjectLabel"] = table#2581 { ["type"] = "literal", ["value"] = "Recurrence of random walks with long-range steps generated by fractional Laplacian matrices on regular networks and simple cubic lattices", ["xml:lang"] = "en", }, }, table#2582 { ["itemType"] = table#2583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4606857", }, ["subjectLabel"] = table#2585 { ["type"] = "literal", ["value"] = "On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications", ["xml:lang"] = "en", }, }, table#2586 { ["itemType"] = table#2587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4607771", }, ["subjectLabel"] = table#2589 { ["type"] = "literal", ["value"] = "Transport in a Stochastic Goupillaud Medium", ["xml:lang"] = "en", }, }, table#2590 { ["itemType"] = table#2591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4608113", }, ["subjectLabel"] = table#2593 { ["type"] = "literal", ["value"] = "MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS", ["xml:lang"] = "en", }, }, table#2594 { ["itemType"] = table#2595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4608893", }, ["subjectLabel"] = table#2597 { ["type"] = "literal", ["value"] = "A Stochastic Pitchfork Bifurcation in Most Probable Phase Portraits", ["xml:lang"] = "en", }, }, table#2598 { ["itemType"] = table#2599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4609026", }, ["subjectLabel"] = table#2601 { ["type"] = "literal", ["value"] = "Shot-Noise Processes in Finance", ["xml:lang"] = "en", }, }, table#2602 { ["itemType"] = table#2603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4609028", }, ["subjectLabel"] = table#2605 { ["type"] = "literal", ["value"] = "A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk", ["xml:lang"] = "en", }, }, table#2606 { ["itemType"] = table#2607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4618078", }, ["subjectLabel"] = table#2609 { ["type"] = "literal", ["value"] = "Limit Theorems for Random Exponentials: The Bounded Support Case", ["xml:lang"] = "en", }, }, table#2610 { ["itemType"] = table#2611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4619532", }, ["subjectLabel"] = table#2613 { ["type"] = "literal", ["value"] = "Marginal consistent dependence modelling using weak subordination for Brownian motions", ["xml:lang"] = "en", }, }, table#2614 { ["itemType"] = table#2615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3533904", }, ["subjectLabel"] = table#2617 { ["type"] = "literal", ["value"] = "Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes", ["xml:lang"] = "en", }, }, table#2618 { ["itemType"] = table#2619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3535645", }, ["subjectLabel"] = table#2621 { ["type"] = "literal", ["value"] = "Lévy-based Cox point processes", ["xml:lang"] = "en", }, }, table#2622 { ["itemType"] = table#2623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3535650", }, ["subjectLabel"] = table#2625 { ["type"] = "literal", ["value"] = "Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes", ["xml:lang"] = "en", }, }, table#2626 { ["itemType"] = table#2627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3541001", }, ["subjectLabel"] = table#2629 { ["type"] = "literal", ["value"] = "ON A QUEUING MODEL WITH SERVICE INTERRUPTIONS", ["xml:lang"] = "en", }, }, table#2630 { ["itemType"] = table#2631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4628746", }, ["subjectLabel"] = table#2633 { ["type"] = "literal", ["value"] = "Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions", ["xml:lang"] = "en", }, }, table#2634 { ["itemType"] = table#2635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4629951", }, ["subjectLabel"] = table#2637 { ["type"] = "literal", ["value"] = "On the law of homogeneous stable functionals", ["xml:lang"] = "en", }, }, table#2638 { ["itemType"] = table#2639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4631692", }, ["subjectLabel"] = table#2641 { ["type"] = "literal", ["value"] = "MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS", ["xml:lang"] = "en", }, }, table#2642 { ["itemType"] = table#2643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4631695", }, ["subjectLabel"] = table#2645 { ["type"] = "literal", ["value"] = "EQUILIBRIUM ASSET RETURNS IN FINANCIAL MARKETS", ["xml:lang"] = "en", }, }, table#2646 { ["itemType"] = table#2647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4632697", }, ["subjectLabel"] = table#2649 { ["type"] = "literal", ["value"] = "Fractional neutral stochastic differential equations driven by α-stable process", ["xml:lang"] = "en", }, }, table#2650 { ["itemType"] = table#2651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3548304", }, ["subjectLabel"] = table#2653 { ["type"] = "literal", ["value"] = "AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES", ["xml:lang"] = "en", }, }, table#2654 { ["itemType"] = table#2655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3548306", }, ["subjectLabel"] = table#2657 { ["type"] = "literal", ["value"] = "UNITARY REPRESENTATIONS OF THE WITT AND sl(2, ℝ)-ALGEBRAS THROUGH RENORMALIZED POWERS OF THE QUANTUM PASCAL WHITE NOISE", ["xml:lang"] = "en", }, }, table#2658 { ["itemType"] = table#2659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3548735", }, ["subjectLabel"] = table#2661 { ["type"] = "literal", ["value"] = "Population Dynamics and Random Genealogies", ["xml:lang"] = "en", }, }, table#2662 { ["itemType"] = table#2663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4633636", }, ["subjectLabel"] = table#2665 { ["type"] = "literal", ["value"] = "Spatial asymptotics at infinity for heat kernels of integro-differential operators", ["xml:lang"] = "en", }, }, table#2666 { ["itemType"] = table#2667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3552106", }, ["subjectLabel"] = table#2669 { ["type"] = "literal", ["value"] = "Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes", ["xml:lang"] = "en", }, }, table#2670 { ["itemType"] = table#2671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3552978", }, ["subjectLabel"] = table#2673 { ["type"] = "literal", ["value"] = "Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps", ["xml:lang"] = "en", }, }, table#2674 { ["itemType"] = table#2675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3558943", }, ["subjectLabel"] = table#2677 { ["type"] = "literal", ["value"] = "Nonparametric estimation of time-changed Lévy models under high-frequency data", ["xml:lang"] = "en", }, }, table#2678 { ["itemType"] = table#2679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3560054", }, ["subjectLabel"] = table#2681 { ["type"] = "literal", ["value"] = "MONOTONE CONVOLUTION AND MONOTONE INFINITE DIVISIBILITY FROM COMPLEX ANALYTIC VIEWPOINT", ["xml:lang"] = "en", }, }, table#2682 { ["itemType"] = table#2683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3560080", }, ["subjectLabel"] = table#2685 { ["type"] = "literal", ["value"] = "APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING", ["xml:lang"] = "en", }, }, table#2686 { ["itemType"] = table#2687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3576952", }, ["subjectLabel"] = table#2689 { ["type"] = "literal", ["value"] = "LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE", ["xml:lang"] = "en", }, }, table#2690 { ["itemType"] = table#2691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3578409", }, ["subjectLabel"] = table#2693 { ["type"] = "literal", ["value"] = "WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS", ["xml:lang"] = "en", }, }, table#2694 { ["itemType"] = table#2695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3578669", }, ["subjectLabel"] = table#2697 { ["type"] = "literal", ["value"] = "Prediction in a Poisson cluster model", ["xml:lang"] = "en", }, }, table#2698 { ["itemType"] = table#2699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3579002", }, ["subjectLabel"] = table#2701 { ["type"] = "literal", ["value"] = "Path Properties of Subdiffusion—A Martingale Approach", ["xml:lang"] = "en", }, }, table#2702 { ["itemType"] = table#2703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3580206", }, ["subjectLabel"] = table#2705 { ["type"] = "literal", ["value"] = "AN APPLICATION OF THE SEGAL–BARGMANN TRANSFORM TO THE CHARACTERIZATION OF LÉVY WHITE NOISE MEASURES", ["xml:lang"] = "en", }, }, table#2706 { ["itemType"] = table#2707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3580219", }, ["subjectLabel"] = table#2709 { ["type"] = "literal", ["value"] = "UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS", ["xml:lang"] = "en", }, }, table#2710 { ["itemType"] = table#2711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3585334", }, ["subjectLabel"] = table#2713 { ["type"] = "literal", ["value"] = "Derivative-free Greeks for the Barndorff-Nielsen and Shephard stochastic volatility model", ["xml:lang"] = "en", }, }, table#2714 { ["itemType"] = table#2715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3590750", }, ["subjectLabel"] = table#2717 { ["type"] = "literal", ["value"] = "Inference in Lévy-type stochastic volatility models", ["xml:lang"] = "en", }, }, table#2718 { ["itemType"] = table#2719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4581303", }, ["subjectLabel"] = table#2721 { ["type"] = "literal", ["value"] = "Fractional Negative Binomial and Polya Processes", ["xml:lang"] = "en", }, }, table#2722 { ["itemType"] = table#2723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4581300", }, ["subjectLabel"] = table#2725 { ["type"] = "literal", ["value"] = "The area of a spectrally positive stable process stopped at zero", ["xml:lang"] = "en", }, }, table#2726 { ["itemType"] = table#2727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4409037", }, ["subjectLabel"] = table#2729 { ["type"] = "literal", ["value"] = "Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes", ["xml:lang"] = "en", }, }, table#2730 { ["itemType"] = table#2731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3603201", }, ["subjectLabel"] = table#2733 { ["type"] = "literal", ["value"] = "Multifractality of products of geometric Ornstein-Uhlenbeck-type processes", ["xml:lang"] = "en", }, }, table#2734 { ["itemType"] = table#2735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3606096", }, ["subjectLabel"] = table#2737 { ["type"] = "literal", ["value"] = "A New Tempered Stable Distribution and Its Application to Finance", ["xml:lang"] = "en", }, }, table#2738 { ["itemType"] = table#2739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3619049", }, ["subjectLabel"] = table#2741 { ["type"] = "literal", ["value"] = "LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION", ["xml:lang"] = "en", }, }, table#2742 { ["itemType"] = table#2743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3625430", }, ["subjectLabel"] = table#2745 { ["type"] = "literal", ["value"] = "Poisson suspensions and infinite ergodic theory", ["xml:lang"] = "en", }, }, table#2746 { ["itemType"] = table#2747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4449508", }, ["subjectLabel"] = table#2749 { ["type"] = "literal", ["value"] = "First passage times of a jump diffusion process", ["xml:lang"] = "en", }, }, table#2750 { ["itemType"] = table#2751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3631880", }, ["subjectLabel"] = table#2753 { ["type"] = "literal", ["value"] = "Brownian subordinators and fractional Cauchy problems", ["xml:lang"] = "en", }, }, table#2754 { ["itemType"] = table#2755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3636000", }, ["subjectLabel"] = table#2757 { ["type"] = "literal", ["value"] = "CHARACTERIZATIONS OF THE CLASS OF FREE SELF-DECOMPOSABLE DISTRIBUTIONS AND ITS SUBCLASSES", ["xml:lang"] = "en", }, }, table#2758 { ["itemType"] = table#2759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3637880", }, ["subjectLabel"] = table#2761 { ["type"] = "literal", ["value"] = "HEDGE FUND PERFORMANCE: SOURCES AND MEASURES", ["xml:lang"] = "en", }, }, table#2762 { ["itemType"] = table#2763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3645200", }, ["subjectLabel"] = table#2765 { ["type"] = "literal", ["value"] = "A multivariate Lévy process model with linear correlation", ["xml:lang"] = "en", }, }, table#2766 { ["itemType"] = table#2767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4631982", }, ["subjectLabel"] = table#2769 { ["type"] = "literal", ["value"] = "Series Representation of Time-Stable Stochastic Processes", ["xml:lang"] = "en", }, }, table#2770 { ["itemType"] = table#2771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3650925", }, ["subjectLabel"] = table#2773 { ["type"] = "literal", ["value"] = "RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS", ["xml:lang"] = "en", }, }, table#2774 { ["itemType"] = table#2775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3651647", }, ["subjectLabel"] = table#2777 { ["type"] = "literal", ["value"] = "Approximation for the Normal Inverse Gaussian Process Using Random Sums", ["xml:lang"] = "en", }, }, table#2778 { ["itemType"] = table#2779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3653125", }, ["subjectLabel"] = table#2781 { ["type"] = "literal", ["value"] = "Localizable Moving Average Symmetric Stable and Multistable Processes", ["xml:lang"] = "en", }, }, table#2782 { ["itemType"] = table#2783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3434055", }, ["subjectLabel"] = table#2785 { ["type"] = "literal", ["value"] = "Finiteness of integrals of functions of Lévy processes", ["xml:lang"] = "en", }, }, table#2786 { ["itemType"] = table#2787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3435978", }, ["subjectLabel"] = table#2789 { ["type"] = "literal", ["value"] = "On Infinitely Divisible Exponential Dispersion Model Related to Poisson-Exponential Distribution", ["xml:lang"] = "en", }, }, table#2790 { ["itemType"] = table#2791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3437395", }, ["subjectLabel"] = table#2793 { ["type"] = "literal", ["value"] = "A multivariate jump-driven financial asset model", ["xml:lang"] = "en", }, }, table#2794 { ["itemType"] = table#2795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3437405", }, ["subjectLabel"] = table#2797 { ["type"] = "literal", ["value"] = "A cross-currency Lévy market model", ["xml:lang"] = "en", }, }, table#2798 { ["itemType"] = table#2799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3440800", }, ["subjectLabel"] = table#2801 { ["type"] = "literal", ["value"] = "Subordinators in a Class of Banach Spaces", ["xml:lang"] = "en", }, }, table#2802 { ["itemType"] = table#2803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1872208", }, ["subjectLabel"] = table#2805 { ["type"] = "literal", ["value"] = "Limit distributions of norms of vectors of positive i. i. d. random variables", ["xml:lang"] = "en", }, }, table#2806 { ["itemType"] = table#2807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1872263", }, ["subjectLabel"] = table#2809 { ["type"] = "literal", ["value"] = "Right inverses of nonsymmetric Lévy processes.", ["xml:lang"] = "en", }, }, table#2810 { ["itemType"] = table#2811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1872271", }, ["subjectLabel"] = table#2813 { ["type"] = "literal", ["value"] = "Random walks with strongly inhomogeneous rates and singular diffusions: Convergence, localization and aging in one dimension", ["xml:lang"] = "en", }, }, table#2814 { ["itemType"] = table#2815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1872292", }, ["subjectLabel"] = table#2817 { ["type"] = "literal", ["value"] = "Remarks on deviation inequalities for functions of infinitely divisible random vectors", ["xml:lang"] = "en", }, }, table#2818 { ["itemType"] = table#2819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1872362", }, ["subjectLabel"] = table#2821 { ["type"] = "literal", ["value"] = "Barrier options and touch-and-out options under regular Lévy processes of exponential type", ["xml:lang"] = "en", }, }, table#2822 { ["itemType"] = table#2823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1872379", }, ["subjectLabel"] = table#2825 { ["type"] = "literal", ["value"] = "Eternal solutions to Smoluchowski's coagulation equation with additive kernel and their probabilistic interpretations", ["xml:lang"] = "en", }, }, table#2826 { ["itemType"] = table#2827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1872382", }, ["subjectLabel"] = table#2829 { ["type"] = "literal", ["value"] = "Tail probabilities of subadditive functionals of Lévy processes.", ["xml:lang"] = "en", }, }, table#2830 { ["itemType"] = table#2831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1876794", }, ["subjectLabel"] = table#2833 { ["type"] = "literal", ["value"] = "Beurling-Deny formula of semi-Dirichlet forms", ["xml:lang"] = "en", }, }, table#2834 { ["itemType"] = table#2835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1879485", }, ["subjectLabel"] = table#2837 { ["type"] = "literal", ["value"] = "Chaotic and predictable representations for Lévy processes.", ["xml:lang"] = "en", }, }, table#2838 { ["itemType"] = table#2839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1879834", }, ["subjectLabel"] = table#2841 { ["type"] = "literal", ["value"] = "On the concentration of measure phenomenon for stable and related random vectors.", ["xml:lang"] = "en", }, }, table#2842 { ["itemType"] = table#2843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1879846", }, ["subjectLabel"] = table#2845 { ["type"] = "literal", ["value"] = "Local extinction versus local exponential growth for spatial branching processes.", ["xml:lang"] = "en", }, }, table#2846 { ["itemType"] = table#2847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1879867", }, ["subjectLabel"] = table#2849 { ["type"] = "literal", ["value"] = "Limit theorems for coupled continuous time random walks.", ["xml:lang"] = "en", }, }, table#2850 { ["itemType"] = table#2851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1879893", }, ["subjectLabel"] = table#2853 { ["type"] = "literal", ["value"] = "On overload in a storage model, with a self-similar and infinitely divisible input.", ["xml:lang"] = "en", }, }, table#2854 { ["itemType"] = table#2855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1879913", }, ["subjectLabel"] = table#2857 { ["type"] = "literal", ["value"] = "Ruin probabilities and decompositions for general perturbed risk processes.", ["xml:lang"] = "en", }, }, table#2858 { ["itemType"] = table#2859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1879918", }, ["subjectLabel"] = table#2861 { ["type"] = "literal", ["value"] = "Stochastic partial differential equations driven by Lévy space-time white noise.", ["xml:lang"] = "en", }, }, table#2862 { ["itemType"] = table#2863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1926933", }, ["subjectLabel"] = table#2865 { ["type"] = "literal", ["value"] = "A preventive maintenance policy for a continuously monitored system with correlated wear indicators", ["xml:lang"] = "en", }, }, table#2866 { ["itemType"] = table#2867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1926939", }, ["subjectLabel"] = table#2869 { ["type"] = "literal", ["value"] = "Variation analysis of uncertain stationary independent increment processes", ["xml:lang"] = "en", }, }, table#2870 { ["itemType"] = table#2871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1927145", }, ["subjectLabel"] = table#2873 { ["type"] = "literal", ["value"] = "A spectral estimation of tempered stable stochastic volatility models and option pricing", ["xml:lang"] = "en", }, }, table#2874 { ["itemType"] = table#2875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1930525", }, ["subjectLabel"] = table#2877 { ["type"] = "literal", ["value"] = "Occupation time fluctuations of weakly degenerate branching systems", ["xml:lang"] = "en", }, }, table#2878 { ["itemType"] = table#2879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1931326", }, ["subjectLabel"] = table#2881 { ["type"] = "literal", ["value"] = "Stochastic functional differential equations driven by Lévy processes and quasi-linear partial integro-differential equations", ["xml:lang"] = "en", }, }, table#2882 { ["itemType"] = table#2883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1932183", }, ["subjectLabel"] = table#2885 { ["type"] = "literal", ["value"] = "On the conservativeness and the recurrence of symmetric jump-diffusions", ["xml:lang"] = "en", }, }, table#2886 { ["itemType"] = table#2887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1932221", }, ["subjectLabel"] = table#2889 { ["type"] = "literal", ["value"] = "Coupling property and gradient estimates of Lévy processes via the symbol", ["xml:lang"] = "en", }, }, table#2890 { ["itemType"] = table#2891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1932223", }, ["subjectLabel"] = table#2893 { ["type"] = "literal", ["value"] = "Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions", ["xml:lang"] = "en", }, }, table#2894 { ["itemType"] = table#2895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1933988", }, ["subjectLabel"] = table#2897 { ["type"] = "literal", ["value"] = "Successful couplings for a class of stochastic differential equations driven by Lévy processes", ["xml:lang"] = "en", }, }, table#2898 { ["itemType"] = table#2899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1934478", }, ["subjectLabel"] = table#2901 { ["type"] = "literal", ["value"] = "A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \$\\alpha \$-stable motions", ["xml:lang"] = "en", }, }, table#2902 { ["itemType"] = table#2903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1935429", }, ["subjectLabel"] = table#2905 { ["type"] = "literal", ["value"] = "Uniqueness for integro-PDE in Hilbert spaces", ["xml:lang"] = "en", }, }, table#2906 { ["itemType"] = table#2907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1935938", }, ["subjectLabel"] = table#2909 { ["type"] = "literal", ["value"] = "Power utility maximization in exponential Lévy models: Convergence of discrete-time to continuous-time maximizers", ["xml:lang"] = "en", }, }, table#2910 { ["itemType"] = table#2911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1936829", }, ["subjectLabel"] = table#2913 { ["type"] = "literal", ["value"] = "Asymptotic and exact pricing of options on variance", ["xml:lang"] = "en", }, }, table#2914 { ["itemType"] = table#2915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1937998", }, ["subjectLabel"] = table#2917 { ["type"] = "literal", ["value"] = "Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes", ["xml:lang"] = "en", }, }, table#2918 { ["itemType"] = table#2919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1940751", }, ["subjectLabel"] = table#2921 { ["type"] = "literal", ["value"] = "Small time Chung-type LIL for Lévy processes", ["xml:lang"] = "en", }, }, table#2922 { ["itemType"] = table#2923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1941966", }, ["subjectLabel"] = table#2925 { ["type"] = "literal", ["value"] = "Free fields associated with the relativistic operator \${-(m-\\sqrt{m^{2}-\\delta})}\$", ["xml:lang"] = "en", }, }, table#2926 { ["itemType"] = table#2927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1942113", }, ["subjectLabel"] = table#2929 { ["type"] = "literal", ["value"] = "High level excursion set geometry for non-Gaussian infinitely divisible random fields", ["xml:lang"] = "en", }, }, table#2930 { ["itemType"] = table#2931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1943323", }, ["subjectLabel"] = table#2933 { ["type"] = "literal", ["value"] = "On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes", ["xml:lang"] = "en", }, }, table#2934 { ["itemType"] = table#2935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1944673", }, ["subjectLabel"] = table#2937 { ["type"] = "literal", ["value"] = "On the coupling property of Lévy processes", ["xml:lang"] = "en", }, }, table#2938 { ["itemType"] = table#2939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1945046", }, ["subjectLabel"] = table#2941 { ["type"] = "literal", ["value"] = "Exercise boundary of the American put near maturity in an exponential Lévy model", ["xml:lang"] = "en", }, }, table#2942 { ["itemType"] = table#2943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1945283", }, ["subjectLabel"] = table#2945 { ["type"] = "literal", ["value"] = "Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order", ["xml:lang"] = "en", }, }, table#2946 { ["itemType"] = table#2947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1945501", }, ["subjectLabel"] = table#2949 { ["type"] = "literal", ["value"] = "Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes", ["xml:lang"] = "en", }, }, table#2950 { ["itemType"] = table#2951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1950896", }, ["subjectLabel"] = table#2953 { ["type"] = "literal", ["value"] = "Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes", ["xml:lang"] = "en", }, }, table#2954 { ["itemType"] = table#2955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1951126", }, ["subjectLabel"] = table#2957 { ["type"] = "literal", ["value"] = "Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums", ["xml:lang"] = "en", }, }, table#2958 { ["itemType"] = table#2959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1951162", }, ["subjectLabel"] = table#2961 { ["type"] = "literal", ["value"] = "Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions", ["xml:lang"] = "en", }, }, table#2962 { ["itemType"] = table#2963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1952068", }, ["subjectLabel"] = table#2965 { ["type"] = "literal", ["value"] = "Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#2966 { ["itemType"] = table#2967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1952257", }, ["subjectLabel"] = table#2969 { ["type"] = "literal", ["value"] = "Statistical inference across time scales", ["xml:lang"] = "en", }, }, table#2970 { ["itemType"] = table#2971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1958462", }, ["subjectLabel"] = table#2973 { ["type"] = "literal", ["value"] = "Heat kernel estimates for the fractional Laplacian with Dirichlet conditions", ["xml:lang"] = "en", }, }, table#2974 { ["itemType"] = table#2975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1958501", }, ["subjectLabel"] = table#2977 { ["type"] = "literal", ["value"] = "Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes", ["xml:lang"] = "en", }, }, table#2978 { ["itemType"] = table#2979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1958507", }, ["subjectLabel"] = table#2981 { ["type"] = "literal", ["value"] = "Nonparametric adaptive estimation for pure jump Lévy processes", ["xml:lang"] = "en", }, }, table#2982 { ["itemType"] = table#2983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1958509", }, ["subjectLabel"] = table#2985 { ["type"] = "literal", ["value"] = "On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions", ["xml:lang"] = "en", }, }, table#2986 { ["itemType"] = table#2987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1980850", }, ["subjectLabel"] = table#2989 { ["type"] = "literal", ["value"] = "Numerical aspects of shot noise representation of infinitely divisible laws and related processes", ["xml:lang"] = "en", }, }, table#2990 { ["itemType"] = table#2991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1983628", }, ["subjectLabel"] = table#2993 { ["type"] = "literal", ["value"] = "Spectral-free estimation of Lévy densities in high-frequency regime", ["xml:lang"] = "en", }, }, table#2994 { ["itemType"] = table#2995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#2996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1983631", }, ["subjectLabel"] = table#2997 { ["type"] = "literal", ["value"] = "Approximation of occupation time functionals", ["xml:lang"] = "en", }, }, table#2998 { ["itemType"] = table#2999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1983635", }, ["subjectLabel"] = table#3001 { ["type"] = "literal", ["value"] = "Asymptotic results for heavy-tailed Lévy processes and their exponential functionals", ["xml:lang"] = "en", }, }, table#3002 { ["itemType"] = table#3003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1743339", }, ["subjectLabel"] = table#3005 { ["type"] = "literal", ["value"] = "Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations", ["xml:lang"] = "en", }, }, table#3006 { ["itemType"] = table#3007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1743344", }, ["subjectLabel"] = table#3009 { ["type"] = "literal", ["value"] = "On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes", ["xml:lang"] = "en", }, }, table#3010 { ["itemType"] = table#3011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1984645", }, ["subjectLabel"] = table#3013 { ["type"] = "literal", ["value"] = "Generalized moment estimators for \$\\alpha\$-stable Ornstein-Uhlenbeck motions from discrete observations", ["xml:lang"] = "en", }, }, table#3014 { ["itemType"] = table#3015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1984649", }, ["subjectLabel"] = table#3017 { ["type"] = "literal", ["value"] = "On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models", ["xml:lang"] = "en", }, }, table#3018 { ["itemType"] = table#3019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1984849", }, ["subjectLabel"] = table#3021 { ["type"] = "literal", ["value"] = "Zero-energy bound state decay for non-local Schrödinger operators", ["xml:lang"] = "en", }, }, table#3022 { ["itemType"] = table#3023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1744225", }, ["subjectLabel"] = table#3025 { ["type"] = "literal", ["value"] = "Nonparametric estimation for irregularly sampled Lévy processes", ["xml:lang"] = "en", }, }, table#3026 { ["itemType"] = table#3027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1986013", }, ["subjectLabel"] = table#3029 { ["type"] = "literal", ["value"] = "Stochastic representation of solution to nonlocal-in-time diffusion", ["xml:lang"] = "en", }, }, table#3030 { ["itemType"] = table#3031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1986117", }, ["subjectLabel"] = table#3033 { ["type"] = "literal", ["value"] = "BSDE with rcll reflecting barrier driven by a Lévy process", ["xml:lang"] = "en", }, }, table#3034 { ["itemType"] = table#3035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1744875", }, ["subjectLabel"] = table#3037 { ["type"] = "literal", ["value"] = "Barrier style contracts under Lévy processes once again", ["xml:lang"] = "en", }, }, table#3038 { ["itemType"] = table#3039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1745280", }, ["subjectLabel"] = table#3041 { ["type"] = "literal", ["value"] = "Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties", ["xml:lang"] = "en", }, }, table#3042 { ["itemType"] = table#3043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1987324", }, ["subjectLabel"] = table#3045 { ["type"] = "literal", ["value"] = "Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions", ["xml:lang"] = "en", }, }, table#3046 { ["itemType"] = table#3047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1987558", }, ["subjectLabel"] = table#3049 { ["type"] = "literal", ["value"] = "Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise", ["xml:lang"] = "en", }, }, table#3050 { ["itemType"] = table#3051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1987586", }, ["subjectLabel"] = table#3053 { ["type"] = "literal", ["value"] = "Moments of continuous-state branching processes with or without immigration", ["xml:lang"] = "en", }, }, table#3054 { ["itemType"] = table#3055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1747371", }, ["subjectLabel"] = table#3057 { ["type"] = "literal", ["value"] = "Modeling stochastic mortality with O-U type processes", ["xml:lang"] = "en", }, }, table#3058 { ["itemType"] = table#3059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1747797", }, ["subjectLabel"] = table#3061 { ["type"] = "literal", ["value"] = "Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion", ["xml:lang"] = "en", }, }, table#3062 { ["itemType"] = table#3063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1989414", }, ["subjectLabel"] = table#3065 { ["type"] = "literal", ["value"] = "Extension and trace for nonlocal operators", ["xml:lang"] = "en", }, }, table#3066 { ["itemType"] = table#3067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1748171", }, ["subjectLabel"] = table#3069 { ["type"] = "literal", ["value"] = "Anomalous diffusion with ballistic scaling: a new fractional derivative", ["xml:lang"] = "en", }, }, table#3070 { ["itemType"] = table#3071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1749979", }, ["subjectLabel"] = table#3073 { ["type"] = "literal", ["value"] = "Extreme-value copulas associated with the expected scaled maximum of independent random variables", ["xml:lang"] = "en", }, }, table#3074 { ["itemType"] = table#3075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1753549", }, ["subjectLabel"] = table#3077 { ["type"] = "literal", ["value"] = "Multivariate FX models with jumps: triangles, quantos and implied correlation", ["xml:lang"] = "en", }, }, table#3078 { ["itemType"] = table#3079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1754229", }, ["subjectLabel"] = table#3081 { ["type"] = "literal", ["value"] = "Direct data-based decision making under uncertainty", ["xml:lang"] = "en", }, }, table#3082 { ["itemType"] = table#3083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1755506", }, ["subjectLabel"] = table#3085 { ["type"] = "literal", ["value"] = "Size bias for one and all", ["xml:lang"] = "en", }, }, table#3086 { ["itemType"] = table#3087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1756826", }, ["subjectLabel"] = table#3089 { ["type"] = "literal", ["value"] = "Poisson \$S^2\$-almost automorphy for stochastic processes and its applications to SPDEs driven by Lévy noise", ["xml:lang"] = "en", }, }, table#3090 { ["itemType"] = table#3091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1758376", }, ["subjectLabel"] = table#3093 { ["type"] = "literal", ["value"] = "On time-fractional relativistic diffusion equations", ["xml:lang"] = "en", }, }, table#3094 { ["itemType"] = table#3095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1761432", }, ["subjectLabel"] = table#3097 { ["type"] = "literal", ["value"] = "Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component", ["xml:lang"] = "en", }, }, table#3098 { ["itemType"] = table#3099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1761433", }, ["subjectLabel"] = table#3101 { ["type"] = "literal", ["value"] = "Tangent Lévy market models", ["xml:lang"] = "en", }, }, table#3102 { ["itemType"] = table#3103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1762342", }, ["subjectLabel"] = table#3105 { ["type"] = "literal", ["value"] = "A Donsker theorem for Lévy measures", ["xml:lang"] = "en", }, }, table#3106 { ["itemType"] = table#3107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1765616", }, ["subjectLabel"] = table#3109 { ["type"] = "literal", ["value"] = "Operator geometric stable laws", ["xml:lang"] = "en", }, }, table#3110 { ["itemType"] = table#3111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1769076", }, ["subjectLabel"] = table#3113 { ["type"] = "literal", ["value"] = "The Lévy-Itô decomposition in free probability", ["xml:lang"] = "en", }, }, table#3114 { ["itemType"] = table#3115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1769411", }, ["subjectLabel"] = table#3117 { ["type"] = "literal", ["value"] = "Ruin probabilities and overshoots for general Lévy insurance risk processes", ["xml:lang"] = "en", }, }, table#3118 { ["itemType"] = table#3119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1771479", }, ["subjectLabel"] = table#3121 { ["type"] = "literal", ["value"] = "Sub-fractional Brownian motion and its relation to occupation times", ["xml:lang"] = "en", }, }, table#3122 { ["itemType"] = table#3123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1774227", }, ["subjectLabel"] = table#3125 { ["type"] = "literal", ["value"] = "The disorder problem for compound Poisson processes with exponential jumps", ["xml:lang"] = "en", }, }, table#3126 { ["itemType"] = table#3127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1780710", }, ["subjectLabel"] = table#3129 { ["type"] = "literal", ["value"] = "Approximation of the occupation measure of Lévy processes", ["xml:lang"] = "en", }, }, table#3130 { ["itemType"] = table#3131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1780980", }, ["subjectLabel"] = table#3133 { ["type"] = "literal", ["value"] = "Self-similar fragmentations derived from the stable tree. II: Splitting at nodes", ["xml:lang"] = "en", }, }, table#3134 { ["itemType"] = table#3135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1781169", }, ["subjectLabel"] = table#3137 { ["type"] = "literal", ["value"] = "Lévy processes: capacity and Hausdorff dimension", ["xml:lang"] = "en", }, }, table#3138 { ["itemType"] = table#3139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1781875", }, ["subjectLabel"] = table#3141 { ["type"] = "literal", ["value"] = "On the Poincaré inequality for infinitely divisible measures", ["xml:lang"] = "en", }, }, table#3142 { ["itemType"] = table#3143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1781890", }, ["subjectLabel"] = table#3145 { ["type"] = "literal", ["value"] = "Ratio limit theorems for random walks and Lévy processes", ["xml:lang"] = "en", }, }, table#3146 { ["itemType"] = table#3147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1782228", }, ["subjectLabel"] = table#3149 { ["type"] = "literal", ["value"] = "Stochastic integral operator model for IS, US and WSSUS channels", ["xml:lang"] = "en", }, }, table#3150 { ["itemType"] = table#3151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1782641", }, ["subjectLabel"] = table#3153 { ["type"] = "literal", ["value"] = "Ornstein-Uhlenbeck processes for geophysical data analysis", ["xml:lang"] = "en", }, }, table#3154 { ["itemType"] = table#3155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1782803", }, ["subjectLabel"] = table#3157 { ["type"] = "literal", ["value"] = "Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes", ["xml:lang"] = "en", }, }, table#3158 { ["itemType"] = table#3159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1782839", }, ["subjectLabel"] = table#3161 { ["type"] = "literal", ["value"] = "Pricing european option under the time-changed mixed Brownian-fractional Brownian model", ["xml:lang"] = "en", }, }, table#3162 { ["itemType"] = table#3163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1783077", }, ["subjectLabel"] = table#3165 { ["type"] = "literal", ["value"] = "Multifractal diffusion entropy analysis: optimal bin width of probability histograms", ["xml:lang"] = "en", }, }, table#3166 { ["itemType"] = table#3167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1783336", }, ["subjectLabel"] = table#3169 { ["type"] = "literal", ["value"] = "Codifference as a practical tool to measure interdependence", ["xml:lang"] = "en", }, }, table#3170 { ["itemType"] = table#3171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1783751", }, ["subjectLabel"] = table#3173 { ["type"] = "literal", ["value"] = "On semilinear elliptic equations with diffuse measures", ["xml:lang"] = "en", }, }, table#3174 { ["itemType"] = table#3175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1784156", }, ["subjectLabel"] = table#3177 { ["type"] = "literal", ["value"] = "Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem", ["xml:lang"] = "en", }, }, table#3178 { ["itemType"] = table#3179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1787141", }, ["subjectLabel"] = table#3181 { ["type"] = "literal", ["value"] = "Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process", ["xml:lang"] = "en", }, }, table#3182 { ["itemType"] = table#3183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1787161", }, ["subjectLabel"] = table#3185 { ["type"] = "literal", ["value"] = "Exponential ergodicity for SDEs driven by \$\\alpha\$-stable processes with Markovian switching in Wasserstein distances", ["xml:lang"] = "en", }, }, table#3186 { ["itemType"] = table#3187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1800934", }, ["subjectLabel"] = table#3189 { ["type"] = "literal", ["value"] = "On a multivariate strong renewal theorem", ["xml:lang"] = "en", }, }, table#3190 { ["itemType"] = table#3191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1827552", }, ["subjectLabel"] = table#3193 { ["type"] = "literal", ["value"] = "Analysis of generalized Lévy white noise functionals", ["xml:lang"] = "en", }, }, table#3194 { ["itemType"] = table#3195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1847925", }, ["subjectLabel"] = table#3197 { ["type"] = "literal", ["value"] = "Brascamp-Lieb-Luttinger inequalities for convex domains of finite inradius", ["xml:lang"] = "en", }, }, table#3198 { ["itemType"] = table#3199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1871303", }, ["subjectLabel"] = table#3201 { ["type"] = "literal", ["value"] = "Set-indexed processes with independent increments", ["xml:lang"] = "en", }, }, table#3202 { ["itemType"] = table#3203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4812839", }, ["subjectLabel"] = table#3205 { ["type"] = "literal", ["value"] = "Stochastic Volatility for Lévy Processes", ["xml:lang"] = "en", }, }, table#3206 { ["itemType"] = table#3207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4819467", }, ["subjectLabel"] = table#3209 { ["type"] = "literal", ["value"] = "Convolution equivalence and infinite divisibility", ["xml:lang"] = "en", }, }, table#3210 { ["itemType"] = table#3211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4819470", }, ["subjectLabel"] = table#3213 { ["type"] = "literal", ["value"] = "Limit theorem for continuous-time random walks with two time scales", ["xml:lang"] = "en", }, }, table#3214 { ["itemType"] = table#3215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4819516", }, ["subjectLabel"] = table#3217 { ["type"] = "literal", ["value"] = "On moments and tail behaviors of storage processes", ["xml:lang"] = "en", }, }, table#3218 { ["itemType"] = table#3219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4822545", }, ["subjectLabel"] = table#3221 { ["type"] = "literal", ["value"] = "FRACTIONAL RANDOM FIELDS ON DOMAINS WITH FRACTAL BOUNDARY", ["xml:lang"] = "en", }, }, table#3222 { ["itemType"] = table#3223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4989416", }, ["subjectLabel"] = table#3225 { ["type"] = "literal", ["value"] = "Hitting probabilities for L\\'{e}vy processes on the real line", ["xml:lang"] = "en", }, }, table#3226 { ["itemType"] = table#3227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4826346", }, ["subjectLabel"] = table#3229 { ["type"] = "literal", ["value"] = "A density function connected with a non-negative self-decomposable random variable", ["xml:lang"] = "en", }, }, table#3230 { ["itemType"] = table#3231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4827960", }, ["subjectLabel"] = table#3233 { ["type"] = "literal", ["value"] = "A risk model driven by Lévy processes", ["xml:lang"] = "en", }, }, table#3234 { ["itemType"] = table#3235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4828199", }, ["subjectLabel"] = table#3237 { ["type"] = "literal", ["value"] = "Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models", ["xml:lang"] = "en", }, }, table#3238 { ["itemType"] = table#3239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4998968", }, ["subjectLabel"] = table#3241 { ["type"] = "literal", ["value"] = "A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family", ["xml:lang"] = "en", }, }, table#3242 { ["itemType"] = table#3243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4999112", }, ["subjectLabel"] = table#3245 { ["type"] = "literal", ["value"] = "Mixtures of Tempered Stable Subordinators", ["xml:lang"] = "en", }, }, table#3246 { ["itemType"] = table#3247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4999842", }, ["subjectLabel"] = table#3249 { ["type"] = "literal", ["value"] = "Ruin probabilities for two collaborating insurance companies", ["xml:lang"] = "en", }, }, table#3250 { ["itemType"] = table#3251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4999833", }, ["subjectLabel"] = table#3253 { ["type"] = "literal", ["value"] = "On Adjoint Additive Processes", ["xml:lang"] = "en", }, }, table#3254 { ["itemType"] = table#3255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5009816", }, ["subjectLabel"] = table#3257 { ["type"] = "literal", ["value"] = "Where to stand when playing darts?", ["xml:lang"] = "en", }, }, table#3258 { ["itemType"] = table#3259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5011285", }, ["subjectLabel"] = table#3261 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5011285", }, }, table#3262 { ["itemType"] = table#3263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4634637", }, ["subjectLabel"] = table#3265 { ["type"] = "literal", ["value"] = "SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW", ["xml:lang"] = "en", }, }, table#3266 { ["itemType"] = table#3267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4634638", }, ["subjectLabel"] = table#3269 { ["type"] = "literal", ["value"] = "MULTIVARIATE OPTION PRICING MODELS WITH LÉVY AND SATO VG MARGINAL PROCESSES", ["xml:lang"] = "en", }, }, table#3270 { ["itemType"] = table#3271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4636416", }, ["subjectLabel"] = table#3273 { ["type"] = "literal", ["value"] = "Well-Posed Bayesian Inverse Problems with Infinitely Divisible and Heavy-Tailed Prior Measures", ["xml:lang"] = "en", }, }, table#3274 { ["itemType"] = table#3275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4639164", }, ["subjectLabel"] = table#3277 { ["type"] = "literal", ["value"] = "Isotropic random fields with infinitely divisible marginal distributions", ["xml:lang"] = "en", }, }, table#3278 { ["itemType"] = table#3279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4639174", }, ["subjectLabel"] = table#3281 { ["type"] = "literal", ["value"] = "Normal convergence using Malliavin calculus with applications and examples", ["xml:lang"] = "en", }, }, table#3282 { ["itemType"] = table#3283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4902701", }, ["subjectLabel"] = table#3285 { ["type"] = "literal", ["value"] = "LAGRANGIAN AND HAMILTONIAN FEYNMAN FORMULAE FOR SOME FELLER SEMIGROUPS AND THEIR PERTURBATIONS", ["xml:lang"] = "en", }, }, table#3286 { ["itemType"] = table#3287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4903038", }, ["subjectLabel"] = table#3289 { ["type"] = "literal", ["value"] = "On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes", ["xml:lang"] = "en", }, }, table#3290 { ["itemType"] = table#3291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4903040", }, ["subjectLabel"] = table#3293 { ["type"] = "literal", ["value"] = "On a new Class of Tempered Stable Distributions: Moments and Regular Variation", ["xml:lang"] = "en", }, }, table#3294 { ["itemType"] = table#3295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4642383", }, ["subjectLabel"] = table#3297 { ["type"] = "literal", ["value"] = "Chernoff approximation of subordinate semigroups", ["xml:lang"] = "en", }, }, table#3298 { ["itemType"] = table#3299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4644249", }, ["subjectLabel"] = table#3301 { ["type"] = "literal", ["value"] = "How close are time series to power tail Lévy diffusions?", ["xml:lang"] = "en", }, }, table#3302 { ["itemType"] = table#3303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4906512", }, ["subjectLabel"] = table#3305 { ["type"] = "literal", ["value"] = "CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES", ["xml:lang"] = "en", }, }, table#3306 { ["itemType"] = table#3307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4906520", }, ["subjectLabel"] = table#3309 { ["type"] = "literal", ["value"] = "SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS", ["xml:lang"] = "en", }, }, table#3310 { ["itemType"] = table#3311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4906521", }, ["subjectLabel"] = table#3313 { ["type"] = "literal", ["value"] = "VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES", ["xml:lang"] = "en", }, }, table#3314 { ["itemType"] = table#3315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4645122", }, ["subjectLabel"] = table#3317 { ["type"] = "literal", ["value"] = "An 𝐿_{𝑝}-theory for diffusion equations related to stochastic processes with non-stationary independent increment", ["xml:lang"] = "en", }, }, table#3318 { ["itemType"] = table#3319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4646785", }, ["subjectLabel"] = table#3321 { ["type"] = "literal", ["value"] = "Semi-parametric modelling in finance: theoretical foundations", ["xml:lang"] = "en", }, }, table#3322 { ["itemType"] = table#3323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4647288", }, ["subjectLabel"] = table#3325 { ["type"] = "literal", ["value"] = "A semi-parametric approach to risk management", ["xml:lang"] = "en", }, }, table#3326 { ["itemType"] = table#3327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4647596", }, ["subjectLabel"] = table#3329 { ["type"] = "literal", ["value"] = "Understanding option prices", ["xml:lang"] = "en", }, }, table#3330 { ["itemType"] = table#3331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4653014", }, ["subjectLabel"] = table#3333 { ["type"] = "literal", ["value"] = "PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES", ["xml:lang"] = "en", }, }, table#3334 { ["itemType"] = table#3335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4915340", }, ["subjectLabel"] = table#3337 { ["type"] = "literal", ["value"] = "On the stochastic heat equation with spatially-colored random forcing", ["xml:lang"] = "en", }, }, table#3338 { ["itemType"] = table#3339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4915651", }, ["subjectLabel"] = table#3341 { ["type"] = "literal", ["value"] = "Error Bounds for Small Jumps of Lévy Processes", ["xml:lang"] = "en", }, }, table#3342 { ["itemType"] = table#3343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4916238", }, ["subjectLabel"] = table#3345 { ["type"] = "literal", ["value"] = "ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS", ["xml:lang"] = "en", }, }, table#3346 { ["itemType"] = table#3347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4916302", }, ["subjectLabel"] = table#3349 { ["type"] = "literal", ["value"] = "Sequential Testing Problems for Lévy Processes", ["xml:lang"] = "en", }, }, table#3350 { ["itemType"] = table#3351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4916500", }, ["subjectLabel"] = table#3353 { ["type"] = "literal", ["value"] = "Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions", ["xml:lang"] = "en", }, }, table#3354 { ["itemType"] = table#3355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4916952", }, ["subjectLabel"] = table#3357 { ["type"] = "literal", ["value"] = "On Entire Moments of Self-Similar Markov Processes", ["xml:lang"] = "en", }, }, table#3358 { ["itemType"] = table#3359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4917229", }, ["subjectLabel"] = table#3361 { ["type"] = "literal", ["value"] = "TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS", ["xml:lang"] = "en", }, }, table#3362 { ["itemType"] = table#3363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4917298", }, ["subjectLabel"] = table#3365 { ["type"] = "literal", ["value"] = "A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES", ["xml:lang"] = "en", }, }, table#3366 { ["itemType"] = table#3367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4918563", }, ["subjectLabel"] = table#3369 { ["type"] = "literal", ["value"] = "Asymptotics for the First Passage Times of Lévy Processes and Random Walks", ["xml:lang"] = "en", }, }, table#3370 { ["itemType"] = table#3371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4919616", }, ["subjectLabel"] = table#3373 { ["type"] = "literal", ["value"] = "POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS", ["xml:lang"] = "en", }, }, table#3374 { ["itemType"] = table#3375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4659490", }, ["subjectLabel"] = table#3377 { ["type"] = "literal", ["value"] = "Applications of integral transforms in fractional diffusion processes", ["xml:lang"] = "en", }, }, table#3378 { ["itemType"] = table#3379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4660543", }, ["subjectLabel"] = table#3381 { ["type"] = "literal", ["value"] = "Some fluctuation identities for Lévy processes with jumps of the same sign", ["xml:lang"] = "en", }, }, table#3382 { ["itemType"] = table#3383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4923888", }, ["subjectLabel"] = table#3385 { ["type"] = "literal", ["value"] = "SOME LINEAR SPDEs DRIVEN BY A FRACTIONAL NOISE WITH HURST INDEX GREATER THAN 1/2", ["xml:lang"] = "en", }, }, table#3386 { ["itemType"] = table#3387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4665852", }, ["subjectLabel"] = table#3389 { ["type"] = "literal", ["value"] = "Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes", ["xml:lang"] = "en", }, }, table#3390 { ["itemType"] = table#3391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4667987", }, ["subjectLabel"] = table#3393 { ["type"] = "literal", ["value"] = "A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour", ["xml:lang"] = "en", }, }, table#3394 { ["itemType"] = table#3395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4667988", }, ["subjectLabel"] = table#3397 { ["type"] = "literal", ["value"] = "Limit theorems for continuous-time random walks with infinite mean waiting times", ["xml:lang"] = "en", }, }, table#3398 { ["itemType"] = table#3399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4932787", }, ["subjectLabel"] = table#3401 { ["type"] = "literal", ["value"] = "STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝ^d", ["xml:lang"] = "en", }, }, table#3402 { ["itemType"] = table#3403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4671821", }, ["subjectLabel"] = table#3405 { ["type"] = "literal", ["value"] = "Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences", ["xml:lang"] = "en", }, }, table#3406 { ["itemType"] = table#3407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4932829", }, ["subjectLabel"] = table#3409 { ["type"] = "literal", ["value"] = "Strong Solutions of a Class of Stochastic Differential Equations with Jumps", ["xml:lang"] = "en", }, }, table#3410 { ["itemType"] = table#3411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4673123", }, ["subjectLabel"] = table#3413 { ["type"] = "literal", ["value"] = "COVARIANCE-PARAMETER LÉVY PROCESSES IN THE SPACE OF TRACE-CLASS OPERATORS", ["xml:lang"] = "en", }, }, table#3414 { ["itemType"] = table#3415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4673669", }, ["subjectLabel"] = table#3417 { ["type"] = "literal", ["value"] = "QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES", ["xml:lang"] = "en", }, }, table#3418 { ["itemType"] = table#3419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4682471", }, ["subjectLabel"] = table#3421 { ["type"] = "literal", ["value"] = "Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk", ["xml:lang"] = "en", }, }, table#3422 { ["itemType"] = table#3423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4682702", }, ["subjectLabel"] = table#3425 { ["type"] = "literal", ["value"] = "Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models", ["xml:lang"] = "en", }, }, table#3426 { ["itemType"] = table#3427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4682703", }, ["subjectLabel"] = table#3429 { ["type"] = "literal", ["value"] = "On the Method of Optimal Portfolio Choice by Cost-Efficiency", ["xml:lang"] = "en", }, }, table#3430 { ["itemType"] = table#3431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4683048", }, ["subjectLabel"] = table#3433 { ["type"] = "literal", ["value"] = "A Lévy HJM multiple-curve model with application to CVA computation", ["xml:lang"] = "en", }, }, table#3434 { ["itemType"] = table#3435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4683086", }, ["subjectLabel"] = table#3437 { ["type"] = "literal", ["value"] = "Mixed tempered stable distribution", ["xml:lang"] = "en", }, }, table#3438 { ["itemType"] = table#3439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4683680", }, ["subjectLabel"] = table#3441 { ["type"] = "literal", ["value"] = "Lévy noise induced transition and enhanced stability in a gene regulatory network", ["xml:lang"] = "en", }, }, table#3442 { ["itemType"] = table#3443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4684894", }, ["subjectLabel"] = table#3445 { ["type"] = "literal", ["value"] = "Absolute continuity of distributions of one-dimensional Lévy processes", ["xml:lang"] = "en", }, }, table#3446 { ["itemType"] = table#3447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4684899", }, ["subjectLabel"] = table#3449 { ["type"] = "literal", ["value"] = "Finite-pool queueing with heavy-tailed services", ["xml:lang"] = "en", }, }, table#3450 { ["itemType"] = table#3451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4684924", }, ["subjectLabel"] = table#3453 { ["type"] = "literal", ["value"] = "Domains of attraction for positive and discrete tempered stable distributions", ["xml:lang"] = "en", }, }, table#3454 { ["itemType"] = table#3455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4691176", }, ["subjectLabel"] = table#3457 { ["type"] = "literal", ["value"] = "A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model", ["xml:lang"] = "en", }, }, table#3458 { ["itemType"] = table#3459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4957241", }, ["subjectLabel"] = table#3461 { ["type"] = "literal", ["value"] = "Pricing exchange options with correlated jump diffusion processes", ["xml:lang"] = "en", }, }, table#3462 { ["itemType"] = table#3463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4961776", }, ["subjectLabel"] = table#3465 { ["type"] = "literal", ["value"] = "Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations", ["xml:lang"] = "en", }, }, table#3466 { ["itemType"] = table#3467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4964780", }, ["subjectLabel"] = table#3469 { ["type"] = "literal", ["value"] = "Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure", ["xml:lang"] = "en", }, }, table#3470 { ["itemType"] = table#3471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4967296", }, ["subjectLabel"] = table#3473 { ["type"] = "literal", ["value"] = "Survival of some measure-valued Markov branching processes", ["xml:lang"] = "en", }, }, table#3474 { ["itemType"] = table#3475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4968519", }, ["subjectLabel"] = table#3477 { ["type"] = "literal", ["value"] = "Central limit theorem for mean and variogram estimators in Lévy–based models", ["xml:lang"] = "en", }, }, table#3478 { ["itemType"] = table#3479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4968724", }, ["subjectLabel"] = table#3481 { ["type"] = "literal", ["value"] = "Slow manifolds for dynamical systems with non-Gaussian stable Lévy noise", ["xml:lang"] = "en", }, }, table#3482 { ["itemType"] = table#3483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4968886", }, ["subjectLabel"] = table#3485 { ["type"] = "literal", ["value"] = "Stochastic Loewner evolution driven by Lévy processes", ["xml:lang"] = "en", }, }, table#3486 { ["itemType"] = table#3487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4969609", }, ["subjectLabel"] = table#3489 { ["type"] = "literal", ["value"] = "Aspects of Micro-Local Analysis and Geometry in the Study of Lévy-Type Generators", ["xml:lang"] = "en", }, }, table#3490 { ["itemType"] = table#3491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4976348", }, ["subjectLabel"] = table#3493 { ["type"] = "literal", ["value"] = "Pricing American options under jump-diffusion models using local weak form meshless techniques", ["xml:lang"] = "en", }, }, table#3494 { ["itemType"] = table#3495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4978477", }, ["subjectLabel"] = table#3497 { ["type"] = "literal", ["value"] = "Apparent multifractality of self-similar Lévy processes", ["xml:lang"] = "en", }, }, table#3498 { ["itemType"] = table#3499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4981822", }, ["subjectLabel"] = table#3501 { ["type"] = "literal", ["value"] = "Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails", ["xml:lang"] = "en", }, }, table#3502 { ["itemType"] = table#3503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4981992", }, ["subjectLabel"] = table#3505 { ["type"] = "literal", ["value"] = "A Law of Large Numbers for the Power Variation of Fractional Lévy Processes", ["xml:lang"] = "en", }, }, table#3506 { ["itemType"] = table#3507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4986424", }, ["subjectLabel"] = table#3509 { ["type"] = "literal", ["value"] = "An anticipative stochastic minimum principle under enlarged filtrations", ["xml:lang"] = "en", }, }, table#3510 { ["itemType"] = table#3511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4988556", }, ["subjectLabel"] = table#3513 { ["type"] = "literal", ["value"] = "Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing", ["xml:lang"] = "en", }, }, table#3514 { ["itemType"] = table#3515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4994350", }, ["subjectLabel"] = table#3517 { ["type"] = "literal", ["value"] = "Optimal Hedging in Incomplete Markets", ["xml:lang"] = "en", }, }, table#3518 { ["itemType"] = table#3519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4994676", }, ["subjectLabel"] = table#3521 { ["type"] = "literal", ["value"] = "A Multiple Curve Lévy Swap Market Model", ["xml:lang"] = "en", }, }, table#3522 { ["itemType"] = table#3523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4997082", }, ["subjectLabel"] = table#3525 { ["type"] = "literal", ["value"] = "Random representation of Blasius’ formula through stochastic complex integrals", ["xml:lang"] = "en", }, }, table#3526 { ["itemType"] = table#3527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4997193", }, ["subjectLabel"] = table#3529 { ["type"] = "literal", ["value"] = "Exact simulation of Ornstein–Uhlenbeck tempered stable processes", ["xml:lang"] = "en", }, }, table#3530 { ["itemType"] = table#3531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4997380", }, ["subjectLabel"] = table#3533 { ["type"] = "literal", ["value"] = "Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions", ["xml:lang"] = "en", }, }, table#3534 { ["itemType"] = table#3535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4997859", }, ["subjectLabel"] = table#3537 { ["type"] = "literal", ["value"] = "Maximum principles for nonlocal parabolic Waldenfels operators", ["xml:lang"] = "en", }, }, table#3538 { ["itemType"] = table#3539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q4999353", }, ["subjectLabel"] = table#3541 { ["type"] = "literal", ["value"] = "Multikernel Regression with Sparsity Constraint", ["xml:lang"] = "en", }, }, table#3542 { ["itemType"] = table#3543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5000394", }, ["subjectLabel"] = table#3545 { ["type"] = "literal", ["value"] = "Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions", ["xml:lang"] = "en", }, }, table#3546 { ["itemType"] = table#3547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5001151", }, ["subjectLabel"] = table#3549 { ["type"] = "literal", ["value"] = "The multivariate Variance Gamma model: basket option pricing and calibration", ["xml:lang"] = "en", }, }, table#3550 { ["itemType"] = table#3551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5001188", }, ["subjectLabel"] = table#3553 { ["type"] = "literal", ["value"] = "Dependence calibration and portfolio fit with factor-based subordinators", ["xml:lang"] = "en", }, }, table#3554 { ["itemType"] = table#3555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5001192", }, ["subjectLabel"] = table#3557 { ["type"] = "literal", ["value"] = "Modelling electricity prices: a time change approach", ["xml:lang"] = "en", }, }, table#3558 { ["itemType"] = table#3559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5002186", }, ["subjectLabel"] = table#3561 { ["type"] = "literal", ["value"] = "Lifshitz tail for continuous Anderson models driven by Lévy operators", ["xml:lang"] = "en", }, }, table#3562 { ["itemType"] = table#3563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5003655", }, ["subjectLabel"] = table#3565 { ["type"] = "literal", ["value"] = "On Davie’s uniqueness for some degenerate SDEs", ["xml:lang"] = "en", }, }, table#3566 { ["itemType"] = table#3567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5005712", }, ["subjectLabel"] = table#3569 { ["type"] = "literal", ["value"] = "Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes", ["xml:lang"] = "en", }, }, table#3570 { ["itemType"] = table#3571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5005713", }, ["subjectLabel"] = table#3573 { ["type"] = "literal", ["value"] = "Association and Other Forms of Positive Dependence for Feller Evolution Systems", ["xml:lang"] = "en", }, }, table#3574 { ["itemType"] = table#3575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5010074", }, ["subjectLabel"] = table#3577 { ["type"] = "literal", ["value"] = "FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK", ["xml:lang"] = "en", }, }, table#3578 { ["itemType"] = table#3579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5011744", }, ["subjectLabel"] = table#3581 { ["type"] = "literal", ["value"] = "Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient", ["xml:lang"] = "en", }, }, table#3582 { ["itemType"] = table#3583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5013250", }, ["subjectLabel"] = table#3585 { ["type"] = "literal", ["value"] = "Fragmentations with self-similar branching speeds", ["xml:lang"] = "en", }, }, table#3586 { ["itemType"] = table#3587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5014183", }, ["subjectLabel"] = table#3589 { ["type"] = "literal", ["value"] = "Multivariate continuous-time modeling of wind indexes and hedging of wind risk", ["xml:lang"] = "en", }, }, table#3590 { ["itemType"] = table#3591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5014298", }, ["subjectLabel"] = table#3593 { ["type"] = "literal", ["value"] = "Necessity of weak subordination for some strongly subordinated Lévy processes", ["xml:lang"] = "en", }, }, table#3594 { ["itemType"] = table#3595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5014721", }, ["subjectLabel"] = table#3597 { ["type"] = "literal", ["value"] = "Blow up of nonautonomous fractional reaction-diffusion systems", ["xml:lang"] = "en", }, }, table#3598 { ["itemType"] = table#3599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5015515", }, ["subjectLabel"] = table#3601 { ["type"] = "literal", ["value"] = "Random invariant manifolds of stochastic evolution equations driven by Gaussian and non-Gaussian noises", ["xml:lang"] = "en", }, }, table#3602 { ["itemType"] = table#3603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1991701", }, ["subjectLabel"] = table#3605 { ["type"] = "literal", ["value"] = "Exponential ergodicity for SDEs under the total variation", ["xml:lang"] = "en", }, }, table#3606 { ["itemType"] = table#3607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1991716", }, ["subjectLabel"] = table#3609 { ["type"] = "literal", ["value"] = "Extension technique for complete Bernstein functions of the Laplace operator", ["xml:lang"] = "en", }, }, table#3610 { ["itemType"] = table#3611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1992150", }, ["subjectLabel"] = table#3613 { ["type"] = "literal", ["value"] = "Discretization error for a two-sided reflected Lévy process", ["xml:lang"] = "en", }, }, table#3614 { ["itemType"] = table#3615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1996830", }, ["subjectLabel"] = table#3617 { ["type"] = "literal", ["value"] = "On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity", ["xml:lang"] = "en", }, }, table#3618 { ["itemType"] = table#3619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1998313", }, ["subjectLabel"] = table#3621 { ["type"] = "literal", ["value"] = "Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity", ["xml:lang"] = "en", }, }, table#3622 { ["itemType"] = table#3623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q1999924", }, ["subjectLabel"] = table#3625 { ["type"] = "literal", ["value"] = "The first hitting time of the integers by symmetric Lévy processes", ["xml:lang"] = "en", }, }, table#3626 { ["itemType"] = table#3627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2000497", }, ["subjectLabel"] = table#3629 { ["type"] = "literal", ["value"] = "Fokker-Planck equation driven by asymmetric Lévy motion", ["xml:lang"] = "en", }, }, table#3630 { ["itemType"] = table#3631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2002645", }, ["subjectLabel"] = table#3633 { ["type"] = "literal", ["value"] = "Firm growth and Laplace distribution: the importance of large jumps", ["xml:lang"] = "en", }, }, table#3634 { ["itemType"] = table#3635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2006127", }, ["subjectLabel"] = table#3637 { ["type"] = "literal", ["value"] = "Pricing approximations and error estimates for local Lévy-type models with default", ["xml:lang"] = "en", }, }, table#3638 { ["itemType"] = table#3639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2006372", }, ["subjectLabel"] = table#3641 { ["type"] = "literal", ["value"] = "Isoperimetric inequalities for non-local Dirichlet forms", ["xml:lang"] = "en", }, }, table#3642 { ["itemType"] = table#3643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2006753", }, ["subjectLabel"] = table#3645 { ["type"] = "literal", ["value"] = "About atomless random measures on \$\\delta \$-rings", ["xml:lang"] = "en", }, }, table#3646 { ["itemType"] = table#3647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2006758", }, ["subjectLabel"] = table#3649 { ["type"] = "literal", ["value"] = "Parameter estimation for one-sided heavy-tailed distributions", ["xml:lang"] = "en", }, }, table#3650 { ["itemType"] = table#3651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2007291", }, ["subjectLabel"] = table#3653 { ["type"] = "literal", ["value"] = "Generalized local and nonlocal master equations for some stochastic processes", ["xml:lang"] = "en", }, }, table#3654 { ["itemType"] = table#3655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2007961", }, ["subjectLabel"] = table#3657 { ["type"] = "literal", ["value"] = "Time fractional Poisson equations: representations and estimates", ["xml:lang"] = "en", }, }, table#3658 { ["itemType"] = table#3659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2010117", }, ["subjectLabel"] = table#3661 { ["type"] = "literal", ["value"] = "Minimal variance hedging in multicurve interest rate modeling", ["xml:lang"] = "en", }, }, table#3662 { ["itemType"] = table#3663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2012597", }, ["subjectLabel"] = table#3665 { ["type"] = "literal", ["value"] = "Approximation of CVaR minimization for hedging under exponential-Lévy models", ["xml:lang"] = "en", }, }, table#3666 { ["itemType"] = table#3667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2015644", }, ["subjectLabel"] = table#3669 { ["type"] = "literal", ["value"] = "Optimal dividend problem with a terminal value for spectrally positive Lévy processes", ["xml:lang"] = "en", }, }, table#3670 { ["itemType"] = table#3671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2016260", }, ["subjectLabel"] = table#3673 { ["type"] = "literal", ["value"] = "Probabilistic approach to free boundary problems and pricing of American options", ["xml:lang"] = "en", }, }, table#3674 { ["itemType"] = table#3675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2019050", }, ["subjectLabel"] = table#3677 { ["type"] = "literal", ["value"] = "On generalized stable and related laws", ["xml:lang"] = "en", }, }, table#3678 { ["itemType"] = table#3679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2019174", }, ["subjectLabel"] = table#3681 { ["type"] = "literal", ["value"] = "Anticipated backward stochastic differential equations driven by the Teugels martingales", ["xml:lang"] = "en", }, }, table#3682 { ["itemType"] = table#3683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2019315", }, ["subjectLabel"] = table#3685 { ["type"] = "literal", ["value"] = "Semilinear equations for non-local operators: beyond the fractional Laplacian", ["xml:lang"] = "en", }, }, table#3686 { ["itemType"] = table#3687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2019637", }, ["subjectLabel"] = table#3689 { ["type"] = "literal", ["value"] = "Integro-differential equations generated by stochastic problems", ["xml:lang"] = "en", }, }, table#3690 { ["itemType"] = table#3691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2019741", }, ["subjectLabel"] = table#3693 { ["type"] = "literal", ["value"] = "Space-time duality for semi-fractional diffusions", ["xml:lang"] = "en", }, }, table#3694 { ["itemType"] = table#3695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2020218", }, ["subjectLabel"] = table#3697 { ["type"] = "literal", ["value"] = "An \$L_q (L_p)\$-theory for diffusion equations with space-time nonlocal operators", ["xml:lang"] = "en", }, }, table#3698 { ["itemType"] = table#3699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2020233", }, ["subjectLabel"] = table#3701 { ["type"] = "literal", ["value"] = "Monte Carlo estimation of the solution of fractional partial differential equations", ["xml:lang"] = "en", }, }, table#3702 { ["itemType"] = table#3703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2020320", }, ["subjectLabel"] = table#3705 { ["type"] = "literal", ["value"] = "Approximate controllability of second-order stochastic differential systems driven by a Lévy process", ["xml:lang"] = "en", }, }, table#3706 { ["itemType"] = table#3707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2021615", }, ["subjectLabel"] = table#3709 { ["type"] = "literal", ["value"] = "Lewis model revisited: option pricing with Lévy processes", ["xml:lang"] = "en", }, }, table#3710 { ["itemType"] = table#3711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2021727", }, ["subjectLabel"] = table#3713 { ["type"] = "literal", ["value"] = "Periodic homogenization of a Lévy-type process with small jumps", ["xml:lang"] = "en", }, }, table#3714 { ["itemType"] = table#3715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2022313", }, ["subjectLabel"] = table#3717 { ["type"] = "literal", ["value"] = "Random transformations and invariance of semimartingales on Lie groups", ["xml:lang"] = "en", }, }, table#3718 { ["itemType"] = table#3719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2022558", }, ["subjectLabel"] = table#3721 { ["type"] = "literal", ["value"] = "Compound vectors of subordinators and their associated positive Lévy copulas", ["xml:lang"] = "en", }, }, table#3722 { ["itemType"] = table#3723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2022607", }, ["subjectLabel"] = table#3725 { ["type"] = "literal", ["value"] = "Stochastic SIR Lévy jump model with heavy-tailed increments", ["xml:lang"] = "en", }, }, table#3726 { ["itemType"] = table#3727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2023071", }, ["subjectLabel"] = table#3729 { ["type"] = "literal", ["value"] = "Conformal accelerations method and efficient evaluation of stable distributions", ["xml:lang"] = "en", }, }, table#3730 { ["itemType"] = table#3731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2023469", }, ["subjectLabel"] = table#3733 { ["type"] = "literal", ["value"] = "Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails", ["xml:lang"] = "en", }, }, table#3734 { ["itemType"] = table#3735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2024504", }, ["subjectLabel"] = table#3737 { ["type"] = "literal", ["value"] = "Rescaling limits of the spatial Lambda-Fleming-Viot process with selection", ["xml:lang"] = "en", }, }, table#3738 { ["itemType"] = table#3739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2024520", }, ["subjectLabel"] = table#3741 { ["type"] = "literal", ["value"] = "Diffusions on a space of interval partitions: construction from marked Lévy processes", ["xml:lang"] = "en", }, }, table#3742 { ["itemType"] = table#3743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2024616", }, ["subjectLabel"] = table#3745 { ["type"] = "literal", ["value"] = "FFT-network for bivariate Lévy option pricing", ["xml:lang"] = "en", }, }, table#3746 { ["itemType"] = table#3747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2028832", }, ["subjectLabel"] = table#3749 { ["type"] = "literal", ["value"] = "A data-driven framework for consistent financial valuation and risk measurement", ["xml:lang"] = "en", }, }, table#3750 { ["itemType"] = table#3751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2029744", }, ["subjectLabel"] = table#3753 { ["type"] = "literal", ["value"] = "On discrete-time semi-Markov processes", ["xml:lang"] = "en", }, }, table#3754 { ["itemType"] = table#3755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2029771", }, ["subjectLabel"] = table#3757 { ["type"] = "literal", ["value"] = "On estimation of quadratic variation for multivariate pure jump semimartingales", ["xml:lang"] = "en", }, }, table#3758 { ["itemType"] = table#3759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2030297", }, ["subjectLabel"] = table#3761 { ["type"] = "literal", ["value"] = "Simplified stochastic calculus with applications in economics and finance", ["xml:lang"] = "en", }, }, table#3762 { ["itemType"] = table#3763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2031021", }, ["subjectLabel"] = table#3765 { ["type"] = "literal", ["value"] = "On occupation times of one-dimensional diffusions", ["xml:lang"] = "en", }, }, table#3766 { ["itemType"] = table#3767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2032233", }, ["subjectLabel"] = table#3769 { ["type"] = "literal", ["value"] = "On the transition laws of \$p\$-tempered \$\\alpha \$-stable OU-processes", ["xml:lang"] = "en", }, }, table#3770 { ["itemType"] = table#3771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2037546", }, ["subjectLabel"] = table#3773 { ["type"] = "literal", ["value"] = "Number of edges in inhomogeneous random graphs", ["xml:lang"] = "en", }, }, table#3774 { ["itemType"] = table#3775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2038248", }, ["subjectLabel"] = table#3777 { ["type"] = "literal", ["value"] = "A Fourier-cosine method for finite-time ruin probabilities", ["xml:lang"] = "en", }, }, table#3778 { ["itemType"] = table#3779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2038276", }, ["subjectLabel"] = table#3781 { ["type"] = "literal", ["value"] = "\$G\$-Lévy processes under sublinear expectations", ["xml:lang"] = "en", }, }, table#3782 { ["itemType"] = table#3783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2039094", }, ["subjectLabel"] = table#3785 { ["type"] = "literal", ["value"] = "Two theorems on Hunt's hypothesis (H) for Markov processes", ["xml:lang"] = "en", }, }, table#3786 { ["itemType"] = table#3787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2039766", }, ["subjectLabel"] = table#3789 { ["type"] = "literal", ["value"] = "Lévy-Ito models in finance", ["xml:lang"] = "en", }, }, table#3790 { ["itemType"] = table#3791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2041743", }, ["subjectLabel"] = table#3793 { ["type"] = "literal", ["value"] = "Multivariate tempered stable random fields", ["xml:lang"] = "en", }, }, table#3794 { ["itemType"] = table#3795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2041829", }, ["subjectLabel"] = table#3797 { ["type"] = "literal", ["value"] = "Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps", ["xml:lang"] = "en", }, }, table#3798 { ["itemType"] = table#3799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2042041", }, ["subjectLabel"] = table#3801 { ["type"] = "literal", ["value"] = "Stein's method for asymmetric \$\\alpha \$-stable distributions, with application to the stable CLT", ["xml:lang"] = "en", }, }, table#3802 { ["itemType"] = table#3803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2042761", }, ["subjectLabel"] = table#3805 { ["type"] = "literal", ["value"] = "The area under a spectrally positive stable excursion and other related processes", ["xml:lang"] = "en", }, }, table#3806 { ["itemType"] = table#3807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2042808", }, ["subjectLabel"] = table#3809 { ["type"] = "literal", ["value"] = "Intermittency and infinite variance: the case of integrated supou processes", ["xml:lang"] = "en", }, }, table#3810 { ["itemType"] = table#3811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2042815", }, ["subjectLabel"] = table#3813 { ["type"] = "literal", ["value"] = "Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin", ["xml:lang"] = "en", }, }, table#3814 { ["itemType"] = table#3815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2042844", }, ["subjectLabel"] = table#3817 { ["type"] = "literal", ["value"] = "Completely random measures and Lévy bases in free probability", ["xml:lang"] = "en", }, }, table#3818 { ["itemType"] = table#3819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2044686", }, ["subjectLabel"] = table#3821 { ["type"] = "literal", ["value"] = "Convex semigroups on \$L^p\$-like spaces", ["xml:lang"] = "en", }, }, table#3822 { ["itemType"] = table#3823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2045167", }, ["subjectLabel"] = table#3825 { ["type"] = "literal", ["value"] = "Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators", ["xml:lang"] = "en", }, }, table#3826 { ["itemType"] = table#3827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2045415", }, ["subjectLabel"] = table#3829 { ["type"] = "literal", ["value"] = "On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure", ["xml:lang"] = "en", }, }, table#3830 { ["itemType"] = table#3831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2046069", }, ["subjectLabel"] = table#3833 { ["type"] = "literal", ["value"] = "Self-similar Cauchy problems and generalized Mittag-Leffler functions", ["xml:lang"] = "en", }, }, table#3834 { ["itemType"] = table#3835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2047826", }, ["subjectLabel"] = table#3837 { ["type"] = "literal", ["value"] = "Poisson integral type quarantine in a stochastic SIR system", ["xml:lang"] = "en", }, }, table#3838 { ["itemType"] = table#3839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2048138", }, ["subjectLabel"] = table#3841 { ["type"] = "literal", ["value"] = "Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders", ["xml:lang"] = "en", }, }, table#3842 { ["itemType"] = table#3843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2050307", }, ["subjectLabel"] = table#3845 { ["type"] = "literal", ["value"] = "Recent developments on fractional point processes", ["xml:lang"] = "en", }, }, table#3846 { ["itemType"] = table#3847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2052802", }, ["subjectLabel"] = table#3849 { ["type"] = "literal", ["value"] = "Blow up of solutions of a nonlinear anomalous reaction-diffusion system", ["xml:lang"] = "en", }, }, table#3850 { ["itemType"] = table#3851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2053576", }, ["subjectLabel"] = table#3853 { ["type"] = "literal", ["value"] = "Three classes of decomposable distributions", ["xml:lang"] = "en", }, }, table#3854 { ["itemType"] = table#3855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2054539", }, ["subjectLabel"] = table#3857 { ["type"] = "literal", ["value"] = "Measuring dependence in the Wasserstein distance for Bayesian nonparametric models", ["xml:lang"] = "en", }, }, table#3858 { ["itemType"] = table#3859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2060433", }, ["subjectLabel"] = table#3861 { ["type"] = "literal", ["value"] = "CDS pricing with fractional Hawkes processes", ["xml:lang"] = "en", }, }, table#3862 { ["itemType"] = table#3863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2062453", }, ["subjectLabel"] = table#3865 { ["type"] = "literal", ["value"] = "On nonnegative solutions of SDDEs with an application to CARMA processes", ["xml:lang"] = "en", }, }, table#3866 { ["itemType"] = table#3867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2063033", }, ["subjectLabel"] = table#3869 { ["type"] = "literal", ["value"] = "Continuous-time limits of multi-period cost-of-capital margins", ["xml:lang"] = "en", }, }, table#3870 { ["itemType"] = table#3871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2064645", }, ["subjectLabel"] = table#3873 { ["type"] = "literal", ["value"] = "A new approach to wind power futures pricing", ["xml:lang"] = "en", }, }, table#3874 { ["itemType"] = table#3875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2064647", }, ["subjectLabel"] = table#3877 { ["type"] = "literal", ["value"] = "Correlating Lévy processes with self-decomposability: applications to energy markets", ["xml:lang"] = "en", }, }, table#3878 { ["itemType"] = table#3879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2064848", }, ["subjectLabel"] = table#3881 { ["type"] = "literal", ["value"] = "Limits of random walks with distributionally robust transition probabilities", ["xml:lang"] = "en", }, }, table#3882 { ["itemType"] = table#3883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2064885", }, ["subjectLabel"] = table#3885 { ["type"] = "literal", ["value"] = "Generalized Peano problem with Lévy noise", ["xml:lang"] = "en", }, }, table#3886 { ["itemType"] = table#3887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2065473", }, ["subjectLabel"] = table#3889 { ["type"] = "literal", ["value"] = "Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process", ["xml:lang"] = "en", }, }, table#3890 { ["itemType"] = table#3891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2065596", }, ["subjectLabel"] = table#3893 { ["type"] = "literal", ["value"] = "Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems", ["xml:lang"] = "en", }, }, table#3894 { ["itemType"] = table#3895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2068453", }, ["subjectLabel"] = table#3897 { ["type"] = "literal", ["value"] = "A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing", ["xml:lang"] = "en", }, }, table#3898 { ["itemType"] = table#3899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2074454", }, ["subjectLabel"] = table#3901 { ["type"] = "literal", ["value"] = "The \$\\alpha \$-dependence of the invariant measure of stochastic real Ginzburg-Landau equation driven by \$\\alpha \$-stable Lévy processes", ["xml:lang"] = "en", }, }, table#3902 { ["itemType"] = table#3903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2074993", }, ["subjectLabel"] = table#3905 { ["type"] = "literal", ["value"] = "Multi-dimensional normal approximation of heavy-tailed moving averages", ["xml:lang"] = "en", }, }, table#3906 { ["itemType"] = table#3907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2075303", }, ["subjectLabel"] = table#3909 { ["type"] = "literal", ["value"] = "Monotone systems involving variable-order nonlocal operators", ["xml:lang"] = "en", }, }, table#3910 { ["itemType"] = table#3911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2075425", }, ["subjectLabel"] = table#3913 { ["type"] = "literal", ["value"] = "Poisson stable solutions for stochastic differential equations with Lévy noise", ["xml:lang"] = "en", }, }, table#3914 { ["itemType"] = table#3915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2076312", }, ["subjectLabel"] = table#3917 { ["type"] = "literal", ["value"] = "Optimal Hardy inequality for the fractional Laplacian on \$L^p\$", ["xml:lang"] = "en", }, }, table#3918 { ["itemType"] = table#3919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2076622", }, ["subjectLabel"] = table#3921 { ["type"] = "literal", ["value"] = "Lévy processes on smooth manifolds with a connection", ["xml:lang"] = "en", }, }, table#3922 { ["itemType"] = table#3923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2076856", }, ["subjectLabel"] = table#3925 { ["type"] = "literal", ["value"] = "Model risk in the over-the-counter market", ["xml:lang"] = "en", }, }, table#3926 { ["itemType"] = table#3927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2077868", }, ["subjectLabel"] = table#3929 { ["type"] = "literal", ["value"] = "Shot noise, weak convergence and diffusion approximations", ["xml:lang"] = "en", }, }, table#3930 { ["itemType"] = table#3931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2078023", }, ["subjectLabel"] = table#3933 { ["type"] = "literal", ["value"] = "Excursions away from the Lipschitz minorant of a Lévy process", ["xml:lang"] = "en", }, }, table#3934 { ["itemType"] = table#3935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2078590", }, ["subjectLabel"] = table#3937 { ["type"] = "literal", ["value"] = "Schrödinger equations with smooth measure potential and general measure data", ["xml:lang"] = "en", }, }, table#3938 { ["itemType"] = table#3939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2080140", }, ["subjectLabel"] = table#3941 { ["type"] = "literal", ["value"] = "On Doney's striking factorization of the arc-sine law", ["xml:lang"] = "en", }, }, table#3942 { ["itemType"] = table#3943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2080148", }, ["subjectLabel"] = table#3945 { ["type"] = "literal", ["value"] = "A transformation for spectrally negative Lévy processes and applications", ["xml:lang"] = "en", }, }, table#3946 { ["itemType"] = table#3947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2080152", }, ["subjectLabel"] = table#3949 { ["type"] = "literal", ["value"] = "No-tie conditions for large values of extremal processes", ["xml:lang"] = "en", }, }, table#3950 { ["itemType"] = table#3951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2080363", }, ["subjectLabel"] = table#3953 { ["type"] = "literal", ["value"] = "Exact simulation of normal tempered stable processes of OU type with applications", ["xml:lang"] = "en", }, }, table#3954 { ["itemType"] = table#3955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2084688", }, ["subjectLabel"] = table#3957 { ["type"] = "literal", ["value"] = "Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps", ["xml:lang"] = "en", }, }, table#3958 { ["itemType"] = table#3959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2088244", }, ["subjectLabel"] = table#3961 { ["type"] = "literal", ["value"] = "Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise", ["xml:lang"] = "en", }, }, table#3962 { ["itemType"] = table#3963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2088473", }, ["subjectLabel"] = table#3965 { ["type"] = "literal", ["value"] = "Scattering lengths for additive functionals and their semi-classical asymptotics", ["xml:lang"] = "en", }, }, table#3966 { ["itemType"] = table#3967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2090603", }, ["subjectLabel"] = table#3969 { ["type"] = "literal", ["value"] = "Construction of continuous-state branching processes in varying environments", ["xml:lang"] = "en", }, }, table#3970 { ["itemType"] = table#3971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2091523", }, ["subjectLabel"] = table#3973 { ["type"] = "literal", ["value"] = "Exit problems for positive self-similar Markov processes with one-sided jumps", ["xml:lang"] = "en", }, }, table#3974 { ["itemType"] = table#3975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2093695", }, ["subjectLabel"] = table#3977 { ["type"] = "literal", ["value"] = "Regularity of an abstract Wiener integral", ["xml:lang"] = "en", }, }, table#3978 { ["itemType"] = table#3979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2095765", }, ["subjectLabel"] = table#3981 { ["type"] = "literal", ["value"] = "Fast simulation of tempered stable Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#3982 { ["itemType"] = table#3983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2098011", }, ["subjectLabel"] = table#3985 { ["type"] = "literal", ["value"] = "Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution", ["xml:lang"] = "en", }, }, table#3986 { ["itemType"] = table#3987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2101467", }, ["subjectLabel"] = table#3989 { ["type"] = "literal", ["value"] = "Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences", ["xml:lang"] = "en", }, }, table#3990 { ["itemType"] = table#3991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2104006", }, ["subjectLabel"] = table#3993 { ["type"] = "literal", ["value"] = "Efficient simulation of \$p\$-tempered \$\\alpha\$-stable OU processes", ["xml:lang"] = "en", }, }, table#3994 { ["itemType"] = table#3995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#3996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2106767", }, ["subjectLabel"] = table#3997 { ["type"] = "literal", ["value"] = "A unified approach to Stein's method for stable distributions", ["xml:lang"] = "en", }, }, table#3998 { ["itemType"] = table#3999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2106793", }, ["subjectLabel"] = table#4001 { ["type"] = "literal", ["value"] = "Modeling spatial tail dependence with Cauchy convolution processes", ["xml:lang"] = "en", }, }, table#4002 { ["itemType"] = table#4003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5031847", }, ["subjectLabel"] = table#4005 { ["type"] = "literal", ["value"] = "Multinomial method for option pricing under Variance Gamma", ["xml:lang"] = "en", }, }, table#4006 { ["itemType"] = table#4007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5036094", }, ["subjectLabel"] = table#4009 { ["type"] = "literal", ["value"] = "First passage times over stochastic boundaries for subdiffusive processes", ["xml:lang"] = "en", }, }, table#4010 { ["itemType"] = table#4011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5038264", }, ["subjectLabel"] = table#4013 { ["type"] = "literal", ["value"] = "Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles", ["xml:lang"] = "en", }, }, table#4014 { ["itemType"] = table#4015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5038270", }, ["subjectLabel"] = table#4017 { ["type"] = "literal", ["value"] = "On Lévy Semistationary Processes with a Gamma Kernel", ["xml:lang"] = "en", }, }, table#4018 { ["itemType"] = table#4019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5042555", }, ["subjectLabel"] = table#4021 { ["type"] = "literal", ["value"] = "Stochastic complex integrals in a two-dimensional flow", ["xml:lang"] = "en", }, }, table#4022 { ["itemType"] = table#4023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5045202", }, ["subjectLabel"] = table#4025 { ["type"] = "literal", ["value"] = "Merton's Optimal Investment Problem with Jump Signals", ["xml:lang"] = "en", }, }, table#4026 { ["itemType"] = table#4027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5047939", }, ["subjectLabel"] = table#4029 { ["type"] = "literal", ["value"] = "Infinitesimal invariance of completely Random Measures for 2D Euler Equations", ["xml:lang"] = "en", }, }, table#4030 { ["itemType"] = table#4031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5048581", }, ["subjectLabel"] = table#4033 { ["type"] = "literal", ["value"] = "OPTION SURFACE STATISTICS WITH APPLICATIONS", ["xml:lang"] = "en", }, }, table#4034 { ["itemType"] = table#4035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5051522", }, ["subjectLabel"] = table#4037 { ["type"] = "literal", ["value"] = "TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION", ["xml:lang"] = "en", }, }, table#4038 { ["itemType"] = table#4039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5052738", }, ["subjectLabel"] = table#4041 { ["type"] = "literal", ["value"] = "Optimal statistical inference for subdiffusion processes", ["xml:lang"] = "en", }, }, table#4042 { ["itemType"] = table#4043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5053937", }, ["subjectLabel"] = table#4045 { ["type"] = "literal", ["value"] = "Classification of stochastic processes by convolutional neural networks", ["xml:lang"] = "en", }, }, table#4046 { ["itemType"] = table#4047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5057083", }, ["subjectLabel"] = table#4049 { ["type"] = "literal", ["value"] = "MCMC Algorithms for Posteriors on Matrix Spaces", ["xml:lang"] = "en", }, }, table#4050 { ["itemType"] = table#4051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5060372", }, ["subjectLabel"] = table#4053 { ["type"] = "literal", ["value"] = "Power-law Lévy processes, power-law vector random fields, and some extensions", ["xml:lang"] = "en", }, }, table#4054 { ["itemType"] = table#4055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5060380", }, ["subjectLabel"] = table#4057 { ["type"] = "literal", ["value"] = "Asymptotic degeneracy and subdiffusivity", ["xml:lang"] = "en", }, }, table#4058 { ["itemType"] = table#4059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5061487", }, ["subjectLabel"] = table#4061 { ["type"] = "literal", ["value"] = "LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES", ["xml:lang"] = "en", }, }, table#4062 { ["itemType"] = table#4063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5061497", }, ["subjectLabel"] = table#4065 { ["type"] = "literal", ["value"] = "SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS", ["xml:lang"] = "en", }, }, table#4066 { ["itemType"] = table#4067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5063334", }, ["subjectLabel"] = table#4069 { ["type"] = "literal", ["value"] = "Spectral expansions of non-self-adjoint generalized Laguerre semigroups", ["xml:lang"] = "en", }, }, table#4070 { ["itemType"] = table#4071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5063388", }, ["subjectLabel"] = table#4073 { ["type"] = "literal", ["value"] = "A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets", ["xml:lang"] = "en", }, }, table#4074 { ["itemType"] = table#4075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5065235", }, ["subjectLabel"] = table#4077 { ["type"] = "literal", ["value"] = "Gamma-related Ornstein–Uhlenbeck processes and their simulation*", ["xml:lang"] = "en", }, }, table#4078 { ["itemType"] = table#4079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5072909", }, ["subjectLabel"] = table#4081 { ["type"] = "literal", ["value"] = "Additive normal tempered stable processes for equity derivatives and power-law scaling", ["xml:lang"] = "en", }, }, table#4082 { ["itemType"] = table#4083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5139229", }, ["subjectLabel"] = table#4085 { ["type"] = "literal", ["value"] = "Book review", ["xml:lang"] = "en", }, }, table#4086 { ["itemType"] = table#4087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5075238", }, ["subjectLabel"] = table#4089 { ["type"] = "literal", ["value"] = "Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models", ["xml:lang"] = "en", }, }, table#4090 { ["itemType"] = table#4091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5075482", }, ["subjectLabel"] = table#4093 { ["type"] = "literal", ["value"] = "Karhunen–Loève expansions of Lévy processes", ["xml:lang"] = "en", }, }, table#4094 { ["itemType"] = table#4095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5077188", }, ["subjectLabel"] = table#4097 { ["type"] = "literal", ["value"] = "A note on the multivariate generalized asymmetric Laplace motion", ["xml:lang"] = "en", }, }, table#4098 { ["itemType"] = table#4099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5077485", }, ["subjectLabel"] = table#4101 { ["type"] = "literal", ["value"] = "Multi-modal tempered stable distributions and prosses with applications to finance", ["xml:lang"] = "en", }, }, table#4102 { ["itemType"] = table#4103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5077957", }, ["subjectLabel"] = table#4105 { ["type"] = "literal", ["value"] = "Fractional Lévy stable motion time-changed by gamma subordinator", ["xml:lang"] = "en", }, }, table#4106 { ["itemType"] = table#4107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5078010", }, ["subjectLabel"] = table#4109 { ["type"] = "literal", ["value"] = "Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator", ["xml:lang"] = "en", }, }, table#4110 { ["itemType"] = table#4111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5078124", }, ["subjectLabel"] = table#4113 { ["type"] = "literal", ["value"] = "Ergodicity for population dynamics driven by stable processes with Markovian switching", ["xml:lang"] = "en", }, }, table#4114 { ["itemType"] = table#4115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5078281", }, ["subjectLabel"] = table#4117 { ["type"] = "literal", ["value"] = "Tail asymptotic of discounted aggregate claims with compound dependence under risky investment", ["xml:lang"] = "en", }, }, table#4118 { ["itemType"] = table#4119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5078489", }, ["subjectLabel"] = table#4121 { ["type"] = "literal", ["value"] = "Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises", ["xml:lang"] = "en", }, }, table#4122 { ["itemType"] = table#4123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5079022", }, ["subjectLabel"] = table#4125 { ["type"] = "literal", ["value"] = "Parameter estimation for certain nonstationary processes driven by α-stable motions", ["xml:lang"] = "en", }, }, table#4126 { ["itemType"] = table#4127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5079360", }, ["subjectLabel"] = table#4129 { ["type"] = "literal", ["value"] = "Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models", ["xml:lang"] = "en", }, }, table#4130 { ["itemType"] = table#4131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5083992", }, ["subjectLabel"] = table#4133 { ["type"] = "literal", ["value"] = "Lévy modeled GMWB: Pricing with wavelets", ["xml:lang"] = "en", }, }, table#4134 { ["itemType"] = table#4135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5084793", }, ["subjectLabel"] = table#4137 { ["type"] = "literal", ["value"] = "On operator fractional Lévy motion: integral representations and time-reversibility", ["xml:lang"] = "en", }, }, table#4138 { ["itemType"] = table#4139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5085217", }, ["subjectLabel"] = table#4141 { ["type"] = "literal", ["value"] = "First passage times for some classes of fractional time-changed diffusions", ["xml:lang"] = "en", }, }, table#4142 { ["itemType"] = table#4143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5085825", }, ["subjectLabel"] = table#4145 { ["type"] = "literal", ["value"] = "First-exit times of an inverse Gaussian process", ["xml:lang"] = "en", }, }, table#4146 { ["itemType"] = table#4147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5085844", }, ["subjectLabel"] = table#4149 { ["type"] = "literal", ["value"] = "Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments", ["xml:lang"] = "en", }, }, table#4150 { ["itemType"] = table#4151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5086454", }, ["subjectLabel"] = table#4153 { ["type"] = "literal", ["value"] = "On some Markov processes related to a symmetric α-stable process", ["xml:lang"] = "en", }, }, table#4154 { ["itemType"] = table#4155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5086457", }, ["subjectLabel"] = table#4157 { ["type"] = "literal", ["value"] = "Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#4158 { ["itemType"] = table#4159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5086489", }, ["subjectLabel"] = table#4161 { ["type"] = "literal", ["value"] = "Stochastic delay differential equations and related autoregressive models", ["xml:lang"] = "en", }, }, table#4162 { ["itemType"] = table#4163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5086497", }, ["subjectLabel"] = table#4165 { ["type"] = "literal", ["value"] = "Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process", ["xml:lang"] = "en", }, }, table#4166 { ["itemType"] = table#4167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5086523", }, ["subjectLabel"] = table#4169 { ["type"] = "literal", ["value"] = "Product and moment formulas for iterated stochastic integrals (associated with Lévy processes)", ["xml:lang"] = "en", }, }, table#4170 { ["itemType"] = table#4171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5086527", }, ["subjectLabel"] = table#4173 { ["type"] = "literal", ["value"] = "Cointegrated continuous-time linear state-space and MCARMA models", ["xml:lang"] = "en", }, }, table#4174 { ["itemType"] = table#4175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5086534", }, ["subjectLabel"] = table#4177 { ["type"] = "literal", ["value"] = "On the minimal entropy martingale measure for Lévy processes", ["xml:lang"] = "en", }, }, table#4178 { ["itemType"] = table#4179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5086725", }, ["subjectLabel"] = table#4181 { ["type"] = "literal", ["value"] = "Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion", ["xml:lang"] = "en", }, }, table#4182 { ["itemType"] = table#4183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5087552", }, ["subjectLabel"] = table#4185 { ["type"] = "literal", ["value"] = "Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#4186 { ["itemType"] = table#4187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5090122", }, ["subjectLabel"] = table#4189 { ["type"] = "literal", ["value"] = "Modulation and Amplitude Equations on Bounded Domains for Nonlinear SPDEs Driven by Cylindrical $\\alpha$-stable Lévy Processes", ["xml:lang"] = "en", }, }, table#4190 { ["itemType"] = table#4191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5092661", }, ["subjectLabel"] = table#4193 { ["type"] = "literal", ["value"] = "An unsupervised deep learning approach to solving partial integro-differential equations", ["xml:lang"] = "en", }, }, table#4194 { ["itemType"] = table#4195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5093724", }, ["subjectLabel"] = table#4197 { ["type"] = "literal", ["value"] = "Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model", ["xml:lang"] = "en", }, }, table#4198 { ["itemType"] = table#4199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5094724", }, ["subjectLabel"] = table#4201 { ["type"] = "literal", ["value"] = "Finite Difference Method for Inhomogeneous Fractional Dirichlet Problem", ["xml:lang"] = "en", }, }, table#4202 { ["itemType"] = table#4203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5095827", }, ["subjectLabel"] = table#4205 { ["type"] = "literal", ["value"] = "Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#4206 { ["itemType"] = table#4207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5099870", }, ["subjectLabel"] = table#4209 { ["type"] = "literal", ["value"] = "Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes", ["xml:lang"] = "en", }, }, table#4210 { ["itemType"] = table#4211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5107760", }, ["subjectLabel"] = table#4213 { ["type"] = "literal", ["value"] = "On the simulation of general tempered stable Ornstein–Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#4214 { ["itemType"] = table#4215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5108144", }, ["subjectLabel"] = table#4217 { ["type"] = "literal", ["value"] = "The positive maximum principle on Lie groups", ["xml:lang"] = "en", }, }, table#4218 { ["itemType"] = table#4219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5108928", }, ["subjectLabel"] = table#4221 { ["type"] = "literal", ["value"] = "Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence", ["xml:lang"] = "en", }, }, table#4222 { ["itemType"] = table#4223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5109825", }, ["subjectLabel"] = table#4225 { ["type"] = "literal", ["value"] = "Typical long-time behavior of ground state-transformed jump processes", ["xml:lang"] = "en", }, }, table#4226 { ["itemType"] = table#4227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5026462", }, ["subjectLabel"] = table#4229 { ["type"] = "literal", ["value"] = "Extinction time of logistic branching processes in a Brownian environment", ["xml:lang"] = "en", }, }, table#4230 { ["itemType"] = table#4231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5114820", }, ["subjectLabel"] = table#4233 { ["type"] = "literal", ["value"] = "The complement value problem for non-local operators", ["xml:lang"] = "en", }, }, table#4234 { ["itemType"] = table#4235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5119413", }, ["subjectLabel"] = table#4237 { ["type"] = "literal", ["value"] = "Polynomial Jump-Diffusion Models", ["xml:lang"] = "en", }, }, table#4238 { ["itemType"] = table#4239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5122737", }, ["subjectLabel"] = table#4241 { ["type"] = "literal", ["value"] = "Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process", ["xml:lang"] = "en", }, }, table#4242 { ["itemType"] = table#4243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5124556", }, ["subjectLabel"] = table#4245 { ["type"] = "literal", ["value"] = "Nonlocal dissipation measure and L¹ kinetic theory for fractional conservation laws", ["xml:lang"] = "en", }, }, table#4246 { ["itemType"] = table#4247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5125171", }, ["subjectLabel"] = table#4249 { ["type"] = "literal", ["value"] = "Entrance laws at the origin of self-similar Markov processes in high dimensions", ["xml:lang"] = "en", }, }, table#4250 { ["itemType"] = table#4251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5126533", }, ["subjectLabel"] = table#4253 { ["type"] = "literal", ["value"] = "Mod-ϕ Convergence, II: Estimates on the Speed of Convergence", ["xml:lang"] = "en", }, }, table#4254 { ["itemType"] = table#4255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5126601", }, ["subjectLabel"] = table#4257 { ["type"] = "literal", ["value"] = "A Potential Theoretic Approach to Tanaka Formula for Asymmetric Lévy Processes", ["xml:lang"] = "en", }, }, table#4258 { ["itemType"] = table#4259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5133917", }, ["subjectLabel"] = table#4261 { ["type"] = "literal", ["value"] = "Weak well-posedness of multidimensional stable driven SDEs in the critical case", ["xml:lang"] = "en", }, }, table#4262 { ["itemType"] = table#4263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5135954", }, ["subjectLabel"] = table#4265 { ["type"] = "literal", ["value"] = "TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems", ["xml:lang"] = "en", }, }, table#4266 { ["itemType"] = table#4267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5139227", }, ["subjectLabel"] = table#4269 { ["type"] = "literal", ["value"] = "Forward or backward simulation? A comparative study", ["xml:lang"] = "en", }, }, table#4270 { ["itemType"] = table#4271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5139234", }, ["subjectLabel"] = table#4273 { ["type"] = "literal", ["value"] = "An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes", ["xml:lang"] = "en", }, }, table#4274 { ["itemType"] = table#4275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5139258", }, ["subjectLabel"] = table#4277 { ["type"] = "literal", ["value"] = "Forward-looking portfolio selection with multivariate non-Gaussian models", ["xml:lang"] = "en", }, }, table#4278 { ["itemType"] = table#4279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5139917", }, ["subjectLabel"] = table#4281 { ["type"] = "literal", ["value"] = "A temporal factorization at the maximum for certain positive self-similar Markov processes", ["xml:lang"] = "en", }, }, table#4282 { ["itemType"] = table#4283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5140098", }, ["subjectLabel"] = table#4285 { ["type"] = "literal", ["value"] = "Regulation Risk", ["xml:lang"] = "en", }, }, table#4286 { ["itemType"] = table#4287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5140967", }, ["subjectLabel"] = table#4289 { ["type"] = "literal", ["value"] = "The role of slow manifolds in parameter estimation for a multiscale stochastic system with α-stable Lévy noise", ["xml:lang"] = "en", }, }, table#4290 { ["itemType"] = table#4291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5144182", }, ["subjectLabel"] = table#4293 { ["type"] = "literal", ["value"] = "Rational Models for Inflation-Linked Derivatives", ["xml:lang"] = "en", }, }, table#4294 { ["itemType"] = table#4295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5147994", }, ["subjectLabel"] = table#4297 { ["type"] = "literal", ["value"] = "INFORMATION FLOW DEPENDENCE IN FINANCIAL MARKETS", ["xml:lang"] = "en", }, }, table#4298 { ["itemType"] = table#4299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5148008", }, ["subjectLabel"] = table#4301 { ["type"] = "literal", ["value"] = "MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS", ["xml:lang"] = "en", }, }, table#4302 { ["itemType"] = table#4303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5149267", }, ["subjectLabel"] = table#4305 { ["type"] = "literal", ["value"] = "Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives", ["xml:lang"] = "en", }, }, table#4306 { ["itemType"] = table#4307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5043554", }, ["subjectLabel"] = table#4309 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5043554", }, }, table#4310 { ["itemType"] = table#4311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5152522", }, ["subjectLabel"] = table#4313 { ["type"] = "literal", ["value"] = "On the steady state of continuous-time stochastic opinion dynamics with power-law confidence", ["xml:lang"] = "en", }, }, table#4314 { ["itemType"] = table#4315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5154006", }, ["subjectLabel"] = table#4317 { ["type"] = "literal", ["value"] = "An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function", ["xml:lang"] = "en", }, }, table#4318 { ["itemType"] = table#4319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5157351", }, ["subjectLabel"] = table#4321 { ["type"] = "literal", ["value"] = "Model verification for Lévy-driven CARMA(2,1) processes", ["xml:lang"] = "en", }, }, table#4322 { ["itemType"] = table#4323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5157722", }, ["subjectLabel"] = table#4325 { ["type"] = "literal", ["value"] = "Maximum likelihood estimation for symmetric α-stable Ornstein–Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#4326 { ["itemType"] = table#4327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5157731", }, ["subjectLabel"] = table#4329 { ["type"] = "literal", ["value"] = "Necessary and sufficient condition for ℳ2-convergence to a Lévy process for billiards with cusps at flat points", ["xml:lang"] = "en", }, }, table#4330 { ["itemType"] = table#4331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5157846", }, ["subjectLabel"] = table#4333 { ["type"] = "literal", ["value"] = "OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES", ["xml:lang"] = "en", }, }, table#4334 { ["itemType"] = table#4335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5158585", }, ["subjectLabel"] = table#4337 { ["type"] = "literal", ["value"] = "The structure of entrance laws for time-inhomogeneous Ornstein–Uhlenbeck processes with Lévy noise in Hilbert spaces", ["xml:lang"] = "en", }, }, table#4338 { ["itemType"] = table#4339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5158875", }, ["subjectLabel"] = table#4341 { ["type"] = "literal", ["value"] = "Stochastic bifurcation in single-species model induced by α-stable Lévy noise", ["xml:lang"] = "en", }, }, table#4342 { ["itemType"] = table#4343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5160056", }, ["subjectLabel"] = table#4345 { ["type"] = "literal", ["value"] = "A Fast Finite Difference Method for Tempered Fractional Diffusion Equations", ["xml:lang"] = "en", }, }, table#4346 { ["itemType"] = table#4347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5164999", }, ["subjectLabel"] = table#4349 { ["type"] = "literal", ["value"] = "Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes", ["xml:lang"] = "en", }, }, table#4350 { ["itemType"] = table#4351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5093985", }, ["subjectLabel"] = table#4353 { ["type"] = "literal", ["value"] = "Scaling limits for the block counting process and the fixation line of a class of $\\Lambda$-coalescents", ["xml:lang"] = "en", }, }, table#4354 { ["itemType"] = table#4355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5018408", }, ["subjectLabel"] = table#4357 { ["type"] = "literal", ["value"] = "Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise", ["xml:lang"] = "en", }, }, table#4358 { ["itemType"] = table#4359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5018745", }, ["subjectLabel"] = table#4361 { ["type"] = "literal", ["value"] = "On The Expected Discounted Penalty function for Lévy Risk Processes", ["xml:lang"] = "en", }, }, table#4362 { ["itemType"] = table#4363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5018870", }, ["subjectLabel"] = table#4365 { ["type"] = "literal", ["value"] = "Reaction-Subdiffusion Equations with Species-Dependent Movement", ["xml:lang"] = "en", }, }, table#4366 { ["itemType"] = table#4367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5020059", }, ["subjectLabel"] = table#4369 { ["type"] = "literal", ["value"] = "Hausdorff dimension, heavy tails, and generalization in neural networks*", ["xml:lang"] = "en", }, }, table#4370 { ["itemType"] = table#4371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5020844", }, ["subjectLabel"] = table#4373 { ["type"] = "literal", ["value"] = "Total Positivity from the Exponential Riordan Arrays", ["xml:lang"] = "en", }, }, table#4374 { ["itemType"] = table#4375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5022267", }, ["subjectLabel"] = table#4377 { ["type"] = "literal", ["value"] = "A generalised Dickman distribution and the number of species in a negative binomial process model", ["xml:lang"] = "en", }, }, table#4378 { ["itemType"] = table#4379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5022271", }, ["subjectLabel"] = table#4381 { ["type"] = "literal", ["value"] = "Ruin problems for epidemic insurance", ["xml:lang"] = "en", }, }, table#4382 { ["itemType"] = table#4383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5022289", }, ["subjectLabel"] = table#4385 { ["type"] = "literal", ["value"] = "Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process", ["xml:lang"] = "en", }, }, table#4386 { ["itemType"] = table#4387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5022781", }, ["subjectLabel"] = table#4389 { ["type"] = "literal", ["value"] = "Tempered Mittag-Leffler Lévy processes", ["xml:lang"] = "en", }, }, table#4390 { ["itemType"] = table#4391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5023939", }, ["subjectLabel"] = table#4393 { ["type"] = "literal", ["value"] = "The synchronization of coupled stochastic systems driven by symmetric α-stable process and Brownian motion", ["xml:lang"] = "en", }, }, table#4394 { ["itemType"] = table#4395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5029938", }, ["subjectLabel"] = table#4397 { ["type"] = "literal", ["value"] = "Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims", ["xml:lang"] = "en", }, }, table#4398 { ["itemType"] = table#4399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5030944", }, ["subjectLabel"] = table#4401 { ["type"] = "literal", ["value"] = "Nonparametric estimation of periodic signal disturbed by α-stable noises", ["xml:lang"] = "en", }, }, table#4402 { ["itemType"] = table#4403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2119658", }, ["subjectLabel"] = table#4405 { ["type"] = "literal", ["value"] = "On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators", ["xml:lang"] = "en", }, }, table#4406 { ["itemType"] = table#4407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2120532", }, ["subjectLabel"] = table#4409 { ["type"] = "literal", ["value"] = "Multifractal processes: definition, properties and new examples", ["xml:lang"] = "en", }, }, table#4410 { ["itemType"] = table#4411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2120539", }, ["subjectLabel"] = table#4413 { ["type"] = "literal", ["value"] = "Machine learning with kernels for portfolio valuation and risk management", ["xml:lang"] = "en", }, }, table#4414 { ["itemType"] = table#4415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2121274", }, ["subjectLabel"] = table#4417 { ["type"] = "literal", ["value"] = "Estimates of heat kernels of non-symmetric Lévy processes", ["xml:lang"] = "en", }, }, table#4418 { ["itemType"] = table#4419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2121445", }, ["subjectLabel"] = table#4421 { ["type"] = "literal", ["value"] = "Whittle estimation for continuous-time stationary state space models with finite second moments", ["xml:lang"] = "en", }, }, table#4422 { ["itemType"] = table#4423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2122409", }, ["subjectLabel"] = table#4425 { ["type"] = "literal", ["value"] = "Stability of a gene transcriptional regulatory system under non-Gaussian noise", ["xml:lang"] = "en", }, }, table#4426 { ["itemType"] = table#4427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2123270", }, ["subjectLabel"] = table#4429 { ["type"] = "literal", ["value"] = "A note on estimation of \$\\alpha\$-stable CARMA processes sampled at low frequencies", ["xml:lang"] = "en", }, }, table#4430 { ["itemType"] = table#4431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2126289", }, ["subjectLabel"] = table#4433 { ["type"] = "literal", ["value"] = "On a Lévy process pinned at random time", ["xml:lang"] = "en", }, }, table#4434 { ["itemType"] = table#4435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2135200", }, ["subjectLabel"] = table#4437 { ["type"] = "literal", ["value"] = "Strong renewal theorem and local limit theorem in the absence of regular variation", ["xml:lang"] = "en", }, }, table#4438 { ["itemType"] = table#4439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2135202", }, ["subjectLabel"] = table#4441 { ["type"] = "literal", ["value"] = "Non-integrable stable approximation by Stein's method", ["xml:lang"] = "en", }, }, table#4442 { ["itemType"] = table#4443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2136523", }, ["subjectLabel"] = table#4445 { ["type"] = "literal", ["value"] = "Multiple splitting for parabolic equations in almost periodic spaces", ["xml:lang"] = "en", }, }, table#4446 { ["itemType"] = table#4447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2137018", }, ["subjectLabel"] = table#4449 { ["type"] = "literal", ["value"] = "A Cramér-Wold device for infinite divisibility of \$\\mathbb{Z}^d \$-valued distributions", ["xml:lang"] = "en", }, }, table#4450 { ["itemType"] = table#4451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2137021", }, ["subjectLabel"] = table#4453 { ["type"] = "literal", ["value"] = "Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory", ["xml:lang"] = "en", }, }, table#4454 { ["itemType"] = table#4455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2137040", }, ["subjectLabel"] = table#4457 { ["type"] = "literal", ["value"] = "Multidimensional SDE with distributional drift and Lévy noise", ["xml:lang"] = "en", }, }, table#4458 { ["itemType"] = table#4459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2137643", }, ["subjectLabel"] = table#4461 { ["type"] = "literal", ["value"] = "Trade duration risk in subdiffusive financial models", ["xml:lang"] = "en", }, }, table#4462 { ["itemType"] = table#4463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2137798", }, ["subjectLabel"] = table#4465 { ["type"] = "literal", ["value"] = "Noise inference for ergodic Lévy driven SDE", ["xml:lang"] = "en", }, }, table#4466 { ["itemType"] = table#4467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2137817", }, ["subjectLabel"] = table#4469 { ["type"] = "literal", ["value"] = "Optimal \$L^2\$-approximation of occupation and local times for symmetric stable processes", ["xml:lang"] = "en", }, }, table#4470 { ["itemType"] = table#4471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2137885", }, ["subjectLabel"] = table#4473 { ["type"] = "literal", ["value"] = "On the domains of Dirichlet forms on metric measure spaces", ["xml:lang"] = "en", }, }, table#4474 { ["itemType"] = table#4475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2138618", }, ["subjectLabel"] = table#4477 { ["type"] = "literal", ["value"] = "On capital allocation for a risk measure derived from ruin theory", ["xml:lang"] = "en", }, }, table#4478 { ["itemType"] = table#4479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2141451", }, ["subjectLabel"] = table#4481 { ["type"] = "literal", ["value"] = "Semi-Lévy driven continuous-time GARCH process", ["xml:lang"] = "en", }, }, table#4482 { ["itemType"] = table#4483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2142457", }, ["subjectLabel"] = table#4485 { ["type"] = "literal", ["value"] = "On the closure under infinitely divisible distribution roots", ["xml:lang"] = "en", }, }, table#4486 { ["itemType"] = table#4487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2144193", }, ["subjectLabel"] = table#4489 { ["type"] = "literal", ["value"] = "Likelihood theory for the graph Ornstein-Uhlenbeck process", ["xml:lang"] = "en", }, }, table#4490 { ["itemType"] = table#4491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2144199", }, ["subjectLabel"] = table#4493 { ["type"] = "literal", ["value"] = "Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination", ["xml:lang"] = "en", }, }, table#4494 { ["itemType"] = table#4495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2144337", }, ["subjectLabel"] = table#4497 { ["type"] = "literal", ["value"] = "On directional convolution equivalent densities", ["xml:lang"] = "en", }, }, table#4498 { ["itemType"] = table#4499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2145204", }, ["subjectLabel"] = table#4501 { ["type"] = "literal", ["value"] = "Optimal harvesting policy of a stochastic two-species competitive model with Lévy noise in a polluted environment", ["xml:lang"] = "en", }, }, table#4502 { ["itemType"] = table#4503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2145769", }, ["subjectLabel"] = table#4505 { ["type"] = "literal", ["value"] = "Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure", ["xml:lang"] = "en", }, }, table#4506 { ["itemType"] = table#4507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2145848", }, ["subjectLabel"] = table#4509 { ["type"] = "literal", ["value"] = "Viscous Hamilton-Jacobi equations in exponential Orlicz hearts", ["xml:lang"] = "en", }, }, table#4510 { ["itemType"] = table#4511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2147665", }, ["subjectLabel"] = table#4513 { ["type"] = "literal", ["value"] = "Stable Lévy motion with inverse Gaussian subordinator", ["xml:lang"] = "en", }, }, table#4514 { ["itemType"] = table#4515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2148911", }, ["subjectLabel"] = table#4517 { ["type"] = "literal", ["value"] = "Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \$\\alpha\$-stable processes in \$\\mathbb{R}\$", ["xml:lang"] = "en", }, }, table#4518 { ["itemType"] = table#4519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2148969", }, ["subjectLabel"] = table#4521 { ["type"] = "literal", ["value"] = "Unbiased parameter inference for a class of partially observed Lévy-process models", ["xml:lang"] = "en", }, }, table#4522 { ["itemType"] = table#4523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2152238", }, ["subjectLabel"] = table#4525 { ["type"] = "literal", ["value"] = "Estimation of tempered stable Lévy models of infinite variation", ["xml:lang"] = "en", }, }, table#4526 { ["itemType"] = table#4527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2152247", }, ["subjectLabel"] = table#4529 { ["type"] = "literal", ["value"] = "On the risk of ruin in a SIS type epidemic", ["xml:lang"] = "en", }, }, table#4530 { ["itemType"] = table#4531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2152612", }, ["subjectLabel"] = table#4533 { ["type"] = "literal", ["value"] = "A Sobolev space theory for the stochastic partial differential equations with space-time non-local operators", ["xml:lang"] = "en", }, }, table#4534 { ["itemType"] = table#4535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2153085", }, ["subjectLabel"] = table#4537 { ["type"] = "literal", ["value"] = "Moments of continuous-state branching processes in Lévy random environments", ["xml:lang"] = "en", }, }, table#4538 { ["itemType"] = table#4539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2153377", }, ["subjectLabel"] = table#4541 { ["type"] = "literal", ["value"] = "A limit law for functionals of multiple independent fractional Brownian motions", ["xml:lang"] = "en", }, }, table#4542 { ["itemType"] = table#4543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2153520", }, ["subjectLabel"] = table#4545 { ["type"] = "literal", ["value"] = "On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance", ["xml:lang"] = "en", }, }, table#4546 { ["itemType"] = table#4547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2154241", }, ["subjectLabel"] = table#4549 { ["type"] = "literal", ["value"] = "Hitting probabilities of weighted Poisson processes with different intensities and their subordinations", ["xml:lang"] = "en", }, }, table#4550 { ["itemType"] = table#4551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2157412", }, ["subjectLabel"] = table#4553 { ["type"] = "literal", ["value"] = "Discrete tempered stable distributions", ["xml:lang"] = "en", }, }, table#4554 { ["itemType"] = table#4555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2158592", }, ["subjectLabel"] = table#4557 { ["type"] = "literal", ["value"] = "Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians", ["xml:lang"] = "en", }, }, table#4558 { ["itemType"] = table#4559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2159689", }, ["subjectLabel"] = table#4561 { ["type"] = "literal", ["value"] = "A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures", ["xml:lang"] = "en", }, }, table#4562 { ["itemType"] = table#4563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2162078", }, ["subjectLabel"] = table#4565 { ["type"] = "literal", ["value"] = "Linnik Lévy process and some extensions", ["xml:lang"] = "en", }, }, table#4566 { ["itemType"] = table#4567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2162576", }, ["subjectLabel"] = table#4569 { ["type"] = "literal", ["value"] = "Most probable transition pathways and maximal likely trajectories in a genetic regulatory system", ["xml:lang"] = "en", }, }, table#4570 { ["itemType"] = table#4571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2162581", }, ["subjectLabel"] = table#4573 { ["type"] = "literal", ["value"] = "Lévy noise induced escape in the Morris-Lecar model", ["xml:lang"] = "en", }, }, table#4574 { ["itemType"] = table#4575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2163689", }, ["subjectLabel"] = table#4577 { ["type"] = "literal", ["value"] = "Bimodality of the interspike interval distributions for subordinated diffusion models of integrate-and-fire neurons", ["xml:lang"] = "en", }, }, table#4578 { ["itemType"] = table#4579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2163888", }, ["subjectLabel"] = table#4581 { ["type"] = "literal", ["value"] = "Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation", ["xml:lang"] = "en", }, }, table#4582 { ["itemType"] = table#4583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2164789", }, ["subjectLabel"] = table#4585 { ["type"] = "literal", ["value"] = "Nonsingular Poisson suspensions", ["xml:lang"] = "en", }, }, table#4586 { ["itemType"] = table#4587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2165398", }, ["subjectLabel"] = table#4589 { ["type"] = "literal", ["value"] = "A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation", ["xml:lang"] = "en", }, }, table#4590 { ["itemType"] = table#4591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2169391", }, ["subjectLabel"] = table#4593 { ["type"] = "literal", ["value"] = "Lévy noise effects on Josephson junctions", ["xml:lang"] = "en", }, }, table#4594 { ["itemType"] = table#4595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2170250", }, ["subjectLabel"] = table#4597 { ["type"] = "literal", ["value"] = "On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution", ["xml:lang"] = "en", }, }, table#4598 { ["itemType"] = table#4599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2170289", }, ["subjectLabel"] = table#4601 { ["type"] = "literal", ["value"] = "Geometric step options and Lévy models: duality, pides, and semi-analytical pricing", ["xml:lang"] = "en", }, }, table#4602 { ["itemType"] = table#4603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2170654", }, ["subjectLabel"] = table#4605 { ["type"] = "literal", ["value"] = "Smoothing effect and derivative formulas for Ornstein-Uhlenbeck processes driven by subordinated cylindrical Brownian noises", ["xml:lang"] = "en", }, }, table#4606 { ["itemType"] = table#4607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2171600", }, ["subjectLabel"] = table#4609 { ["type"] = "literal", ["value"] = "On the stationary stochastic response of an order-constrained inventory system", ["xml:lang"] = "en", }, }, table#4610 { ["itemType"] = table#4611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2171999", }, ["subjectLabel"] = table#4613 { ["type"] = "literal", ["value"] = "Nonparametric jump variation measures from options", ["xml:lang"] = "en", }, }, table#4614 { ["itemType"] = table#4615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2172796", }, ["subjectLabel"] = table#4617 { ["type"] = "literal", ["value"] = "Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes", ["xml:lang"] = "en", }, }, table#4618 { ["itemType"] = table#4619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2173772", }, ["subjectLabel"] = table#4621 { ["type"] = "literal", ["value"] = "A kernel bound for non-symmetric stable distribution and its applications", ["xml:lang"] = "en", }, }, table#4622 { ["itemType"] = table#4623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2174800", }, ["subjectLabel"] = table#4625 { ["type"] = "literal", ["value"] = "The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation", ["xml:lang"] = "en", }, }, table#4626 { ["itemType"] = table#4627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2175480", }, ["subjectLabel"] = table#4629 { ["type"] = "literal", ["value"] = "Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean", ["xml:lang"] = "en", }, }, table#4630 { ["itemType"] = table#4631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2175765", }, ["subjectLabel"] = table#4633 { ["type"] = "literal", ["value"] = "Exact asymptotic formulas for the heat kernels of space and time-fractional equations", ["xml:lang"] = "en", }, }, table#4634 { ["itemType"] = table#4635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2176361", }, ["subjectLabel"] = table#4637 { ["type"] = "literal", ["value"] = "Calibration for weak variance-alpha-gamma processes", ["xml:lang"] = "en", }, }, table#4638 { ["itemType"] = table#4639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2176362", }, ["subjectLabel"] = table#4641 { ["type"] = "literal", ["value"] = "The least squares estimation for the \$\\alpha\$-stable Ornstein-Uhlenbeck process with constant drift", ["xml:lang"] = "en", }, }, table#4642 { ["itemType"] = table#4643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2178926", }, ["subjectLabel"] = table#4645 { ["type"] = "literal", ["value"] = "Logarithmic Lévy process directed by Poisson subordinator", ["xml:lang"] = "en", }, }, table#4646 { ["itemType"] = table#4647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2178927", }, ["subjectLabel"] = table#4649 { ["type"] = "literal", ["value"] = "On a linear functional for infinitely divisible moving average random fields", ["xml:lang"] = "en", }, }, table#4650 { ["itemType"] = table#4651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2179239", }, ["subjectLabel"] = table#4653 { ["type"] = "literal", ["value"] = "Some properties of the free stable distributions", ["xml:lang"] = "en", }, }, table#4654 { ["itemType"] = table#4655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2181611", }, ["subjectLabel"] = table#4657 { ["type"] = "literal", ["value"] = "Lévy processes and infinitely divisible measures in the dual of a nuclear space", ["xml:lang"] = "en", }, }, table#4658 { ["itemType"] = table#4659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2181613", }, ["subjectLabel"] = table#4661 { ["type"] = "literal", ["value"] = "Law of the first passage triple of a spectrally positive strictly stable process", ["xml:lang"] = "en", }, }, table#4662 { ["itemType"] = table#4663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2181620", }, ["subjectLabel"] = table#4665 { ["type"] = "literal", ["value"] = "Bridges with random length: gamma case", ["xml:lang"] = "en", }, }, table#4666 { ["itemType"] = table#4667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2181623", }, ["subjectLabel"] = table#4669 { ["type"] = "literal", ["value"] = "On distributions determined by their upward, space-time Wiener-Hopf factor", ["xml:lang"] = "en", }, }, table#4670 { ["itemType"] = table#4671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2181626", }, ["subjectLabel"] = table#4673 { ["type"] = "literal", ["value"] = "Stable Lévy motion with values in the Skorokhod space: construction and approximation", ["xml:lang"] = "en", }, }, table#4674 { ["itemType"] = table#4675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2182602", }, ["subjectLabel"] = table#4677 { ["type"] = "literal", ["value"] = "Lifschitz tail for alloy-type models driven by the fractional Laplacian", ["xml:lang"] = "en", }, }, table#4678 { ["itemType"] = table#4679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2182623", }, ["subjectLabel"] = table#4681 { ["type"] = "literal", ["value"] = "Law of two-sided exit by a spectrally positive strictly stable process", ["xml:lang"] = "en", }, }, table#4682 { ["itemType"] = table#4683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2182631", }, ["subjectLabel"] = table#4685 { ["type"] = "literal", ["value"] = "Existence of a density of the 2-dimensional stochastic Navier Stokes equation driven by Lévy processes or fractional Brownian motion", ["xml:lang"] = "en", }, }, table#4686 { ["itemType"] = table#4687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2184573", }, ["subjectLabel"] = table#4689 { ["type"] = "literal", ["value"] = "Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes", ["xml:lang"] = "en", }, }, table#4690 { ["itemType"] = table#4691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2184617", }, ["subjectLabel"] = table#4693 { ["type"] = "literal", ["value"] = "Compactness and continuity properties for a Lévy process at a two-sided exit time", ["xml:lang"] = "en", }, }, table#4694 { ["itemType"] = table#4695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2184825", }, ["subjectLabel"] = table#4697 { ["type"] = "literal", ["value"] = "Itô's formula for Gaussian processes with stochastic discontinuities", ["xml:lang"] = "en", }, }, table#4698 { ["itemType"] = table#4699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2186612", }, ["subjectLabel"] = table#4701 { ["type"] = "literal", ["value"] = "Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators", ["xml:lang"] = "en", }, }, table#4702 { ["itemType"] = table#4703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2186647", }, ["subjectLabel"] = table#4705 { ["type"] = "literal", ["value"] = "Malliavin smoothness on the Lévy space with Hölder continuous or \$B V\$ functionals", ["xml:lang"] = "en", }, }, table#4706 { ["itemType"] = table#4707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2189425", }, ["subjectLabel"] = table#4709 { ["type"] = "literal", ["value"] = "Vanishing viscosity limit of a conservation law regularised by a Riesz-Feller operator", ["xml:lang"] = "en", }, }, table#4710 { ["itemType"] = table#4711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2189719", }, ["subjectLabel"] = table#4713 { ["type"] = "literal", ["value"] = "Functional central limit theorems and \$P(\\phi )_1\$-processes for the relativistic and non-relativistic Nelson models", ["xml:lang"] = "en", }, }, table#4714 { ["itemType"] = table#4715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2194785", }, ["subjectLabel"] = table#4717 { ["type"] = "literal", ["value"] = "A weighted finite difference method for subdiffusive Black-Scholes model", ["xml:lang"] = "en", }, }, table#4718 { ["itemType"] = table#4719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2195558", }, ["subjectLabel"] = table#4721 { ["type"] = "literal", ["value"] = "Normal approximation of the solution to the stochastic heat equation with Lévy noise", ["xml:lang"] = "en", }, }, table#4722 { ["itemType"] = table#4723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2196591", }, ["subjectLabel"] = table#4725 { ["type"] = "literal", ["value"] = "Recurrent extensions of real-valued self-similar Markov processes", ["xml:lang"] = "en", }, }, table#4726 { ["itemType"] = table#4727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2198548", }, ["subjectLabel"] = table#4729 { ["type"] = "literal", ["value"] = "Quenched trap model for Lévy flights", ["xml:lang"] = "en", }, }, table#4730 { ["itemType"] = table#4731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2199709", }, ["subjectLabel"] = table#4733 { ["type"] = "literal", ["value"] = "Approximation of Bayesian models for time-to-event data", ["xml:lang"] = "en", }, }, table#4734 { ["itemType"] = table#4735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2199733", }, ["subjectLabel"] = table#4737 { ["type"] = "literal", ["value"] = "Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \\& 2D-Navier-Stokes equations: the general case", ["xml:lang"] = "en", }, }, table#4738 { ["itemType"] = table#4739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2200203", }, ["subjectLabel"] = table#4741 { ["type"] = "literal", ["value"] = "Quantifying model uncertainty in dynamical systems driven by non-Gaussian Lévy stable noise with observations on mean exit time or escape probability", ["xml:lang"] = "en", }, }, table#4742 { ["itemType"] = table#4743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2201376", }, ["subjectLabel"] = table#4745 { ["type"] = "literal", ["value"] = "Malliavin calculus for subordinated Lévy process", ["xml:lang"] = "en", }, }, table#4746 { ["itemType"] = table#4747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2201509", }, ["subjectLabel"] = table#4749 { ["type"] = "literal", ["value"] = "On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria", ["xml:lang"] = "en", }, }, table#4750 { ["itemType"] = table#4751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2205598", }, ["subjectLabel"] = table#4753 { ["type"] = "literal", ["value"] = "Regularity of solutions to anisotropic nonlocal equations", ["xml:lang"] = "en", }, }, table#4754 { ["itemType"] = table#4755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2205695", }, ["subjectLabel"] = table#4757 { ["type"] = "literal", ["value"] = "Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review", ["xml:lang"] = "en", }, }, table#4758 { ["itemType"] = table#4759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2208476", }, ["subjectLabel"] = table#4761 { ["type"] = "literal", ["value"] = "The infinite extendibility problem for exchangeable real-valued random vectors", ["xml:lang"] = "en", }, }, table#4762 { ["itemType"] = table#4763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2209303", }, ["subjectLabel"] = table#4765 { ["type"] = "literal", ["value"] = "The multifaceted behavior of integrated supOU processes: the infinite variance case", ["xml:lang"] = "en", }, }, table#4766 { ["itemType"] = table#4767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2106799", }, ["subjectLabel"] = table#4769 { ["type"] = "literal", ["value"] = "Tempered positive Linnik processes and their representations", ["xml:lang"] = "en", }, }, table#4770 { ["itemType"] = table#4771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2108496", }, ["subjectLabel"] = table#4773 { ["type"] = "literal", ["value"] = "Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes", ["xml:lang"] = "en", }, }, table#4774 { ["itemType"] = table#4775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2108901", }, ["subjectLabel"] = table#4777 { ["type"] = "literal", ["value"] = "The microstructure of stochastic volatility models with self-exciting jump dynamics", ["xml:lang"] = "en", }, }, table#4778 { ["itemType"] = table#4779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2110563", }, ["subjectLabel"] = table#4781 { ["type"] = "literal", ["value"] = "Skellam and time-changed variants of the generalized fractional counting process", ["xml:lang"] = "en", }, }, table#4782 { ["itemType"] = table#4783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2111038", }, ["subjectLabel"] = table#4785 { ["type"] = "literal", ["value"] = "Connectedness and Gaussian parts for compact quantum groups", ["xml:lang"] = "en", }, }, table#4786 { ["itemType"] = table#4787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2111576", }, ["subjectLabel"] = table#4789 { ["type"] = "literal", ["value"] = "Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations", ["xml:lang"] = "en", }, }, table#4790 { ["itemType"] = table#4791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2112277", }, ["subjectLabel"] = table#4793 { ["type"] = "literal", ["value"] = "Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation", ["xml:lang"] = "en", }, }, table#4794 { ["itemType"] = table#4795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2113615", }, ["subjectLabel"] = table#4797 { ["type"] = "literal", ["value"] = "Transition densities of spectrally positive Lévy processes", ["xml:lang"] = "en", }, }, table#4798 { ["itemType"] = table#4799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2116478", }, ["subjectLabel"] = table#4801 { ["type"] = "literal", ["value"] = "\$L^p\$-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting", ["xml:lang"] = "en", }, }, table#4802 { ["itemType"] = table#4803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2209306", }, ["subjectLabel"] = table#4805 { ["type"] = "literal", ["value"] = "Extreme value theory for long-range-dependent stable random fields", ["xml:lang"] = "en", }, }, table#4806 { ["itemType"] = table#4807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2209311", }, ["subjectLabel"] = table#4809 { ["type"] = "literal", ["value"] = "Darling-Kac theorem for renewal shifts in the absence of regular variation", ["xml:lang"] = "en", }, }, table#4810 { ["itemType"] = table#4811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2209739", }, ["subjectLabel"] = table#4813 { ["type"] = "literal", ["value"] = "A pure-jump mean-reverting short rate model", ["xml:lang"] = "en", }, }, table#4814 { ["itemType"] = table#4815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2211115", }, ["subjectLabel"] = table#4817 { ["type"] = "literal", ["value"] = "Local limit theorems for suspended semiflows", ["xml:lang"] = "en", }, }, table#4818 { ["itemType"] = table#4819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2216985", }, ["subjectLabel"] = table#4821 { ["type"] = "literal", ["value"] = "Semi-classical asymptotics for scattering length of symmetric stable processes", ["xml:lang"] = "en", }, }, table#4822 { ["itemType"] = table#4823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2223321", }, ["subjectLabel"] = table#4825 { ["type"] = "literal", ["value"] = "Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle", ["xml:lang"] = "en", }, }, table#4826 { ["itemType"] = table#4827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2223708", }, ["subjectLabel"] = table#4829 { ["type"] = "literal", ["value"] = "Remarks on the nonlocal Dirichlet problem", ["xml:lang"] = "en", }, }, table#4830 { ["itemType"] = table#4831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2224954", }, ["subjectLabel"] = table#4833 { ["type"] = "literal", ["value"] = "Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations", ["xml:lang"] = "en", }, }, table#4834 { ["itemType"] = table#4835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2227316", }, ["subjectLabel"] = table#4837 { ["type"] = "literal", ["value"] = "On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models", ["xml:lang"] = "en", }, }, table#4838 { ["itemType"] = table#4839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2229696", }, ["subjectLabel"] = table#4841 { ["type"] = "literal", ["value"] = "Lévy-driven causal CARMA random fields", ["xml:lang"] = "en", }, }, table#4842 { ["itemType"] = table#4843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2231023", }, ["subjectLabel"] = table#4845 { ["type"] = "literal", ["value"] = "A generalized hyperbolic model for a risky asset with dependence", ["xml:lang"] = "en", }, }, table#4846 { ["itemType"] = table#4847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2231310", }, ["subjectLabel"] = table#4849 { ["type"] = "literal", ["value"] = "Convergence of extreme values of Poisson point processes at small times", ["xml:lang"] = "en", }, }, table#4850 { ["itemType"] = table#4851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2232020", }, ["subjectLabel"] = table#4853 { ["type"] = "literal", ["value"] = "Global existence for vector valued fractional reaction-diffusion equations", ["xml:lang"] = "en", }, }, table#4854 { ["itemType"] = table#4855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2236052", }, ["subjectLabel"] = table#4857 { ["type"] = "literal", ["value"] = "On the \$\\alpha \$-dependence of stochastic differential equations with Hölder drift and driven by \$\\alpha \$-stable Lévy processes", ["xml:lang"] = "en", }, }, table#4858 { ["itemType"] = table#4859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2238770", }, ["subjectLabel"] = table#4861 { ["type"] = "literal", ["value"] = "Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models", ["xml:lang"] = "en", }, }, table#4862 { ["itemType"] = table#4863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2238891", }, ["subjectLabel"] = table#4865 { ["type"] = "literal", ["value"] = "Moment bounds for dissipative semimartingales with heavy jumps", ["xml:lang"] = "en", }, }, table#4866 { ["itemType"] = table#4867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2240072", }, ["subjectLabel"] = table#4869 { ["type"] = "literal", ["value"] = "Subordinated compound Poisson processes of order \$k\$", ["xml:lang"] = "en", }, }, table#4870 { ["itemType"] = table#4871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2240078", }, ["subjectLabel"] = table#4873 { ["type"] = "literal", ["value"] = "Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates", ["xml:lang"] = "en", }, }, table#4874 { ["itemType"] = table#4875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2241899", }, ["subjectLabel"] = table#4877 { ["type"] = "literal", ["value"] = "Correlated squared returns", ["xml:lang"] = "en", }, }, table#4878 { ["itemType"] = table#4879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2242851", }, ["subjectLabel"] = table#4881 { ["type"] = "literal", ["value"] = "Estimating diffusion with compound Poisson jumps based on self-normalized residuals", ["xml:lang"] = "en", }, }, table#4882 { ["itemType"] = table#4883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2243917", }, ["subjectLabel"] = table#4885 { ["type"] = "literal", ["value"] = "Limit theorems for trawl processes", ["xml:lang"] = "en", }, }, table#4886 { ["itemType"] = table#4887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2244471", }, ["subjectLabel"] = table#4889 { ["type"] = "literal", ["value"] = "A simple proof of the Lévy-Khintchine formula for subordinators", ["xml:lang"] = "en", }, }, table#4890 { ["itemType"] = table#4891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2246476", }, ["subjectLabel"] = table#4893 { ["type"] = "literal", ["value"] = "Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors", ["xml:lang"] = "en", }, }, table#4894 { ["itemType"] = table#4895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2247926", }, ["subjectLabel"] = table#4897 { ["type"] = "literal", ["value"] = "Dividend problem with Parisian delay for a spectrally negative Lévy risk process", ["xml:lang"] = "en", }, }, table#4898 { ["itemType"] = table#4899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2248926", }, ["subjectLabel"] = table#4901 { ["type"] = "literal", ["value"] = "Inhomogeneous Lévy processes in Lie groups and homogeneous spaces", ["xml:lang"] = "en", }, }, table#4902 { ["itemType"] = table#4903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2248929", }, ["subjectLabel"] = table#4905 { ["type"] = "literal", ["value"] = "The Hausdorff dimension of operator semistable Lévy processes", ["xml:lang"] = "en", }, }, table#4906 { ["itemType"] = table#4907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2248971", }, ["subjectLabel"] = table#4909 { ["type"] = "literal", ["value"] = "Precise asymptotic approximations for kernels corresponding to Lévy processes", ["xml:lang"] = "en", }, }, table#4910 { ["itemType"] = table#4911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2249262", }, ["subjectLabel"] = table#4913 { ["type"] = "literal", ["value"] = "Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion", ["xml:lang"] = "en", }, }, table#4914 { ["itemType"] = table#4915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2249910", }, ["subjectLabel"] = table#4917 { ["type"] = "literal", ["value"] = "A note on the Galambos copula and its associated Berstein function", ["xml:lang"] = "en", }, }, table#4918 { ["itemType"] = table#4919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2250075", }, ["subjectLabel"] = table#4921 { ["type"] = "literal", ["value"] = "Stochastic differential games in insider markets via Malliavin calculus", ["xml:lang"] = "en", }, }, table#4922 { ["itemType"] = table#4923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2251305", }, ["subjectLabel"] = table#4925 { ["type"] = "literal", ["value"] = "The zero-mass limit problem for a relativistic spinless particle in an electromagnetic field", ["xml:lang"] = "en", }, }, table#4926 { ["itemType"] = table#4927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2251678", }, ["subjectLabel"] = table#4929 { ["type"] = "literal", ["value"] = "Laws of the iterated logarithm of chover-type for operator stable Lévy processes", ["xml:lang"] = "en", }, }, table#4930 { ["itemType"] = table#4931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2252892", }, ["subjectLabel"] = table#4933 { ["type"] = "literal", ["value"] = "Infinitely divisible multivariate and matrix gamma distributions", ["xml:lang"] = "en", }, }, table#4934 { ["itemType"] = table#4935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2253122", }, ["subjectLabel"] = table#4937 { ["type"] = "literal", ["value"] = "Symmetries of Lévy processes on compact quantum groups, their Markov semigroups and potential theory", ["xml:lang"] = "en", }, }, table#4938 { ["itemType"] = table#4939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2253286", }, ["subjectLabel"] = table#4941 { ["type"] = "literal", ["value"] = "On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients", ["xml:lang"] = "en", }, }, table#4942 { ["itemType"] = table#4943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2253849", }, ["subjectLabel"] = table#4945 { ["type"] = "literal", ["value"] = "Hitting properties and non-uniqueness for SDEs driven by stable processes", ["xml:lang"] = "en", }, }, table#4946 { ["itemType"] = table#4947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2253854", }, ["subjectLabel"] = table#4949 { ["type"] = "literal", ["value"] = "Asymptotic expansions for SDE's with small multiplicative noise", ["xml:lang"] = "en", }, }, table#4950 { ["itemType"] = table#4951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2254307", }, ["subjectLabel"] = table#4953 { ["type"] = "literal", ["value"] = "Application of homotopy analysis method to option pricing under Lévy processes", ["xml:lang"] = "en", }, }, table#4954 { ["itemType"] = table#4955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2255005", }, ["subjectLabel"] = table#4957 { ["type"] = "literal", ["value"] = "Pricing vulnerable claims in a Lévy-driven model", ["xml:lang"] = "en", }, }, table#4958 { ["itemType"] = table#4959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2255610", }, ["subjectLabel"] = table#4961 { ["type"] = "literal", ["value"] = "Predicting the time at which a Lévy process attains its ultimate supremum", ["xml:lang"] = "en", }, }, table#4962 { ["itemType"] = table#4963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2255662", }, ["subjectLabel"] = table#4965 { ["type"] = "literal", ["value"] = "Mellin convolution for subordinated stable processes", ["xml:lang"] = "en", }, }, table#4966 { ["itemType"] = table#4967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2257041", }, ["subjectLabel"] = table#4969 { ["type"] = "literal", ["value"] = "Asymptotic power utility-based pricing and hedging", ["xml:lang"] = "en", }, }, table#4970 { ["itemType"] = table#4971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2257130", }, ["subjectLabel"] = table#4973 { ["type"] = "literal", ["value"] = "Infinite divisibility of interpolated gamma powers", ["xml:lang"] = "en", }, }, table#4974 { ["itemType"] = table#4975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2258671", }, ["subjectLabel"] = table#4977 { ["type"] = "literal", ["value"] = "Preservation of ageing classes in deterioration models with independent increments", ["xml:lang"] = "en", }, }, table#4978 { ["itemType"] = table#4979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2258826", }, ["subjectLabel"] = table#4981 { ["type"] = "literal", ["value"] = "Intensity process for a pure jump Lévy structural model with incomplete information", ["xml:lang"] = "en", }, }, table#4982 { ["itemType"] = table#4983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2258831", }, ["subjectLabel"] = table#4985 { ["type"] = "literal", ["value"] = "Superposition of COGARCH processes", ["xml:lang"] = "en", }, }, table#4986 { ["itemType"] = table#4987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2259080", }, ["subjectLabel"] = table#4989 { ["type"] = "literal", ["value"] = "Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package", ["xml:lang"] = "en", }, }, table#4990 { ["itemType"] = table#4991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2267518", }, ["subjectLabel"] = table#4993 { ["type"] = "literal", ["value"] = "Stochastic equations of non-negative processes with jumps", ["xml:lang"] = "en", }, }, table#4994 { ["itemType"] = table#4995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#4996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2268702", }, ["subjectLabel"] = table#4997 { ["type"] = "literal", ["value"] = "The asymptotic behavior of densities related to the supremum of a stable process", ["xml:lang"] = "en", }, }, table#4998 { ["itemType"] = table#4999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2270607", }, ["subjectLabel"] = table#5001 { ["type"] = "literal", ["value"] = "Fractional Cauchy problems on bounded domains", ["xml:lang"] = "en", }, }, table#5002 { ["itemType"] = table#5003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2270877", }, ["subjectLabel"] = table#5005 { ["type"] = "literal", ["value"] = "Least squares estimator for Ornstein-Uhlenbeck processes driven by \$\\alpha \$-stable motions", ["xml:lang"] = "en", }, }, table#5006 { ["itemType"] = table#5007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2270890", }, ["subjectLabel"] = table#5009 { ["type"] = "literal", ["value"] = "Existence and uniqueness of stationary Lévy-driven CARMA processes", ["xml:lang"] = "en", }, }, table#5010 { ["itemType"] = table#5011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2271720", }, ["subjectLabel"] = table#5013 { ["type"] = "literal", ["value"] = "American and European options in multi-factor jump-diffusion models, near expiry", ["xml:lang"] = "en", }, }, table#5014 { ["itemType"] = table#5015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2271721", }, ["subjectLabel"] = table#5017 { ["type"] = "literal", ["value"] = "The critical price for the American put in an exponential Lévy model", ["xml:lang"] = "en", }, }, table#5018 { ["itemType"] = table#5019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2272513", }, ["subjectLabel"] = table#5021 { ["type"] = "literal", ["value"] = "Heat kernels of non-symmetric Lévy-type operators", ["xml:lang"] = "en", }, }, table#5022 { ["itemType"] = table#5023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2273324", }, ["subjectLabel"] = table#5025 { ["type"] = "literal", ["value"] = "On the axioms of scale space theory", ["xml:lang"] = "en", }, }, table#5026 { ["itemType"] = table#5027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2274197", }, ["subjectLabel"] = table#5029 { ["type"] = "literal", ["value"] = "The Dickman subordinator, renewal theorems, and disordered systems", ["xml:lang"] = "en", }, }, table#5030 { ["itemType"] = table#5031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2274250", }, ["subjectLabel"] = table#5033 { ["type"] = "literal", ["value"] = "Independence times for iid sequences, random walks and Lévy processes", ["xml:lang"] = "en", }, }, table#5034 { ["itemType"] = table#5035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2274269", }, ["subjectLabel"] = table#5037 { ["type"] = "literal", ["value"] = "Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models", ["xml:lang"] = "en", }, }, table#5038 { ["itemType"] = table#5039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2274270", }, ["subjectLabel"] = table#5041 { ["type"] = "literal", ["value"] = "Operator-stable and operator-self-similar random fields", ["xml:lang"] = "en", }, }, table#5042 { ["itemType"] = table#5043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2274273", }, ["subjectLabel"] = table#5045 { ["type"] = "literal", ["value"] = "Small time convergence of subordinators with regularly or slowly varying canonical measure", ["xml:lang"] = "en", }, }, table#5046 { ["itemType"] = table#5047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2274283", }, ["subjectLabel"] = table#5049 { ["type"] = "literal", ["value"] = "On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models", ["xml:lang"] = "en", }, }, table#5050 { ["itemType"] = table#5051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2274284", }, ["subjectLabel"] = table#5053 { ["type"] = "literal", ["value"] = "Relaxation patterns and semi-Markov dynamics", ["xml:lang"] = "en", }, }, table#5054 { ["itemType"] = table#5055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2274288", }, ["subjectLabel"] = table#5057 { ["type"] = "literal", ["value"] = "A continuous-state polynomial branching process", ["xml:lang"] = "en", }, }, table#5058 { ["itemType"] = table#5059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2276197", }, ["subjectLabel"] = table#5061 { ["type"] = "literal", ["value"] = "The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference", ["xml:lang"] = "en", }, }, table#5062 { ["itemType"] = table#5063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2276238", }, ["subjectLabel"] = table#5065 { ["type"] = "literal", ["value"] = "On the threshold dividend strategy for a generalized jump-diffusion risk model", ["xml:lang"] = "en", }, }, table#5066 { ["itemType"] = table#5067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2278860", }, ["subjectLabel"] = table#5069 { ["type"] = "literal", ["value"] = "Volatility and variance swap using superposition of the Barndorff-Nielsen and Shephard type Lévy processes", ["xml:lang"] = "en", }, }, table#5070 { ["itemType"] = table#5071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2278882", }, ["subjectLabel"] = table#5073 { ["type"] = "literal", ["value"] = "Optimal equivalent probability measures under enlarged filtrations", ["xml:lang"] = "en", }, }, table#5074 { ["itemType"] = table#5075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2279810", }, ["subjectLabel"] = table#5077 { ["type"] = "literal", ["value"] = "Censored symmetric Lévy-type processes", ["xml:lang"] = "en", }, }, table#5078 { ["itemType"] = table#5079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2280023", }, ["subjectLabel"] = table#5081 { ["type"] = "literal", ["value"] = "Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes", ["xml:lang"] = "en", }, }, table#5082 { ["itemType"] = table#5083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2280024", }, ["subjectLabel"] = table#5085 { ["type"] = "literal", ["value"] = "Asymptotically stable random walks of index \$1 < \\alpha < 2\$ killed on a finite set", ["xml:lang"] = "en", }, }, table#5086 { ["itemType"] = table#5087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2282962", }, ["subjectLabel"] = table#5089 { ["type"] = "literal", ["value"] = "Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process", ["xml:lang"] = "en", }, }, table#5090 { ["itemType"] = table#5091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2282965", }, ["subjectLabel"] = table#5093 { ["type"] = "literal", ["value"] = "Linear credit risk models", ["xml:lang"] = "en", }, }, table#5094 { ["itemType"] = table#5095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2283575", }, ["subjectLabel"] = table#5097 { ["type"] = "literal", ["value"] = "Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies", ["xml:lang"] = "en", }, }, table#5098 { ["itemType"] = table#5099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2287599", }, ["subjectLabel"] = table#5101 { ["type"] = "literal", ["value"] = "Transitions between metastable states in a simplified model for the thermohaline circulation under random fluctuations", ["xml:lang"] = "en", }, }, table#5102 { ["itemType"] = table#5103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2288766", }, ["subjectLabel"] = table#5105 { ["type"] = "literal", ["value"] = "Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \$\\alpha\$-stable noises", ["xml:lang"] = "en", }, }, table#5106 { ["itemType"] = table#5107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2289777", }, ["subjectLabel"] = table#5109 { ["type"] = "literal", ["value"] = "Optimal importance sampling for Lévy processes", ["xml:lang"] = "en", }, }, table#5110 { ["itemType"] = table#5111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2289786", }, ["subjectLabel"] = table#5113 { ["type"] = "literal", ["value"] = "Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions", ["xml:lang"] = "en", }, }, table#5114 { ["itemType"] = table#5115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2289790", }, ["subjectLabel"] = table#5117 { ["type"] = "literal", ["value"] = "Estimates of Dirichlet heat kernel for symmetric Markov processes", ["xml:lang"] = "en", }, }, table#5118 { ["itemType"] = table#5119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2289792", }, ["subjectLabel"] = table#5121 { ["type"] = "literal", ["value"] = "Stable processes conditioned to avoid an interval", ["xml:lang"] = "en", }, }, table#5122 { ["itemType"] = table#5123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2289801", }, ["subjectLabel"] = table#5125 { ["type"] = "literal", ["value"] = "Self-decomposability of weak variance generalised gamma convolutions", ["xml:lang"] = "en", }, }, table#5126 { ["itemType"] = table#5127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2289812", }, ["subjectLabel"] = table#5129 { ["type"] = "literal", ["value"] = "Dyson type formula for pure jump Lévy processes with some applications to finance", ["xml:lang"] = "en", }, }, table#5130 { ["itemType"] = table#5131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2291615", }, ["subjectLabel"] = table#5133 { ["type"] = "literal", ["value"] = "Schauder estimates for drifted fractional operators in the supercritical case", ["xml:lang"] = "en", }, }, table#5134 { ["itemType"] = table#5135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2291964", }, ["subjectLabel"] = table#5137 { ["type"] = "literal", ["value"] = "Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling", ["xml:lang"] = "en", }, }, table#5138 { ["itemType"] = table#5139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2292187", }, ["subjectLabel"] = table#5141 { ["type"] = "literal", ["value"] = "Parisian ruin with a threshold dividend strategy under the dual Lévy risk model", ["xml:lang"] = "en", }, }, table#5142 { ["itemType"] = table#5143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2293389", }, ["subjectLabel"] = table#5145 { ["type"] = "literal", ["value"] = "Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach", ["xml:lang"] = "en", }, }, table#5146 { ["itemType"] = table#5147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2293569", }, ["subjectLabel"] = table#5149 { ["type"] = "literal", ["value"] = "Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process", ["xml:lang"] = "en", }, }, table#5150 { ["itemType"] = table#5151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2295798", }, ["subjectLabel"] = table#5153 { ["type"] = "literal", ["value"] = "Inference for local distributions at high sampling frequencies: a bootstrap approach", ["xml:lang"] = "en", }, }, table#5154 { ["itemType"] = table#5155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2296098", }, ["subjectLabel"] = table#5157 { ["type"] = "literal", ["value"] = "Measure distorted arrival rate risks and their rewards", ["xml:lang"] = "en", }, }, table#5158 { ["itemType"] = table#5159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2296115", }, ["subjectLabel"] = table#5161 { ["type"] = "literal", ["value"] = "Zero covariation returns", ["xml:lang"] = "en", }, }, table#5162 { ["itemType"] = table#5163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2296120", }, ["subjectLabel"] = table#5165 { ["type"] = "literal", ["value"] = "Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting", ["xml:lang"] = "en", }, }, table#5166 { ["itemType"] = table#5167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2296835", }, ["subjectLabel"] = table#5169 { ["type"] = "literal", ["value"] = "Modulating bifurcations in a self-sustained birhythmic system by \$\\alpha\$-stable Lévy noise and time delay", ["xml:lang"] = "en", }, }, table#5170 { ["itemType"] = table#5171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2297319", }, ["subjectLabel"] = table#5173 { ["type"] = "literal", ["value"] = "Multiple points of operator semistable Lévy processes", ["xml:lang"] = "en", }, }, table#5174 { ["itemType"] = table#5175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2297322", }, ["subjectLabel"] = table#5177 { ["type"] = "literal", ["value"] = "Kac-Lévy processes", ["xml:lang"] = "en", }, }, table#5178 { ["itemType"] = table#5179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2297328", }, ["subjectLabel"] = table#5181 { ["type"] = "literal", ["value"] = "Self-decomposable laws from continuous branching processes", ["xml:lang"] = "en", }, }, table#5182 { ["itemType"] = table#5183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2297547", }, ["subjectLabel"] = table#5185 { ["type"] = "literal", ["value"] = "The quenched asymptotics for nonlocal Schrödinger operators with Poissonian potentials", ["xml:lang"] = "en", }, }, table#5186 { ["itemType"] = table#5187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2298179", }, ["subjectLabel"] = table#5189 { ["type"] = "literal", ["value"] = "Dynamical analysis and optimal harvesting strategy for a stochastic delayed predator-prey competitive system with Lévy jumps", ["xml:lang"] = "en", }, }, table#5190 { ["itemType"] = table#5191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2299755", }, ["subjectLabel"] = table#5193 { ["type"] = "literal", ["value"] = "Random attractor for stochastic lattice dynamical systems with \$\\alpha\$-stable Lévy noises", ["xml:lang"] = "en", }, }, table#5194 { ["itemType"] = table#5195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2299870", }, ["subjectLabel"] = table#5197 { ["type"] = "literal", ["value"] = "Characterizing anomalous diffusion by studying displacements", ["xml:lang"] = "en", }, }, table#5198 { ["itemType"] = table#5199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2300975", }, ["subjectLabel"] = table#5201 { ["type"] = "literal", ["value"] = "Averaging principle for stochastic real Ginzburg-Landau equation driven by \$\\alpha\$-stable process", ["xml:lang"] = "en", }, }, table#5202 { ["itemType"] = table#5203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5280372", }, ["subjectLabel"] = table#5205 { ["type"] = "literal", ["value"] = "LAN property for an ergodic diffusion with jumps", ["xml:lang"] = "en", }, }, table#5206 { ["itemType"] = table#5207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5224204", }, ["subjectLabel"] = table#5209 { ["type"] = "literal", ["value"] = "Local limit theorems and mod-phi convergence", ["xml:lang"] = "en", }, }, table#5210 { ["itemType"] = table#5211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5297934", }, ["subjectLabel"] = table#5213 { ["type"] = "literal", ["value"] = "The Lévy Swap Market Model", ["xml:lang"] = "en", }, }, table#5214 { ["itemType"] = table#5215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5300752", }, ["subjectLabel"] = table#5217 { ["type"] = "literal", ["value"] = "Exact simulation of tempered stable Ornstein–Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#5218 { ["itemType"] = table#5219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5305591", }, ["subjectLabel"] = table#5221 { ["type"] = "literal", ["value"] = "ON A GENERIC CLASS OF LÉVY-DRIVEN VACATION MODELS", ["xml:lang"] = "en", }, }, table#5222 { ["itemType"] = table#5223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5312846", }, ["subjectLabel"] = table#5225 { ["type"] = "literal", ["value"] = "Electronic Foreign-Exchange Markets and Passage Events of Independent Subordinators", ["xml:lang"] = "en", }, }, table#5226 { ["itemType"] = table#5227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5313339", }, ["subjectLabel"] = table#5229 { ["type"] = "literal", ["value"] = "Symmetric stable processes in parabola–shaped regions", ["xml:lang"] = "en", }, }, table#5230 { ["itemType"] = table#5231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5313752", }, ["subjectLabel"] = table#5233 { ["type"] = "literal", ["value"] = "STABLE CONTINUOUS SPECTRA FOR DIFFERENTIAL OPERATORS OF ARBITRARY ORDER", ["xml:lang"] = "en", }, }, table#5234 { ["itemType"] = table#5235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5315443", }, ["subjectLabel"] = table#5237 { ["type"] = "literal", ["value"] = "Fast deterministic pricing of options on Lévy driven assets", ["xml:lang"] = "en", }, }, table#5238 { ["itemType"] = table#5239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5320656", }, ["subjectLabel"] = table#5241 { ["type"] = "literal", ["value"] = "One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications", ["xml:lang"] = "en", }, }, table#5242 { ["itemType"] = table#5243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5321763", }, ["subjectLabel"] = table#5245 { ["type"] = "literal", ["value"] = "L Log L Criterion for a Class of Superdiffusions", ["xml:lang"] = "en", }, }, table#5246 { ["itemType"] = table#5247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5324402", }, ["subjectLabel"] = table#5249 { ["type"] = "literal", ["value"] = "A TRACTABLE MULTIVARIATE DEFAULT MODEL BASED ON A STOCHASTIC TIME-CHANGE", ["xml:lang"] = "en", }, }, table#5250 { ["itemType"] = table#5251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5326124", }, ["subjectLabel"] = table#5253 { ["type"] = "literal", ["value"] = "On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws", ["xml:lang"] = "en", }, }, table#5254 { ["itemType"] = table#5255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5327121", }, ["subjectLabel"] = table#5257 { ["type"] = "literal", ["value"] = "On the convergence of quadratic variation for compound fractional Poisson processes", ["xml:lang"] = "en", }, }, table#5258 { ["itemType"] = table#5259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5351666", }, ["subjectLabel"] = table#5261 { ["type"] = "literal", ["value"] = "Point processes subordinated to compound Poisson processes", ["xml:lang"] = "en", }, }, table#5262 { ["itemType"] = table#5263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5364197", }, ["subjectLabel"] = table#5265 { ["type"] = "literal", ["value"] = "Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes", ["xml:lang"] = "en", }, }, table#5266 { ["itemType"] = table#5267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5367094", }, ["subjectLabel"] = table#5269 { ["type"] = "literal", ["value"] = "Permutation invariant functionals of Lévy processes", ["xml:lang"] = "en", }, }, table#5270 { ["itemType"] = table#5271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5369445", }, ["subjectLabel"] = table#5273 { ["type"] = "literal", ["value"] = "SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS", ["xml:lang"] = "en", }, }, table#5274 { ["itemType"] = table#5275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5373910", }, ["subjectLabel"] = table#5277 { ["type"] = "literal", ["value"] = "Robust barrier option pricing by frame projection under exponential Lévy dynamics", ["xml:lang"] = "en", }, }, table#5278 { ["itemType"] = table#5279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5373916", }, ["subjectLabel"] = table#5281 { ["type"] = "literal", ["value"] = "Third-order short-time expansions for close-to-the-money option prices under the CGMY model", ["xml:lang"] = "en", }, }, table#5282 { ["itemType"] = table#5283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5380249", }, ["subjectLabel"] = table#5285 { ["type"] = "literal", ["value"] = "Cortical Spatiotemporal Dimensionality Reduction for Visual Grouping", ["xml:lang"] = "en", }, }, table#5286 { ["itemType"] = table#5287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5384665", }, ["subjectLabel"] = table#5289 { ["type"] = "literal", ["value"] = "Local asymptotic normality for Student-Lévy processes under high-frequency sampling", ["xml:lang"] = "en", }, }, table#5290 { ["itemType"] = table#5291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5384779", }, ["subjectLabel"] = table#5293 { ["type"] = "literal", ["value"] = "Blow-up solutions of the stochastic nonlocal heat equations", ["xml:lang"] = "en", }, }, table#5294 { ["itemType"] = table#5295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5384817", }, ["subjectLabel"] = table#5297 { ["type"] = "literal", ["value"] = "Uniqueness of minimal energy solutions for a semilinear problem involving the fractional Laplacian", ["xml:lang"] = "en", }, }, table#5298 { ["itemType"] = table#5299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5386671", }, ["subjectLabel"] = table#5301 { ["type"] = "literal", ["value"] = "ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS", ["xml:lang"] = "en", }, }, table#5302 { ["itemType"] = table#5303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389049", }, ["subjectLabel"] = table#5305 { ["type"] = "literal", ["value"] = "Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not?", ["xml:lang"] = "en", }, }, table#5306 { ["itemType"] = table#5307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389538", }, ["subjectLabel"] = table#5309 { ["type"] = "literal", ["value"] = "FOURIER AND CAUCHY–STIELTJES TRANSFORMS OF POWER LAWS INCLUDING STABLE DISTRIBUTIONS", ["xml:lang"] = "en", }, }, table#5310 { ["itemType"] = table#5311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5391093", }, ["subjectLabel"] = table#5313 { ["type"] = "literal", ["value"] = "A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables", ["xml:lang"] = "en", }, }, table#5314 { ["itemType"] = table#5315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5397406", }, ["subjectLabel"] = table#5317 { ["type"] = "literal", ["value"] = "Efficient pricing of swing options in Lévy-driven models", ["xml:lang"] = "en", }, }, table#5318 { ["itemType"] = table#5319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5397463", }, ["subjectLabel"] = table#5321 { ["type"] = "literal", ["value"] = "Computation of Greeks for asset price dynamics driven by stable and tempered stable processes", ["xml:lang"] = "en", }, }, table#5322 { ["itemType"] = table#5323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5397977", }, ["subjectLabel"] = table#5325 { ["type"] = "literal", ["value"] = "Behaviors of multivariable finite Euler products in probabilistic view", ["xml:lang"] = "en", }, }, table#5326 { ["itemType"] = table#5327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5407022", }, ["subjectLabel"] = table#5329 { ["type"] = "literal", ["value"] = "Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk", ["xml:lang"] = "en", }, }, table#5330 { ["itemType"] = table#5331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5170132", }, ["subjectLabel"] = table#5333 { ["type"] = "literal", ["value"] = "Feller evolution systems: Generators and approximation", ["xml:lang"] = "en", }, }, table#5334 { ["itemType"] = table#5335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5187838", }, ["subjectLabel"] = table#5337 { ["type"] = "literal", ["value"] = "FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE", ["xml:lang"] = "en", }, }, table#5338 { ["itemType"] = table#5339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5188001", }, ["subjectLabel"] = table#5341 { ["type"] = "literal", ["value"] = "Regularity of harmonic functions for anisotropic fractional Laplacians", ["xml:lang"] = "en", }, }, table#5342 { ["itemType"] = table#5343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5369221", }, ["subjectLabel"] = table#5345 { ["type"] = "literal", ["value"] = "On L\\'evy processes conditioned to avoid zero", ["xml:lang"] = "en", }, }, table#5346 { ["itemType"] = table#5347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5346030", }, ["subjectLabel"] = table#5349 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5346030", }, }, table#5350 { ["itemType"] = table#5351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5376892", }, ["subjectLabel"] = table#5353 { ["type"] = "literal", ["value"] = "Invariant foliations for stochastic dynamical systems with multiplicative stable Levy noise", ["xml:lang"] = "en", }, }, table#5354 { ["itemType"] = table#5355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5197395", }, ["subjectLabel"] = table#5357 { ["type"] = "literal", ["value"] = "Probabilistic aspects of critical growth-fragmentation equations", ["xml:lang"] = "en", }, }, table#5358 { ["itemType"] = table#5359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5197412", }, ["subjectLabel"] = table#5361 { ["type"] = "literal", ["value"] = "A direct approach to the stable distributions", ["xml:lang"] = "en", }, }, table#5362 { ["itemType"] = table#5363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5200185", }, ["subjectLabel"] = table#5365 { ["type"] = "literal", ["value"] = "Multiplicative strong unimodality for positive stable laws", ["xml:lang"] = "en", }, }, table#5366 { ["itemType"] = table#5367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5203892", }, ["subjectLabel"] = table#5369 { ["type"] = "literal", ["value"] = "One-sided solutions for optimal stopping problems with logconcave reward functions", ["xml:lang"] = "en", }, }, table#5370 { ["itemType"] = table#5371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5203944", }, ["subjectLabel"] = table#5373 { ["type"] = "literal", ["value"] = "Transformed Lévy processes as state-dependent wear models", ["xml:lang"] = "en", }, }, table#5374 { ["itemType"] = table#5375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5203972", }, ["subjectLabel"] = table#5377 { ["type"] = "literal", ["value"] = "Efficient simulation of Lévy-driven point processes", ["xml:lang"] = "en", }, }, table#5378 { ["itemType"] = table#5379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5205944", }, ["subjectLabel"] = table#5381 { ["type"] = "literal", ["value"] = "The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps", ["xml:lang"] = "en", }, }, table#5382 { ["itemType"] = table#5383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5205950", }, ["subjectLabel"] = table#5385 { ["type"] = "literal", ["value"] = "Completely asymmetric stable processes conditioned to avoid an interval", ["xml:lang"] = "en", }, }, table#5386 { ["itemType"] = table#5387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5206082", }, ["subjectLabel"] = table#5389 { ["type"] = "literal", ["value"] = "Time-changed Poisson processes of order k", ["xml:lang"] = "en", }, }, table#5390 { ["itemType"] = table#5391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5206085", }, ["subjectLabel"] = table#5393 { ["type"] = "literal", ["value"] = "Enlarged filtrations and indistinguishable processes", ["xml:lang"] = "en", }, }, table#5394 { ["itemType"] = table#5395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5210913", }, ["subjectLabel"] = table#5397 { ["type"] = "literal", ["value"] = "AN ARITHMETIC PURE-JUMP MULTI-CURVE INTEREST RATE MODEL", ["xml:lang"] = "en", }, }, table#5398 { ["itemType"] = table#5399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5210999", }, ["subjectLabel"] = table#5401 { ["type"] = "literal", ["value"] = "Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes", ["xml:lang"] = "en", }, }, table#5402 { ["itemType"] = table#5403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5218163", }, ["subjectLabel"] = table#5405 { ["type"] = "literal", ["value"] = "The maximum likelihood climate change for global warming under the influence of greenhouse effect and Lévy noise", ["xml:lang"] = "en", }, }, table#5406 { ["itemType"] = table#5407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5218235", }, ["subjectLabel"] = table#5409 { ["type"] = "literal", ["value"] = "A new class of bell-shaped functions", ["xml:lang"] = "en", }, }, table#5410 { ["itemType"] = table#5411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5219303", }, ["subjectLabel"] = table#5413 { ["type"] = "literal", ["value"] = "An Equilibrium Model for Spot and Forward Prices of Commodities", ["xml:lang"] = "en", }, }, table#5414 { ["itemType"] = table#5415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5224271", }, ["subjectLabel"] = table#5417 { ["type"] = "literal", ["value"] = "Empirical cumulant function based parameter estimation in stable laws", ["xml:lang"] = "en", }, }, table#5418 { ["itemType"] = table#5419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5227566", }, ["subjectLabel"] = table#5421 { ["type"] = "literal", ["value"] = "Tanaka formula for strictly stable processes", ["xml:lang"] = "en", }, }, table#5422 { ["itemType"] = table#5423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5227569", }, ["subjectLabel"] = table#5425 { ["type"] = "literal", ["value"] = "Asymmetrically tempered stable distributions with applications to finance", ["xml:lang"] = "en", }, }, table#5426 { ["itemType"] = table#5427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5227577", }, ["subjectLabel"] = table#5429 { ["type"] = "literal", ["value"] = "Stochastic complex integrals associated with homogeneous independently scattered random measures on the line", ["xml:lang"] = "en", }, }, table#5430 { ["itemType"] = table#5431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5227582", }, ["subjectLabel"] = table#5433 { ["type"] = "literal", ["value"] = "The first passage problem for stable linear delay equations perturbed by power law Lévy noise", ["xml:lang"] = "en", }, }, table#5434 { ["itemType"] = table#5435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5229532", }, ["subjectLabel"] = table#5437 { ["type"] = "literal", ["value"] = "Small time asymptotics of spectral heat contents for subordinate killed Brownian motions related to isotropic α‐stable processes", ["xml:lang"] = "en", }, }, table#5438 { ["itemType"] = table#5439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5230210", }, ["subjectLabel"] = table#5441 { ["type"] = "literal", ["value"] = "On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators", ["xml:lang"] = "en", }, }, table#5442 { ["itemType"] = table#5443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5231304", }, ["subjectLabel"] = table#5445 { ["type"] = "literal", ["value"] = "Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations", ["xml:lang"] = "en", }, }, table#5446 { ["itemType"] = table#5447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389894", }, ["subjectLabel"] = table#5449 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5389894", }, }, table#5450 { ["itemType"] = table#5451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5232086", }, ["subjectLabel"] = table#5453 { ["type"] = "literal", ["value"] = "Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes", ["xml:lang"] = "en", }, }, table#5454 { ["itemType"] = table#5455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5233178", }, ["subjectLabel"] = table#5457 { ["type"] = "literal", ["value"] = "Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk", ["xml:lang"] = "en", }, }, table#5458 { ["itemType"] = table#5459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5234003", }, ["subjectLabel"] = table#5461 { ["type"] = "literal", ["value"] = "The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process", ["xml:lang"] = "en", }, }, table#5462 { ["itemType"] = table#5463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5234317", }, ["subjectLabel"] = table#5465 { ["type"] = "literal", ["value"] = "Building multivariate Sato models with linear dependence", ["xml:lang"] = "en", }, }, table#5466 { ["itemType"] = table#5467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5235497", }, ["subjectLabel"] = table#5469 { ["type"] = "literal", ["value"] = "Slow manifolds for a nonlocal fast-slow stochastic system with stable Lévy noise", ["xml:lang"] = "en", }, }, table#5470 { ["itemType"] = table#5471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5239424", }, ["subjectLabel"] = table#5473 { ["type"] = "literal", ["value"] = "Global properties of stochastic Loewner evolution driven by Lévy processes", ["xml:lang"] = "en", }, }, table#5474 { ["itemType"] = table#5475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5168849", }, ["subjectLabel"] = table#5477 { ["type"] = "literal", ["value"] = "L\\'evy-driven polling systems and continuous-state branching processes", ["xml:lang"] = "en", }, }, table#5478 { ["itemType"] = table#5479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5243380", }, ["subjectLabel"] = table#5481 { ["type"] = "literal", ["value"] = "Equivalent measure changes for subordinate diffusions", ["xml:lang"] = "en", }, }, table#5482 { ["itemType"] = table#5483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5243382", }, ["subjectLabel"] = table#5485 { ["type"] = "literal", ["value"] = "Multi operator-stable random measures and fields", ["xml:lang"] = "en", }, }, table#5486 { ["itemType"] = table#5487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5243484", }, ["subjectLabel"] = table#5489 { ["type"] = "literal", ["value"] = "INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS", ["xml:lang"] = "en", }, }, table#5490 { ["itemType"] = table#5491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5243771", }, ["subjectLabel"] = table#5493 { ["type"] = "literal", ["value"] = "Superprocesses as Models for Information Dissemination in the Future Internet", ["xml:lang"] = "en", }, }, table#5494 { ["itemType"] = table#5495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5245797", }, ["subjectLabel"] = table#5497 { ["type"] = "literal", ["value"] = "Relaxation, dispersion, attenuation, and finite propagation speed in viscoelastic media", ["xml:lang"] = "en", }, }, table#5498 { ["itemType"] = table#5499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5245888", }, ["subjectLabel"] = table#5501 { ["type"] = "literal", ["value"] = "ELECTRICITY FUTURES PRICE MODELING WITH LÉVY TERM STRUCTURE MODELS", ["xml:lang"] = "en", }, }, table#5502 { ["itemType"] = table#5503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5245896", }, ["subjectLabel"] = table#5505 { ["type"] = "literal", ["value"] = "Pricing discrete barrier options and credit default swaps under Lévy processes", ["xml:lang"] = "en", }, }, table#5506 { ["itemType"] = table#5507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5245898", }, ["subjectLabel"] = table#5509 { ["type"] = "literal", ["value"] = "Multivariate Lévy processes with dependent jump intensity", ["xml:lang"] = "en", }, }, table#5510 { ["itemType"] = table#5511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5245899", }, ["subjectLabel"] = table#5513 { ["type"] = "literal", ["value"] = "Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck stochastic volatility models", ["xml:lang"] = "en", }, }, table#5514 { ["itemType"] = table#5515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5245915", }, ["subjectLabel"] = table#5517 { ["type"] = "literal", ["value"] = "Skewness premium with Lévy processes", ["xml:lang"] = "en", }, }, table#5518 { ["itemType"] = table#5519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5246174", }, ["subjectLabel"] = table#5521 { ["type"] = "literal", ["value"] = "Variance Optimal Stopping for Geometric Lévy Processes", ["xml:lang"] = "en", }, }, table#5522 { ["itemType"] = table#5523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5247364", }, ["subjectLabel"] = table#5525 { ["type"] = "literal", ["value"] = "Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity", ["xml:lang"] = "en", }, }, table#5526 { ["itemType"] = table#5527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5253337", }, ["subjectLabel"] = table#5529 { ["type"] = "literal", ["value"] = "STABLE AND SEMISTABLE PROBABILITY MEASURES ON CONVEX CONE", ["xml:lang"] = "en", }, }, table#5530 { ["itemType"] = table#5531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5254701", }, ["subjectLabel"] = table#5533 { ["type"] = "literal", ["value"] = "Numerical Methods for SPDEs with Tempered Stable Processes", ["xml:lang"] = "en", }, }, table#5534 { ["itemType"] = table#5535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5255335", }, ["subjectLabel"] = table#5537 { ["type"] = "literal", ["value"] = "Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter", ["xml:lang"] = "en", }, }, table#5538 { ["itemType"] = table#5539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5255529", }, ["subjectLabel"] = table#5541 { ["type"] = "literal", ["value"] = "The weakly coupled fractional one-dimensional Schrödinger operator with index 1 < α ≤ 2", ["xml:lang"] = "en", }, }, table#5542 { ["itemType"] = table#5543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5256274", }, ["subjectLabel"] = table#5545 { ["type"] = "literal", ["value"] = "Weak Euler Approximation for Itô Diffusion and Jump Processes", ["xml:lang"] = "en", }, }, table#5546 { ["itemType"] = table#5547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5256313", }, ["subjectLabel"] = table#5549 { ["type"] = "literal", ["value"] = "Singular Limits for Reaction-Diffusion Equations with Fractional Laplacian and Local or Nonlocal Nonlinearity", ["xml:lang"] = "en", }, }, table#5550 { ["itemType"] = table#5551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5256556", }, ["subjectLabel"] = table#5553 { ["type"] = "literal", ["value"] = "Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations", ["xml:lang"] = "en", }, }, table#5554 { ["itemType"] = table#5555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5259116", }, ["subjectLabel"] = table#5557 { ["type"] = "literal", ["value"] = "A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations", ["xml:lang"] = "en", }, }, table#5558 { ["itemType"] = table#5559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5259126", }, ["subjectLabel"] = table#5561 { ["type"] = "literal", ["value"] = "Trace of the Variance-Covariance Matrix in Natural Exponential Families", ["xml:lang"] = "en", }, }, table#5562 { ["itemType"] = table#5563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5263967", }, ["subjectLabel"] = table#5565 { ["type"] = "literal", ["value"] = "On the likelihood function of small time variance Gamma Lévy processes", ["xml:lang"] = "en", }, }, table#5566 { ["itemType"] = table#5567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5264187", }, ["subjectLabel"] = table#5569 { ["type"] = "literal", ["value"] = "On non-existence of global solutions to a class of stochastic heat equations", ["xml:lang"] = "en", }, }, table#5570 { ["itemType"] = table#5571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5265821", }, ["subjectLabel"] = table#5573 { ["type"] = "literal", ["value"] = "Parameters Estimation for a New Generalized Geometric Distribution", ["xml:lang"] = "en", }, }, table#5574 { ["itemType"] = table#5575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5266271", }, ["subjectLabel"] = table#5577 { ["type"] = "literal", ["value"] = "Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise", ["xml:lang"] = "en", }, }, table#5578 { ["itemType"] = table#5579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5267834", }, ["subjectLabel"] = table#5581 { ["type"] = "literal", ["value"] = "Feynman–Kac equation for anomalous processes with space- and time-dependent forces", ["xml:lang"] = "en", }, }, table#5582 { ["itemType"] = table#5583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5268385", }, ["subjectLabel"] = table#5585 { ["type"] = "literal", ["value"] = "Stochastic resonance with multiplicative heavy-tailed Lévy noise: Optimal tuning on an algebraic time scale", ["xml:lang"] = "en", }, }, table#5586 { ["itemType"] = table#5587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5269473", }, ["subjectLabel"] = table#5589 { ["type"] = "literal", ["value"] = "Fractional diffusion equation with distributed-order material derivative. Stochastic foundations", ["xml:lang"] = "en", }, }, table#5590 { ["itemType"] = table#5591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5272895", }, ["subjectLabel"] = table#5593 { ["type"] = "literal", ["value"] = "A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution", ["xml:lang"] = "en", }, }, table#5594 { ["itemType"] = table#5595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5272938", }, ["subjectLabel"] = table#5597 { ["type"] = "literal", ["value"] = "Weak Convergence of Self-normalized Partial Sums Processes", ["xml:lang"] = "en", }, }, table#5598 { ["itemType"] = table#5599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5275074", }, ["subjectLabel"] = table#5601 { ["type"] = "literal", ["value"] = "Anisotropic fractional diffusion tensor imaging", ["xml:lang"] = "en", }, }, table#5602 { ["itemType"] = table#5603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2358481", }, ["subjectLabel"] = table#5605 { ["type"] = "literal", ["value"] = "Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns", ["xml:lang"] = "en", }, }, table#5606 { ["itemType"] = table#5607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2359710", }, ["subjectLabel"] = table#5609 { ["type"] = "literal", ["value"] = "Truncated realized covariance when prices have infinite variation jumps", ["xml:lang"] = "en", }, }, table#5610 { ["itemType"] = table#5611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2359719", }, ["subjectLabel"] = table#5613 { ["type"] = "literal", ["value"] = "Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing", ["xml:lang"] = "en", }, }, table#5614 { ["itemType"] = table#5615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2359741", }, ["subjectLabel"] = table#5617 { ["type"] = "literal", ["value"] = "Solutions to complex smoothing equations", ["xml:lang"] = "en", }, }, table#5618 { ["itemType"] = table#5619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2359999", }, ["subjectLabel"] = table#5621 { ["type"] = "literal", ["value"] = "Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns", ["xml:lang"] = "en", }, }, table#5622 { ["itemType"] = table#5623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2360241", }, ["subjectLabel"] = table#5625 { ["type"] = "literal", ["value"] = "Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient", ["xml:lang"] = "en", }, }, table#5626 { ["itemType"] = table#5627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2360596", }, ["subjectLabel"] = table#5629 { ["type"] = "literal", ["value"] = "Compositions of Poisson and Gamma processes", ["xml:lang"] = "en", }, }, table#5630 { ["itemType"] = table#5631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2360647", }, ["subjectLabel"] = table#5633 { ["type"] = "literal", ["value"] = "Tightness and convergence of trimmed Lévy processes to normality at small times", ["xml:lang"] = "en", }, }, table#5634 { ["itemType"] = table#5635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2360810", }, ["subjectLabel"] = table#5637 { ["type"] = "literal", ["value"] = "Further study on Hunt's hypothesis (H) for Lévy processes", ["xml:lang"] = "en", }, }, table#5638 { ["itemType"] = table#5639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2363006", }, ["subjectLabel"] = table#5641 { ["type"] = "literal", ["value"] = "Coupling Poisson processes by self-decomposability", ["xml:lang"] = "en", }, }, table#5642 { ["itemType"] = table#5643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2370095", }, ["subjectLabel"] = table#5645 { ["type"] = "literal", ["value"] = "Exact Hausdorff measure on the boundary of a Galton-Watson tree", ["xml:lang"] = "en", }, }, table#5646 { ["itemType"] = table#5647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2370809", }, ["subjectLabel"] = table#5649 { ["type"] = "literal", ["value"] = "Lifting Lévy processes to hyperfinite random walks", ["xml:lang"] = "en", }, }, table#5650 { ["itemType"] = table#5651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2371948", }, ["subjectLabel"] = table#5653 { ["type"] = "literal", ["value"] = "Ergodic properties of Poissonian ID processes", ["xml:lang"] = "en", }, }, table#5654 { ["itemType"] = table#5655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2374580", }, ["subjectLabel"] = table#5657 { ["type"] = "literal", ["value"] = "Derivative of intersection local time of independent symmetric stable motions", ["xml:lang"] = "en", }, }, table#5658 { ["itemType"] = table#5659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2376972", }, ["subjectLabel"] = table#5661 { ["type"] = "literal", ["value"] = "Wave decoherence for the random Schrödinger equation with long-range correlations", ["xml:lang"] = "en", }, }, table#5662 { ["itemType"] = table#5663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2377317", }, ["subjectLabel"] = table#5665 { ["type"] = "literal", ["value"] = "Localization and Schrödinger perturbations of kernels", ["xml:lang"] = "en", }, }, table#5666 { ["itemType"] = table#5667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2377401", }, ["subjectLabel"] = table#5669 { ["type"] = "literal", ["value"] = "On the Lévy-Khintchine representation of \$q\$-Bessel negative definite functions", ["xml:lang"] = "en", }, }, table#5670 { ["itemType"] = table#5671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2381968", }, ["subjectLabel"] = table#5673 { ["type"] = "literal", ["value"] = "Finite approximation schemes for Lévy processes, and their application to optimal stopping problems", ["xml:lang"] = "en", }, }, table#5674 { ["itemType"] = table#5675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2384450", }, ["subjectLabel"] = table#5677 { ["type"] = "literal", ["value"] = "Optimal investment for insurers when the stock price follows an exponential Lévy process", ["xml:lang"] = "en", }, }, table#5678 { ["itemType"] = table#5679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2385609", }, ["subjectLabel"] = table#5681 { ["type"] = "literal", ["value"] = "Representation of infinitely divisible distributions on cones", ["xml:lang"] = "en", }, }, table#5682 { ["itemType"] = table#5683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2387333", }, ["subjectLabel"] = table#5685 { ["type"] = "literal", ["value"] = "A note on self-decomposability of stable process subordinated to self-decomposable subordina\\-tor", ["xml:lang"] = "en", }, }, table#5686 { ["itemType"] = table#5687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2388328", }, ["subjectLabel"] = table#5689 { ["type"] = "literal", ["value"] = "Normalized random measures driven by increasing additive processes", ["xml:lang"] = "en", }, }, table#5690 { ["itemType"] = table#5691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2388984", }, ["subjectLabel"] = table#5693 { ["type"] = "literal", ["value"] = "Asymptotics for posterior hazards", ["xml:lang"] = "en", }, }, table#5694 { ["itemType"] = table#5695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2389233", }, ["subjectLabel"] = table#5697 { ["type"] = "literal", ["value"] = "The maximum of a Lévy process reflected at a general barrier", ["xml:lang"] = "en", }, }, table#5698 { ["itemType"] = table#5699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2390465", }, ["subjectLabel"] = table#5701 { ["type"] = "literal", ["value"] = "Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#5702 { ["itemType"] = table#5703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2391274", }, ["subjectLabel"] = table#5705 { ["type"] = "literal", ["value"] = "Holomorphic transforms with application to affine processes", ["xml:lang"] = "en", }, }, table#5706 { ["itemType"] = table#5707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2397774", }, ["subjectLabel"] = table#5709 { ["type"] = "literal", ["value"] = "Trace estimates for unimodal Lévy processes", ["xml:lang"] = "en", }, }, table#5710 { ["itemType"] = table#5711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2397810", }, ["subjectLabel"] = table#5713 { ["type"] = "literal", ["value"] = "Fundamental solutions of nonlocal Hörmander's operators", ["xml:lang"] = "en", }, }, table#5714 { ["itemType"] = table#5715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2397965", }, ["subjectLabel"] = table#5717 { ["type"] = "literal", ["value"] = "Prediction of components in random sums", ["xml:lang"] = "en", }, }, table#5718 { ["itemType"] = table#5719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2397974", }, ["subjectLabel"] = table#5721 { ["type"] = "literal", ["value"] = "Transient error approximation in a Lévy queue", ["xml:lang"] = "en", }, }, table#5722 { ["itemType"] = table#5723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2398586", }, ["subjectLabel"] = table#5725 { ["type"] = "literal", ["value"] = "Option pricing for symmetric Lévy returns with applications", ["xml:lang"] = "en", }, }, table#5726 { ["itemType"] = table#5727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2398587", }, ["subjectLabel"] = table#5729 { ["type"] = "literal", ["value"] = "A new type of barrier options: lizard option", ["xml:lang"] = "en", }, }, table#5730 { ["itemType"] = table#5731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2398973", }, ["subjectLabel"] = table#5733 { ["type"] = "literal", ["value"] = "Adaptive estimation of continuous-time regression models using high-frequency data", ["xml:lang"] = "en", }, }, table#5734 { ["itemType"] = table#5735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2401362", }, ["subjectLabel"] = table#5737 { ["type"] = "literal", ["value"] = "Symmetric Gaussian mixture distributions with GGC scales", ["xml:lang"] = "en", }, }, table#5738 { ["itemType"] = table#5739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2402583", }, ["subjectLabel"] = table#5741 { ["type"] = "literal", ["value"] = "Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process", ["xml:lang"] = "en", }, }, table#5742 { ["itemType"] = table#5743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2301057", }, ["subjectLabel"] = table#5745 { ["type"] = "literal", ["value"] = "The disorder problem for purely jump Lévy processes with completely monotone jumps", ["xml:lang"] = "en", }, }, table#5746 { ["itemType"] = table#5747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2301125", }, ["subjectLabel"] = table#5749 { ["type"] = "literal", ["value"] = "Multiscale stochastic optimization: modeling aspects and scenario generation", ["xml:lang"] = "en", }, }, table#5750 { ["itemType"] = table#5751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2301475", }, ["subjectLabel"] = table#5753 { ["type"] = "literal", ["value"] = "Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations", ["xml:lang"] = "en", }, }, table#5754 { ["itemType"] = table#5755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2301490", }, ["subjectLabel"] = table#5757 { ["type"] = "literal", ["value"] = "A semigroup approach to nonlinear Lévy processes", ["xml:lang"] = "en", }, }, table#5758 { ["itemType"] = table#5759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2301496", }, ["subjectLabel"] = table#5761 { ["type"] = "literal", ["value"] = "Spectral representations of quasi-infinitely divisible processes", ["xml:lang"] = "en", }, }, table#5762 { ["itemType"] = table#5763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2302346", }, ["subjectLabel"] = table#5765 { ["type"] = "literal", ["value"] = "Irreducibility and asymptotics of stochastic Burgers equation driven by \$\\alpha \$-stable processes", ["xml:lang"] = "en", }, }, table#5766 { ["itemType"] = table#5767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2302689", }, ["subjectLabel"] = table#5769 { ["type"] = "literal", ["value"] = "On fractional Lévy processes: tempering, sample path properties and stochastic integration", ["xml:lang"] = "en", }, }, table#5770 { ["itemType"] = table#5771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2312770", }, ["subjectLabel"] = table#5773 { ["type"] = "literal", ["value"] = "Fractal-dimensional properties of subordinators", ["xml:lang"] = "en", }, }, table#5774 { ["itemType"] = table#5775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2313748", }, ["subjectLabel"] = table#5777 { ["type"] = "literal", ["value"] = "Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model", ["xml:lang"] = "en", }, }, table#5778 { ["itemType"] = table#5779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2316604", }, ["subjectLabel"] = table#5781 { ["type"] = "literal", ["value"] = "Probability tilting of compensated fragmentations", ["xml:lang"] = "en", }, }, table#5782 { ["itemType"] = table#5783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2316609", }, ["subjectLabel"] = table#5785 { ["type"] = "literal", ["value"] = "Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations", ["xml:lang"] = "en", }, }, table#5786 { ["itemType"] = table#5787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2318293", }, ["subjectLabel"] = table#5789 { ["type"] = "literal", ["value"] = "Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise", ["xml:lang"] = "en", }, }, table#5790 { ["itemType"] = table#5791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2319666", }, ["subjectLabel"] = table#5793 { ["type"] = "literal", ["value"] = "Long-run analysis of the stochastic replicator dynamics in the presence of random jumps", ["xml:lang"] = "en", }, }, table#5794 { ["itemType"] = table#5795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2320378", }, ["subjectLabel"] = table#5797 { ["type"] = "literal", ["value"] = "Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive", ["xml:lang"] = "en", }, }, table#5798 { ["itemType"] = table#5799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2322612", }, ["subjectLabel"] = table#5801 { ["type"] = "literal", ["value"] = "Observing a Lévy process up to a stopping time", ["xml:lang"] = "en", }, }, table#5802 { ["itemType"] = table#5803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2322618", }, ["subjectLabel"] = table#5805 { ["type"] = "literal", ["value"] = "Nonparametric estimation of the trend for stochastic differential equations driven by small \$\\alpha\$-stable noises", ["xml:lang"] = "en", }, }, table#5806 { ["itemType"] = table#5807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2323463", }, ["subjectLabel"] = table#5809 { ["type"] = "literal", ["value"] = "Ergodicity and bifurcations for stochastic logistic equation with non-Gaussian Lévy noise", ["xml:lang"] = "en", }, }, table#5810 { ["itemType"] = table#5811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2324898", }, ["subjectLabel"] = table#5813 { ["type"] = "literal", ["value"] = "Effects of Lévy noise on the Fitzhugh-Nagumo model: a perspective on the maximal likely trajectories", ["xml:lang"] = "en", }, }, table#5814 { ["itemType"] = table#5815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2325162", }, ["subjectLabel"] = table#5817 { ["type"] = "literal", ["value"] = "Dynamics and optimal harvesting control for a stochastic one-predator-two-prey time delay system with jumps", ["xml:lang"] = "en", }, }, table#5818 { ["itemType"] = table#5819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2325933", }, ["subjectLabel"] = table#5821 { ["type"] = "literal", ["value"] = "Approximation to stable law by the Lindeberg principle", ["xml:lang"] = "en", }, }, table#5822 { ["itemType"] = table#5823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2326524", }, ["subjectLabel"] = table#5825 { ["type"] = "literal", ["value"] = "On the infinite divisibility of distributions of some inverse subordinators", ["xml:lang"] = "en", }, }, table#5826 { ["itemType"] = table#5827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2328612", }, ["subjectLabel"] = table#5829 { ["type"] = "literal", ["value"] = "Semi-fractional diffusion equations", ["xml:lang"] = "en", }, }, table#5830 { ["itemType"] = table#5831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2329781", }, ["subjectLabel"] = table#5833 { ["type"] = "literal", ["value"] = "Rejection sampling for tempered Lévy processes", ["xml:lang"] = "en", }, }, table#5834 { ["itemType"] = table#5835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2329798", }, ["subjectLabel"] = table#5837 { ["type"] = "literal", ["value"] = "Multilevel particle filters for Lévy-driven stochastic differential equations", ["xml:lang"] = "en", }, }, table#5838 { ["itemType"] = table#5839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2330412", }, ["subjectLabel"] = table#5841 { ["type"] = "literal", ["value"] = "Mixing properties of multivariate infinitely divisible random fields", ["xml:lang"] = "en", }, }, table#5842 { ["itemType"] = table#5843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2330965", }, ["subjectLabel"] = table#5845 { ["type"] = "literal", ["value"] = "Nonparametric Gaussian inference for stable processes", ["xml:lang"] = "en", }, }, table#5846 { ["itemType"] = table#5847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2331247", }, ["subjectLabel"] = table#5849 { ["type"] = "literal", ["value"] = "Options in markets with unknown dynamics", ["xml:lang"] = "en", }, }, table#5850 { ["itemType"] = table#5851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2334743", }, ["subjectLabel"] = table#5853 { ["type"] = "literal", ["value"] = "Optimal stopping problems in Lévy models with random observations", ["xml:lang"] = "en", }, }, table#5854 { ["itemType"] = table#5855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2335686", }, ["subjectLabel"] = table#5857 { ["type"] = "literal", ["value"] = "Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion", ["xml:lang"] = "en", }, }, table#5858 { ["itemType"] = table#5859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2335793", }, ["subjectLabel"] = table#5861 { ["type"] = "literal", ["value"] = "Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise", ["xml:lang"] = "en", }, }, table#5862 { ["itemType"] = table#5863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2337835", }, ["subjectLabel"] = table#5865 { ["type"] = "literal", ["value"] = "On the roughness of the paths of RBM in a wedge", ["xml:lang"] = "en", }, }, table#5866 { ["itemType"] = table#5867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2338711", }, ["subjectLabel"] = table#5869 { ["type"] = "literal", ["value"] = "Log-concavity for Bernstein-type operators using stochastic orders", ["xml:lang"] = "en", }, }, table#5870 { ["itemType"] = table#5871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2338840", }, ["subjectLabel"] = table#5873 { ["type"] = "literal", ["value"] = "Forecasting energy market contracts by ambit processes: empirical study and numerical results", ["xml:lang"] = "en", }, }, table#5874 { ["itemType"] = table#5875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2339568", }, ["subjectLabel"] = table#5877 { ["type"] = "literal", ["value"] = "Limit distributions of generalized St. Petersburg games", ["xml:lang"] = "en", }, }, table#5878 { ["itemType"] = table#5879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2340298", }, ["subjectLabel"] = table#5881 { ["type"] = "literal", ["value"] = "Stable CLTs and rates for power variation of \$\\alpha\$-stable Lévy processes", ["xml:lang"] = "en", }, }, table#5882 { ["itemType"] = table#5883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2341630", }, ["subjectLabel"] = table#5885 { ["type"] = "literal", ["value"] = "Exponential moments of affine processes", ["xml:lang"] = "en", }, }, table#5886 { ["itemType"] = table#5887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2342397", }, ["subjectLabel"] = table#5889 { ["type"] = "literal", ["value"] = "Matrix normalized convergence of a Lévy process to normality at zero", ["xml:lang"] = "en", }, }, table#5890 { ["itemType"] = table#5891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2343659", }, ["subjectLabel"] = table#5893 { ["type"] = "literal", ["value"] = "Lower bounds of the Hausdorff dimension for the images of Feller processes", ["xml:lang"] = "en", }, }, table#5894 { ["itemType"] = table#5895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2344116", }, ["subjectLabel"] = table#5897 { ["type"] = "literal", ["value"] = "Feynman formulas and path integrals for some evolution semigroups related to \$\\tau\$-quantization", ["xml:lang"] = "en", }, }, table#5898 { ["itemType"] = table#5899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2345128", }, ["subjectLabel"] = table#5901 { ["type"] = "literal", ["value"] = "Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes", ["xml:lang"] = "en", }, }, table#5902 { ["itemType"] = table#5903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2345134", }, ["subjectLabel"] = table#5905 { ["type"] = "literal", ["value"] = "A complete Riemann zeta distribution and the Riemann hypothesis", ["xml:lang"] = "en", }, }, table#5906 { ["itemType"] = table#5907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2345229", }, ["subjectLabel"] = table#5909 { ["type"] = "literal", ["value"] = "Preemption games under Lévy uncertainty", ["xml:lang"] = "en", }, }, table#5910 { ["itemType"] = table#5911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2346079", }, ["subjectLabel"] = table#5913 { ["type"] = "literal", ["value"] = "Strong renewal theorems with infinite mean beyond local large deviations", ["xml:lang"] = "en", }, }, table#5914 { ["itemType"] = table#5915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2346223", }, ["subjectLabel"] = table#5917 { ["type"] = "literal", ["value"] = "Continuous time random walk models associated with distributed order diffusion equations", ["xml:lang"] = "en", }, }, table#5918 { ["itemType"] = table#5919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2346360", }, ["subjectLabel"] = table#5921 { ["type"] = "literal", ["value"] = "Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes", ["xml:lang"] = "en", }, }, table#5922 { ["itemType"] = table#5923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2346974", }, ["subjectLabel"] = table#5925 { ["type"] = "literal", ["value"] = "A multivariate functional limit theorem in weak \$M_1\$ topology", ["xml:lang"] = "en", }, }, table#5926 { ["itemType"] = table#5927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2346976", }, ["subjectLabel"] = table#5929 { ["type"] = "literal", ["value"] = "Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes", ["xml:lang"] = "en", }, }, table#5930 { ["itemType"] = table#5931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2347452", }, ["subjectLabel"] = table#5933 { ["type"] = "literal", ["value"] = "Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes", ["xml:lang"] = "en", }, }, table#5934 { ["itemType"] = table#5935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2347462", }, ["subjectLabel"] = table#5937 { ["type"] = "literal", ["value"] = "Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model", ["xml:lang"] = "en", }, }, table#5938 { ["itemType"] = table#5939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2347464", }, ["subjectLabel"] = table#5941 { ["type"] = "literal", ["value"] = "A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes", ["xml:lang"] = "en", }, }, table#5942 { ["itemType"] = table#5943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2347729", }, ["subjectLabel"] = table#5945 { ["type"] = "literal", ["value"] = "The fine structure of equity-index option dynamics", ["xml:lang"] = "en", }, }, table#5946 { ["itemType"] = table#5947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2349549", }, ["subjectLabel"] = table#5949 { ["type"] = "literal", ["value"] = "A characterization of multivariate normal stable Tweedie models and their associated polynomials", ["xml:lang"] = "en", }, }, table#5950 { ["itemType"] = table#5951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2350047", }, ["subjectLabel"] = table#5953 { ["type"] = "literal", ["value"] = "Construction and sampling of Archimedean and nested Archimedean Lévy copulas", ["xml:lang"] = "en", }, }, table#5954 { ["itemType"] = table#5955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2351198", }, ["subjectLabel"] = table#5957 { ["type"] = "literal", ["value"] = "Cost-efficiency in multivariate Lévy models", ["xml:lang"] = "en", }, }, table#5958 { ["itemType"] = table#5959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2351200", }, ["subjectLabel"] = table#5961 { ["type"] = "literal", ["value"] = "On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions", ["xml:lang"] = "en", }, }, table#5962 { ["itemType"] = table#5963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2351784", }, ["subjectLabel"] = table#5965 { ["type"] = "literal", ["value"] = "Determinantal martingales and correlations of noncolliding random walks", ["xml:lang"] = "en", }, }, table#5966 { ["itemType"] = table#5967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2352137", }, ["subjectLabel"] = table#5969 { ["type"] = "literal", ["value"] = "Multinomial distributions in Shintani zeta class", ["xml:lang"] = "en", }, }, table#5970 { ["itemType"] = table#5971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2352187", }, ["subjectLabel"] = table#5973 { ["type"] = "literal", ["value"] = "Estimates of transition densities and their derivatives for jump Lévy processes", ["xml:lang"] = "en", }, }, table#5974 { ["itemType"] = table#5975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2352336", }, ["subjectLabel"] = table#5977 { ["type"] = "literal", ["value"] = "Subordinated Brownian motion: last time the process reaches its supremum", ["xml:lang"] = "en", }, }, table#5978 { ["itemType"] = table#5979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2352756", }, ["subjectLabel"] = table#5981 { ["type"] = "literal", ["value"] = "Pointwise eigenfunction estimates and intrinsic ultracontractivity-type properties of Feynman-Kac semigroups for a class of Lévy processes", ["xml:lang"] = "en", }, }, table#5982 { ["itemType"] = table#5983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2352873", }, ["subjectLabel"] = table#5985 { ["type"] = "literal", ["value"] = "Lévy mixing related to distributed order calculus, subordinators and slow diffusions", ["xml:lang"] = "en", }, }, table#5986 { ["itemType"] = table#5987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2352884", }, ["subjectLabel"] = table#5989 { ["type"] = "literal", ["value"] = "Itô's formula for finite variation Lévy processes: the case of non-smooth functions", ["xml:lang"] = "en", }, }, table#5990 { ["itemType"] = table#5991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2354887", }, ["subjectLabel"] = table#5993 { ["type"] = "literal", ["value"] = "On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function", ["xml:lang"] = "en", }, }, table#5994 { ["itemType"] = table#5995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#5996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2355246", }, ["subjectLabel"] = table#5997 { ["type"] = "literal", ["value"] = "Strong law of large numbers for supercritical superprocesses under second moment condition", ["xml:lang"] = "en", }, }, table#5998 { ["itemType"] = table#5999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2356496", }, ["subjectLabel"] = table#6001 { ["type"] = "literal", ["value"] = "Logarithmic utility maximization in an exponential Lévy model", ["xml:lang"] = "en", }, }, table#6002 { ["itemType"] = table#6003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5880304", }, ["subjectLabel"] = table#6005 { ["type"] = "literal", ["value"] = "Lévy models for collapse of the wave function", ["xml:lang"] = "en", }, }, table#6006 { ["itemType"] = table#6007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5880394", }, ["subjectLabel"] = table#6009 { ["type"] = "literal", ["value"] = "Operator-stable-like processes", ["xml:lang"] = "en", }, }, table#6010 { ["itemType"] = table#6011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5880402", }, ["subjectLabel"] = table#6013 { ["type"] = "literal", ["value"] = "Stochastic applications of Caputo-type convolution operators with nonsingular kernels", ["xml:lang"] = "en", }, }, table#6014 { ["itemType"] = table#6015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5886359", }, ["subjectLabel"] = table#6017 { ["type"] = "literal", ["value"] = "Normal Tempered Stable Processes and the Pricing of Energy Derivatives", ["xml:lang"] = "en", }, }, table#6018 { ["itemType"] = table#6019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5886985", }, ["subjectLabel"] = table#6021 { ["type"] = "literal", ["value"] = "TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER", ["xml:lang"] = "en", }, }, table#6022 { ["itemType"] = table#6023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5889043", }, ["subjectLabel"] = table#6025 { ["type"] = "literal", ["value"] = "Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients", ["xml:lang"] = "en", }, }, table#6026 { ["itemType"] = table#6027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6038473", }, ["subjectLabel"] = table#6029 { ["type"] = "literal", ["value"] = "Average preserving variation processes in view of optimization", ["xml:lang"] = "en", }, }, table#6030 { ["itemType"] = table#6031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6038731", }, ["subjectLabel"] = table#6033 { ["type"] = "literal", ["value"] = "Universal bounds for fractional Laplacian on a bounded open domain in \${\\mathbb{R}}^n \$", ["xml:lang"] = "en", }, }, table#6034 { ["itemType"] = table#6035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6040400", }, ["subjectLabel"] = table#6037 { ["type"] = "literal", ["value"] = "A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model", ["xml:lang"] = "en", }, }, table#6038 { ["itemType"] = table#6039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6040487", }, ["subjectLabel"] = table#6041 { ["type"] = "literal", ["value"] = "Aggregation of network traffic and anisotropic scaling of random fields", ["xml:lang"] = "en", }, }, table#6042 { ["itemType"] = table#6043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6040547", }, ["subjectLabel"] = table#6045 { ["type"] = "literal", ["value"] = "Nonlinear nonlocal Douglas identity", ["xml:lang"] = "en", }, }, table#6046 { ["itemType"] = table#6047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6043447", }, ["subjectLabel"] = table#6049 { ["type"] = "literal", ["value"] = "Functional convergence of continuous-time random walks with continuous paths", ["xml:lang"] = "en", }, }, table#6050 { ["itemType"] = table#6051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6043837", }, ["subjectLabel"] = table#6053 { ["type"] = "literal", ["value"] = "Stochastic bifurcations and tipping phenomena of insect outbreak systems driven by α-stable Lévy processes", ["xml:lang"] = "en", }, }, table#6054 { ["itemType"] = table#6055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6043863", }, ["subjectLabel"] = table#6057 { ["type"] = "literal", ["value"] = "On weak convergence of quasi-infinitely divisible laws", ["xml:lang"] = "en", }, }, table#6058 { ["itemType"] = table#6059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6045942", }, ["subjectLabel"] = table#6061 { ["type"] = "literal", ["value"] = "A Meyer-Itô formula for stable processes via fractional calculus", ["xml:lang"] = "en", }, }, table#6062 { ["itemType"] = table#6063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6046185", }, ["subjectLabel"] = table#6065 { ["type"] = "literal", ["value"] = "Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises", ["xml:lang"] = "en", }, }, table#6066 { ["itemType"] = table#6067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6046193", }, ["subjectLabel"] = table#6069 { ["type"] = "literal", ["value"] = "On self-similar Bernstein functions and corresponding generalized fractional derivatives", ["xml:lang"] = "en", }, }, table#6070 { ["itemType"] = table#6071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6048983", }, ["subjectLabel"] = table#6073 { ["type"] = "literal", ["value"] = "Well-posedness of density dependent SDE driven by \$\\alpha \$-stable process with Hölder drifts", ["xml:lang"] = "en", }, }, table#6074 { ["itemType"] = table#6075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6049526", }, ["subjectLabel"] = table#6077 { ["type"] = "literal", ["value"] = "On the inverse gamma subordinator", ["xml:lang"] = "en", }, }, table#6078 { ["itemType"] = table#6079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6053112", }, ["subjectLabel"] = table#6081 { ["type"] = "literal", ["value"] = "A general approach for lookback option pricing under Markov models", ["xml:lang"] = "en", }, }, table#6082 { ["itemType"] = table#6083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6054051", }, ["subjectLabel"] = table#6085 { ["type"] = "literal", ["value"] = "A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations", ["xml:lang"] = "en", }, }, table#6086 { ["itemType"] = table#6087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6054333", }, ["subjectLabel"] = table#6089 { ["type"] = "literal", ["value"] = "A time-causal and time-recursive scale-covariant scale-space representation of temporal signals and past time", ["xml:lang"] = "en", }, }, table#6090 { ["itemType"] = table#6091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6054364", }, ["subjectLabel"] = table#6093 { ["type"] = "literal", ["value"] = "Intra‐Horizon expected shortfall and risk structure in models with jumps", ["xml:lang"] = "en", }, }, table#6094 { ["itemType"] = table#6095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6054366", }, ["subjectLabel"] = table#6097 { ["type"] = "literal", ["value"] = "Risk‐neutral pricing techniques and examples", ["xml:lang"] = "en", }, }, table#6098 { ["itemType"] = table#6099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6054385", }, ["subjectLabel"] = table#6101 { ["type"] = "literal", ["value"] = "Robust replication of volatility and hybrid derivatives on jump diffusions", ["xml:lang"] = "en", }, }, table#6102 { ["itemType"] = table#6103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6060903", }, ["subjectLabel"] = table#6105 { ["type"] = "literal", ["value"] = "Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments", ["xml:lang"] = "en", }, }, table#6106 { ["itemType"] = table#6107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6060961", }, ["subjectLabel"] = table#6109 { ["type"] = "literal", ["value"] = "First-order linear Marcus SPDEs", ["xml:lang"] = "en", }, }, table#6110 { ["itemType"] = table#6111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6061032", }, ["subjectLabel"] = table#6113 { ["type"] = "literal", ["value"] = "A stage structured demographic model with ``no-regression'' growth: the case of temperature-dependent development rate", ["xml:lang"] = "en", }, }, table#6114 { ["itemType"] = table#6115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5692936", }, ["subjectLabel"] = table#6117 { ["type"] = "literal", ["value"] = "PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS", ["xml:lang"] = "en", }, }, table#6118 { ["itemType"] = table#6119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5694148", }, ["subjectLabel"] = table#6121 { ["type"] = "literal", ["value"] = "Student processes", ["xml:lang"] = "en", }, }, table#6122 { ["itemType"] = table#6123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5696262", }, ["subjectLabel"] = table#6125 { ["type"] = "literal", ["value"] = "BOUNDARY PROBLEMS FOR FRACTIONAL LAPLACIANS", ["xml:lang"] = "en", }, }, table#6126 { ["itemType"] = table#6127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5407654", }, ["subjectLabel"] = table#6129 { ["type"] = "literal", ["value"] = "Upscaling Lévy motions in porous media with long range correlations", ["xml:lang"] = "en", }, }, table#6130 { ["itemType"] = table#6131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5408113", }, ["subjectLabel"] = table#6133 { ["type"] = "literal", ["value"] = "TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS", ["xml:lang"] = "en", }, }, table#6134 { ["itemType"] = table#6135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5410808", }, ["subjectLabel"] = table#6137 { ["type"] = "literal", ["value"] = "On the exponential process associated with a CARMA-type process", ["xml:lang"] = "en", }, }, table#6138 { ["itemType"] = table#6139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5410820", }, ["subjectLabel"] = table#6141 { ["type"] = "literal", ["value"] = "A note on convergence of option prices and their Greeks for Lévy models", ["xml:lang"] = "en", }, }, table#6142 { ["itemType"] = table#6143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5411908", }, ["subjectLabel"] = table#6145 { ["type"] = "literal", ["value"] = "Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models", ["xml:lang"] = "en", }, }, table#6146 { ["itemType"] = table#6147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5411989", }, ["subjectLabel"] = table#6149 { ["type"] = "literal", ["value"] = "TWO PROCESSES FOR TWO PRICES", ["xml:lang"] = "en", }, }, table#6150 { ["itemType"] = table#6151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5414170", }, ["subjectLabel"] = table#6153 { ["type"] = "literal", ["value"] = "TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS", ["xml:lang"] = "en", }, }, table#6154 { ["itemType"] = table#6155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5414542", }, ["subjectLabel"] = table#6157 { ["type"] = "literal", ["value"] = "Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims", ["xml:lang"] = "en", }, }, table#6158 { ["itemType"] = table#6159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5416704", }, ["subjectLabel"] = table#6161 { ["type"] = "literal", ["value"] = "TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS", ["xml:lang"] = "en", }, }, table#6162 { ["itemType"] = table#6163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5419642", }, ["subjectLabel"] = table#6165 { ["type"] = "literal", ["value"] = "USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS", ["xml:lang"] = "en", }, }, table#6166 { ["itemType"] = table#6167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5419653", }, ["subjectLabel"] = table#6169 { ["type"] = "literal", ["value"] = "Modelling and Prediction of Financial Time Series", ["xml:lang"] = "en", }, }, table#6170 { ["itemType"] = table#6171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5421602", }, ["subjectLabel"] = table#6173 { ["type"] = "literal", ["value"] = "Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions", ["xml:lang"] = "en", }, }, table#6174 { ["itemType"] = table#6175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5739188", }, ["subjectLabel"] = table#6177 { ["type"] = "literal", ["value"] = "HIGH‐ORDER SHORT‐TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS", ["xml:lang"] = "en", }, }, table#6178 { ["itemType"] = table#6179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5739688", }, ["subjectLabel"] = table#6181 { ["type"] = "literal", ["value"] = "Inference based on adaptive grid selection of probability transforms", ["xml:lang"] = "en", }, }, table#6182 { ["itemType"] = table#6183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5739799", }, ["subjectLabel"] = table#6185 { ["type"] = "literal", ["value"] = "Option Pricing in Some Non-Lévy Jump Models", ["xml:lang"] = "en", }, }, table#6186 { ["itemType"] = table#6187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5422628", }, ["subjectLabel"] = table#6189 { ["type"] = "literal", ["value"] = "OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS", ["xml:lang"] = "en", }, }, table#6190 { ["itemType"] = table#6191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5742503", }, ["subjectLabel"] = table#6193 { ["type"] = "literal", ["value"] = "Modelling Credit Risk in the Jump Threshold Framework", ["xml:lang"] = "en", }, }, table#6194 { ["itemType"] = table#6195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5742550", }, ["subjectLabel"] = table#6197 { ["type"] = "literal", ["value"] = "Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator", ["xml:lang"] = "en", }, }, table#6198 { ["itemType"] = table#6199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5742555", }, ["subjectLabel"] = table#6201 { ["type"] = "literal", ["value"] = "Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting", ["xml:lang"] = "en", }, }, table#6202 { ["itemType"] = table#6203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5742595", }, ["subjectLabel"] = table#6205 { ["type"] = "literal", ["value"] = "Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations", ["xml:lang"] = "en", }, }, table#6206 { ["itemType"] = table#6207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5429622", }, ["subjectLabel"] = table#6209 { ["type"] = "literal", ["value"] = "Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes", ["xml:lang"] = "en", }, }, table#6210 { ["itemType"] = table#6211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5430582", }, ["subjectLabel"] = table#6213 { ["type"] = "literal", ["value"] = "Lévy Copulas: Dynamics and Transforms of Upsilon Type", ["xml:lang"] = "en", }, }, table#6214 { ["itemType"] = table#6215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5430623", }, ["subjectLabel"] = table#6217 { ["type"] = "literal", ["value"] = "Parametric Estimation for Subordinators and Induced OU Processes", ["xml:lang"] = "en", }, }, table#6218 { ["itemType"] = table#6219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5433512", }, ["subjectLabel"] = table#6221 { ["type"] = "literal", ["value"] = "Stochastic differential equations—some new ideas", ["xml:lang"] = "en", }, }, table#6222 { ["itemType"] = table#6223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5440645", }, ["subjectLabel"] = table#6225 { ["type"] = "literal", ["value"] = "A Lévy Process whose Jumps are Dragged by a Spherical Dynamical System", ["xml:lang"] = "en", }, }, table#6226 { ["itemType"] = table#6227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5441516", }, ["subjectLabel"] = table#6229 { ["type"] = "literal", ["value"] = "Conditioned stable Lévy processes and the Lamperti representation", ["xml:lang"] = "en", }, }, table#6230 { ["itemType"] = table#6231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5953984", }, ["subjectLabel"] = table#6233 { ["type"] = "literal", ["value"] = "Subordination and self-decomposability", ["xml:lang"] = "en", }, }, table#6234 { ["itemType"] = table#6235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5443740", }, ["subjectLabel"] = table#6237 { ["type"] = "literal", ["value"] = "On the Pricing of American Options in Exponential Lévy Markets", ["xml:lang"] = "en", }, }, table#6238 { ["itemType"] = table#6239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5956290", }, ["subjectLabel"] = table#6241 { ["type"] = "literal", ["value"] = "Quadratic Wiener functionals and dynamics on Grassmannians", ["xml:lang"] = "en", }, }, table#6242 { ["itemType"] = table#6243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5962194", }, ["subjectLabel"] = table#6245 { ["type"] = "literal", ["value"] = "Retarded stationary Ornstein-Uhlenbeck processes driven by Lévy noise and operator self-decomposability", ["xml:lang"] = "en", }, }, table#6246 { ["itemType"] = table#6247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5963496", }, ["subjectLabel"] = table#6249 { ["type"] = "literal", ["value"] = "Stochastic integral representations and classification of sum- and max-infinitely divisible processes", ["xml:lang"] = "en", }, }, table#6250 { ["itemType"] = table#6251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5963516", }, ["subjectLabel"] = table#6253 { ["type"] = "literal", ["value"] = "Near-optimal estimation of jump activity in semimartingales", ["xml:lang"] = "en", }, }, table#6254 { ["itemType"] = table#6255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5965372", }, ["subjectLabel"] = table#6257 { ["type"] = "literal", ["value"] = "On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation", ["xml:lang"] = "en", }, }, table#6258 { ["itemType"] = table#6259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5455262", }, ["subjectLabel"] = table#6261 { ["type"] = "literal", ["value"] = "NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR n STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE", ["xml:lang"] = "en", }, }, table#6262 { ["itemType"] = table#6263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5459913", }, ["subjectLabel"] = table#6265 { ["type"] = "literal", ["value"] = "Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms", ["xml:lang"] = "en", }, }, table#6266 { ["itemType"] = table#6267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5892439", }, ["subjectLabel"] = table#6269 { ["type"] = "literal", ["value"] = "Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen", ["xml:lang"] = "en", }, }, table#6270 { ["itemType"] = table#6271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5469052", }, ["subjectLabel"] = table#6273 { ["type"] = "literal", ["value"] = "Jump processes and nonlinear fractional heat equations on metric measure spaces", ["xml:lang"] = "en", }, }, table#6274 { ["itemType"] = table#6275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5473056", }, ["subjectLabel"] = table#6277 { ["type"] = "literal", ["value"] = "A Note on Non-Negative Continuous Time Processes", ["xml:lang"] = "en", }, }, table#6278 { ["itemType"] = table#6279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5475314", }, ["subjectLabel"] = table#6281 { ["type"] = "literal", ["value"] = "Optimal portfolio for an insider in a market driven by Lévy processes§", ["xml:lang"] = "en", }, }, table#6282 { ["itemType"] = table#6283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5475378", }, ["subjectLabel"] = table#6285 { ["type"] = "literal", ["value"] = "Extremes of regularly varying Lévy-driven mixed moving average processes", ["xml:lang"] = "en", }, }, table#6286 { ["itemType"] = table#6287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5475393", }, ["subjectLabel"] = table#6289 { ["type"] = "literal", ["value"] = "On regular variation for infinitely divisible random vectors and additive processes", ["xml:lang"] = "en", }, }, table#6290 { ["itemType"] = table#6291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5476154", }, ["subjectLabel"] = table#6293 { ["type"] = "literal", ["value"] = "A renewal-process-type expression for the moments of inverse subordinators", ["xml:lang"] = "en", }, }, table#6294 { ["itemType"] = table#6295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5484637", }, ["subjectLabel"] = table#6297 { ["type"] = "literal", ["value"] = "Esscher transforms and the minimal entropy martingale measure for exponential Lévy models", ["xml:lang"] = "en", }, }, table#6298 { ["itemType"] = table#6299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5484646", }, ["subjectLabel"] = table#6301 { ["type"] = "literal", ["value"] = "Symmetry and duality in Lévy markets", ["xml:lang"] = "en", }, }, table#6302 { ["itemType"] = table#6303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5485919", }, ["subjectLabel"] = table#6305 { ["type"] = "literal", ["value"] = "On the future infimum of positive self-similar Markov processes", ["xml:lang"] = "en", }, }, table#6306 { ["itemType"] = table#6307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5487831", }, ["subjectLabel"] = table#6309 { ["type"] = "literal", ["value"] = "PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES", ["xml:lang"] = "en", }, }, table#6310 { ["itemType"] = table#6311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5487833", }, ["subjectLabel"] = table#6313 { ["type"] = "literal", ["value"] = "SYMMETRIES IN LÉVY TERM STRUCTURE MODELS", ["xml:lang"] = "en", }, }, table#6314 { ["itemType"] = table#6315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5487896", }, ["subjectLabel"] = table#6317 { ["type"] = "literal", ["value"] = "An importance sampling method based on the density transformation of Lévy processes", ["xml:lang"] = "en", }, }, table#6318 { ["itemType"] = table#6319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5488999", }, ["subjectLabel"] = table#6321 { ["type"] = "literal", ["value"] = "On a Continuous-State Population-Size-Dependent Branching Process and Its Extinction", ["xml:lang"] = "en", }, }, table#6322 { ["itemType"] = table#6323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5742623", }, ["subjectLabel"] = table#6325 { ["type"] = "literal", ["value"] = "The first exit problem of reaction-diffusion equations for small multiplicative L\\'evy noise", ["xml:lang"] = "en", }, }, table#6326 { ["itemType"] = table#6327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5490570", }, ["subjectLabel"] = table#6329 { ["type"] = "literal", ["value"] = "Risk Theory with the Generalized Inverse Gaussian Lévy Process", ["xml:lang"] = "en", }, }, table#6330 { ["itemType"] = table#6331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5496329", }, ["subjectLabel"] = table#6333 { ["type"] = "literal", ["value"] = "Positive stable densities and the bell-shape", ["xml:lang"] = "en", }, }, table#6334 { ["itemType"] = table#6335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5496330", }, ["subjectLabel"] = table#6337 { ["type"] = "literal", ["value"] = "A modified Riemann zeta distribution in the critical strip", ["xml:lang"] = "en", }, }, table#6338 { ["itemType"] = table#6339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5496373", }, ["subjectLabel"] = table#6341 { ["type"] = "literal", ["value"] = "Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise", ["xml:lang"] = "en", }, }, table#6342 { ["itemType"] = table#6343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5496591", }, ["subjectLabel"] = table#6345 { ["type"] = "literal", ["value"] = "Boundary Harnack inequality for Markov processes with jumps", ["xml:lang"] = "en", }, }, table#6346 { ["itemType"] = table#6347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5496645", }, ["subjectLabel"] = table#6349 { ["type"] = "literal", ["value"] = "Laws of the iterated logarithm for self-normalised Lévy processes at zero", ["xml:lang"] = "en", }, }, table#6350 { ["itemType"] = table#6351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5500471", }, ["subjectLabel"] = table#6353 { ["type"] = "literal", ["value"] = "Conditionally free semi-stable distributions", ["xml:lang"] = "en", }, }, table#6354 { ["itemType"] = table#6355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5504151", }, ["subjectLabel"] = table#6357 { ["type"] = "literal", ["value"] = "On the Correlation Structure of a Lévy-Driven Queue", ["xml:lang"] = "en", }, }, table#6358 { ["itemType"] = table#6359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5504167", }, ["subjectLabel"] = table#6361 { ["type"] = "literal", ["value"] = "Continuous-State Branching Processes and Self-Similarity", ["xml:lang"] = "en", }, }, table#6362 { ["itemType"] = table#6363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5851002", }, ["subjectLabel"] = table#6365 { ["type"] = "literal", ["value"] = "REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS", ["xml:lang"] = "en", }, }, table#6366 { ["itemType"] = table#6367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5853477", }, ["subjectLabel"] = table#6369 { ["type"] = "literal", ["value"] = "Lévy processes with respect to the Whittaker convolution", ["xml:lang"] = "en", }, }, table#6370 { ["itemType"] = table#6371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5857545", }, ["subjectLabel"] = table#6373 { ["type"] = "literal", ["value"] = "Stochastic bifurcation for two-time-scale dynamical system with α-stable Lévy noise", ["xml:lang"] = "en", }, }, table#6374 { ["itemType"] = table#6375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5860893", }, ["subjectLabel"] = table#6377 { ["type"] = "literal", ["value"] = "The estimation for Lévy processes in high frequency data", ["xml:lang"] = "en", }, }, table#6378 { ["itemType"] = table#6379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5861032", }, ["subjectLabel"] = table#6381 { ["type"] = "literal", ["value"] = "Multiple subordinated modeling of asset returns: Implications for option pricing", ["xml:lang"] = "en", }, }, table#6382 { ["itemType"] = table#6383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5870673", }, ["subjectLabel"] = table#6385 { ["type"] = "literal", ["value"] = "Extreme statistics of anomalous subdiffusion following a fractional Fokker–Planck equation: subdiffusion is faster than normal diffusion", ["xml:lang"] = "en", }, }, table#6386 { ["itemType"] = table#6387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5872014", }, ["subjectLabel"] = table#6389 { ["type"] = "literal", ["value"] = "Limit properties of Lévy walks", ["xml:lang"] = "en", }, }, table#6390 { ["itemType"] = table#6391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5876329", }, ["subjectLabel"] = table#6393 { ["type"] = "literal", ["value"] = "Empirical anomaly measure for finite-variance processes", ["xml:lang"] = "en", }, }, table#6394 { ["itemType"] = table#6395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5876397", }, ["subjectLabel"] = table#6397 { ["type"] = "literal", ["value"] = "Confined random motion with Laplace and Linnik statistics", ["xml:lang"] = "en", }, }, table#6398 { ["itemType"] = table#6399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5878098", }, ["subjectLabel"] = table#6401 { ["type"] = "literal", ["value"] = "Existence of global solutions of a nonautonomous semilinear equation with varying reaction", ["xml:lang"] = "en", }, }, table#6402 { ["itemType"] = table#6403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2402921", }, ["subjectLabel"] = table#6405 { ["type"] = "literal", ["value"] = "Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations", ["xml:lang"] = "en", }, }, table#6406 { ["itemType"] = table#6407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2404408", }, ["subjectLabel"] = table#6409 { ["type"] = "literal", ["value"] = "Multivariate intensity estimation via hyperbolic wavelet selection", ["xml:lang"] = "en", }, }, table#6410 { ["itemType"] = table#6411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2404478", }, ["subjectLabel"] = table#6413 { ["type"] = "literal", ["value"] = "Gradient estimates and symmetrization for Fisher-KPP front propagation with fractional diffusion", ["xml:lang"] = "en", }, }, table#6414 { ["itemType"] = table#6415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2407776", }, ["subjectLabel"] = table#6417 { ["type"] = "literal", ["value"] = "Exponential ergodicity for population dynamics driven by \$\\alpha\$-stable processes", ["xml:lang"] = "en", }, }, table#6418 { ["itemType"] = table#6419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2407777", }, ["subjectLabel"] = table#6421 { ["type"] = "literal", ["value"] = "Proper two-sided exits of a Lévy process", ["xml:lang"] = "en", }, }, table#6422 { ["itemType"] = table#6423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2407794", }, ["subjectLabel"] = table#6425 { ["type"] = "literal", ["value"] = "Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments", ["xml:lang"] = "en", }, }, table#6426 { ["itemType"] = table#6427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2408412", }, ["subjectLabel"] = table#6429 { ["type"] = "literal", ["value"] = "Small-time sharp bounds for kernels of convolution semigroups", ["xml:lang"] = "en", }, }, table#6430 { ["itemType"] = table#6431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2408746", }, ["subjectLabel"] = table#6433 { ["type"] = "literal", ["value"] = "Estimation of a noisy subordinated Brownian motion via two-scales power variations", ["xml:lang"] = "en", }, }, table#6434 { ["itemType"] = table#6435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2410293", }, ["subjectLabel"] = table#6437 { ["type"] = "literal", ["value"] = "Model spaces of regularity structures for space-fractional SPDEs", ["xml:lang"] = "en", }, }, table#6438 { ["itemType"] = table#6439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2410398", }, ["subjectLabel"] = table#6441 { ["type"] = "literal", ["value"] = "Option pricing and hedging for optimized Lévy driven stochastic volatility models", ["xml:lang"] = "en", }, }, table#6442 { ["itemType"] = table#6443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2412393", }, ["subjectLabel"] = table#6445 { ["type"] = "literal", ["value"] = "On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation", ["xml:lang"] = "en", }, }, table#6446 { ["itemType"] = table#6447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2414852", }, ["subjectLabel"] = table#6449 { ["type"] = "literal", ["value"] = "Cliquet option pricing in a jump-diffusion Lévy model", ["xml:lang"] = "en", }, }, table#6450 { ["itemType"] = table#6451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2414854", }, ["subjectLabel"] = table#6453 { ["type"] = "literal", ["value"] = "Detecting independence of random vectors: generalized distance covariance and Gaussian covariance", ["xml:lang"] = "en", }, }, table#6454 { ["itemType"] = table#6455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2417958", }, ["subjectLabel"] = table#6457 { ["type"] = "literal", ["value"] = "Optimal exchange rates management using stochastic impulse control for geometric Lévy processes", ["xml:lang"] = "en", }, }, table#6458 { ["itemType"] = table#6459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2422123", }, ["subjectLabel"] = table#6461 { ["type"] = "literal", ["value"] = "Conic asset pricing and the costs of price fluctuations", ["xml:lang"] = "en", }, }, table#6462 { ["itemType"] = table#6463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2422168", }, ["subjectLabel"] = table#6465 { ["type"] = "literal", ["value"] = "Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option", ["xml:lang"] = "en", }, }, table#6466 { ["itemType"] = table#6467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2422516", }, ["subjectLabel"] = table#6469 { ["type"] = "literal", ["value"] = "On the fractional Poisson process and the discretized stable subordinator", ["xml:lang"] = "en", }, }, table#6470 { ["itemType"] = table#6471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2423855", }, ["subjectLabel"] = table#6473 { ["type"] = "literal", ["value"] = "Exponential change of measure for general piecewise deterministic Markov processes", ["xml:lang"] = "en", }, }, table#6474 { ["itemType"] = table#6475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2423856", }, ["subjectLabel"] = table#6477 { ["type"] = "literal", ["value"] = "Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return", ["xml:lang"] = "en", }, }, table#6478 { ["itemType"] = table#6479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2424929", }, ["subjectLabel"] = table#6481 { ["type"] = "literal", ["value"] = "Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates", ["xml:lang"] = "en", }, }, table#6482 { ["itemType"] = table#6483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2426600", }, ["subjectLabel"] = table#6485 { ["type"] = "literal", ["value"] = "Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process", ["xml:lang"] = "en", }, }, table#6486 { ["itemType"] = table#6487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2426601", }, ["subjectLabel"] = table#6489 { ["type"] = "literal", ["value"] = "Functional quantization rate and mean regularity of processes with an application to Lévy processes", ["xml:lang"] = "en", }, }, table#6490 { ["itemType"] = table#6491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2428530", }, ["subjectLabel"] = table#6493 { ["type"] = "literal", ["value"] = "Free infinite divisibility of free multiplicative mixtures of the Wigner distribution", ["xml:lang"] = "en", }, }, table#6494 { ["itemType"] = table#6495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2428538", }, ["subjectLabel"] = table#6497 { ["type"] = "literal", ["value"] = "SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations", ["xml:lang"] = "en", }, }, table#6498 { ["itemType"] = table#6499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2428952", }, ["subjectLabel"] = table#6501 { ["type"] = "literal", ["value"] = "Scaling limits of anisotropic Hastings-Levitov clusters", ["xml:lang"] = "en", }, }, table#6502 { ["itemType"] = table#6503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2430254", }, ["subjectLabel"] = table#6505 { ["type"] = "literal", ["value"] = "A generalization of Panjer's recursion and numerically stable risk aggregation", ["xml:lang"] = "en", }, }, table#6506 { ["itemType"] = table#6507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2430997", }, ["subjectLabel"] = table#6509 { ["type"] = "literal", ["value"] = "Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE", ["xml:lang"] = "en", }, }, table#6510 { ["itemType"] = table#6511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2431520", }, ["subjectLabel"] = table#6513 { ["type"] = "literal", ["value"] = "Markovian bridges: weak continuity and pathwise constructions", ["xml:lang"] = "en", }, }, table#6514 { ["itemType"] = table#6515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2433964", }, ["subjectLabel"] = table#6517 { ["type"] = "literal", ["value"] = "On Kelvin transformation", ["xml:lang"] = "en", }, }, table#6518 { ["itemType"] = table#6519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2434485", }, ["subjectLabel"] = table#6521 { ["type"] = "literal", ["value"] = "On the characterisation of honest times that avoid all stopping times", ["xml:lang"] = "en", }, }, table#6522 { ["itemType"] = table#6523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2434486", }, ["subjectLabel"] = table#6525 { ["type"] = "literal", ["value"] = "A functional limit theorem for stochastic integrals driven by a time-changed symmetric \$\\alpha\$-stable Lévy process", ["xml:lang"] = "en", }, }, table#6526 { ["itemType"] = table#6527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2434500", }, ["subjectLabel"] = table#6529 { ["type"] = "literal", ["value"] = "Adaptive nonparametric estimation for Lévy processes observed at low frequency", ["xml:lang"] = "en", }, }, table#6530 { ["itemType"] = table#6531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2434751", }, ["subjectLabel"] = table#6533 { ["type"] = "literal", ["value"] = "Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation", ["xml:lang"] = "en", }, }, table#6534 { ["itemType"] = table#6535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2435224", }, ["subjectLabel"] = table#6537 { ["type"] = "literal", ["value"] = "Further examples of GGC and HCM densities", ["xml:lang"] = "en", }, }, table#6538 { ["itemType"] = table#6539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2435227", }, ["subjectLabel"] = table#6541 { ["type"] = "literal", ["value"] = "Smoothness of the law of manifold-valued Markov processes with jumps", ["xml:lang"] = "en", }, }, table#6542 { ["itemType"] = table#6543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2435229", }, ["subjectLabel"] = table#6545 { ["type"] = "literal", ["value"] = "On the density of exponential functionals of Lévy processes", ["xml:lang"] = "en", }, }, table#6546 { ["itemType"] = table#6547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2435232", }, ["subjectLabel"] = table#6549 { ["type"] = "literal", ["value"] = "Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications", ["xml:lang"] = "en", }, }, table#6550 { ["itemType"] = table#6551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2435248", }, ["subjectLabel"] = table#6553 { ["type"] = "literal", ["value"] = "Stochastic integration with respect to additive functionals of zero quadratic variation", ["xml:lang"] = "en", }, }, table#6554 { ["itemType"] = table#6555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2435251", }, ["subjectLabel"] = table#6557 { ["type"] = "literal", ["value"] = "The Lamperti representation of real-valued self-similar Markov processes", ["xml:lang"] = "en", }, }, table#6558 { ["itemType"] = table#6559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2435746", }, ["subjectLabel"] = table#6561 { ["type"] = "literal", ["value"] = "A quasi-infinitely divisible characteristic function and its exponentiation", ["xml:lang"] = "en", }, }, table#6562 { ["itemType"] = table#6563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2435754", }, ["subjectLabel"] = table#6565 { ["type"] = "literal", ["value"] = "Transient analysis of reflected Lévy processes", ["xml:lang"] = "en", }, }, table#6566 { ["itemType"] = table#6567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2436788", }, ["subjectLabel"] = table#6569 { ["type"] = "literal", ["value"] = "Stochastic equations of super-Lévy processes with general branching mechanism", ["xml:lang"] = "en", }, }, table#6570 { ["itemType"] = table#6571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2438291", }, ["subjectLabel"] = table#6573 { ["type"] = "literal", ["value"] = "Ergodicity for functional stochastic differential equations and applications", ["xml:lang"] = "en", }, }, table#6574 { ["itemType"] = table#6575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2438753", }, ["subjectLabel"] = table#6577 { ["type"] = "literal", ["value"] = "Hitting distributions of \$\\alpha\$-stable processes via path censoring and self-similarity", ["xml:lang"] = "en", }, }, table#6578 { ["itemType"] = table#6579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2439206", }, ["subjectLabel"] = table#6581 { ["type"] = "literal", ["value"] = "Weighted empirical processes in the nonparametric inference for Lévy processes", ["xml:lang"] = "en", }, }, table#6582 { ["itemType"] = table#6583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2439629", }, ["subjectLabel"] = table#6585 { ["type"] = "literal", ["value"] = "Limit laws for UGROW random graphs", ["xml:lang"] = "en", }, }, table#6586 { ["itemType"] = table#6587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2439929", }, ["subjectLabel"] = table#6589 { ["type"] = "literal", ["value"] = "Statistical inference of spectral estimation for continuous-time MA processes with finite second moments", ["xml:lang"] = "en", }, }, table#6590 { ["itemType"] = table#6591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2441148", }, ["subjectLabel"] = table#6593 { ["type"] = "literal", ["value"] = "A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence", ["xml:lang"] = "en", }, }, table#6594 { ["itemType"] = table#6595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2441226", }, ["subjectLabel"] = table#6597 { ["type"] = "literal", ["value"] = "Existence and computation of the Aumann-Serrano index of riskiness and its extension", ["xml:lang"] = "en", }, }, table#6598 { ["itemType"] = table#6599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2442452", }, ["subjectLabel"] = table#6601 { ["type"] = "literal", ["value"] = "Density approximations for multivariate affine jump-diffusion processes", ["xml:lang"] = "en", }, }, table#6602 { ["itemType"] = table#6603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2443229", }, ["subjectLabel"] = table#6605 { ["type"] = "literal", ["value"] = "Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps", ["xml:lang"] = "en", }, }, table#6606 { ["itemType"] = table#6607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2443230", }, ["subjectLabel"] = table#6609 { ["type"] = "literal", ["value"] = "Constant proportion portfolio insurance under a regime switching exponential Lévy process", ["xml:lang"] = "en", }, }, table#6610 { ["itemType"] = table#6611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2444466", }, ["subjectLabel"] = table#6613 { ["type"] = "literal", ["value"] = "Density and tails of unimodal convolution semigroups", ["xml:lang"] = "en", }, }, table#6614 { ["itemType"] = table#6615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2444627", }, ["subjectLabel"] = table#6617 { ["type"] = "literal", ["value"] = "Characterization of the finite variation property for a class of stationary increment infinitely divisible processes", ["xml:lang"] = "en", }, }, table#6618 { ["itemType"] = table#6619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2444631", }, ["subjectLabel"] = table#6621 { ["type"] = "literal", ["value"] = "Functional limit theorems for renewal shot noise processes with increasing response functions", ["xml:lang"] = "en", }, }, table#6622 { ["itemType"] = table#6623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2444660", }, ["subjectLabel"] = table#6625 { ["type"] = "literal", ["value"] = "Calibration of self-decomposable Lévy models", ["xml:lang"] = "en", }, }, table#6626 { ["itemType"] = table#6627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2444668", }, ["subjectLabel"] = table#6629 { ["type"] = "literal", ["value"] = "Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \$\\alpha\$-stable Lévy processes", ["xml:lang"] = "en", }, }, table#6630 { ["itemType"] = table#6631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2444964", }, ["subjectLabel"] = table#6633 { ["type"] = "literal", ["value"] = "Multidimensional Shintani zeta functions and zeta distributions on \$\\mathbb{R}^d\$", ["xml:lang"] = "en", }, }, table#6634 { ["itemType"] = table#6635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2445350", }, ["subjectLabel"] = table#6637 { ["type"] = "literal", ["value"] = "Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases", ["xml:lang"] = "en", }, }, table#6638 { ["itemType"] = table#6639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2445987", }, ["subjectLabel"] = table#6641 { ["type"] = "literal", ["value"] = "Finite-time survival probability and credit default swaps pricing under geometric Lévy markets", ["xml:lang"] = "en", }, }, table#6642 { ["itemType"] = table#6643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2446407", }, ["subjectLabel"] = table#6645 { ["type"] = "literal", ["value"] = "Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients", ["xml:lang"] = "en", }, }, table#6646 { ["itemType"] = table#6647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2447295", }, ["subjectLabel"] = table#6649 { ["type"] = "literal", ["value"] = "Symmetric rearrangements around infinity with applications to Lévy processes", ["xml:lang"] = "en", }, }, table#6650 { ["itemType"] = table#6651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2447652", }, ["subjectLabel"] = table#6653 { ["type"] = "literal", ["value"] = "Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes", ["xml:lang"] = "en", }, }, table#6654 { ["itemType"] = table#6655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2447654", }, ["subjectLabel"] = table#6657 { ["type"] = "literal", ["value"] = "Testing the characteristics of a Lévy process", ["xml:lang"] = "en", }, }, table#6658 { ["itemType"] = table#6659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2447728", }, ["subjectLabel"] = table#6661 { ["type"] = "literal", ["value"] = "Ergodicity of the stochastic real Ginzburg-Landau equation driven by \$\\alpha\$-stable noises", ["xml:lang"] = "en", }, }, table#6662 { ["itemType"] = table#6663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2448696", }, ["subjectLabel"] = table#6665 { ["type"] = "literal", ["value"] = "Time-changed CIR default intensities with two-sided mean-reverting jumps", ["xml:lang"] = "en", }, }, table#6666 { ["itemType"] = table#6667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2448716", }, ["subjectLabel"] = table#6669 { ["type"] = "literal", ["value"] = "Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#6670 { ["itemType"] = table#6671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2450253", }, ["subjectLabel"] = table#6673 { ["type"] = "literal", ["value"] = "Stationary distributions for a class of generalized Fleming-Viot processes", ["xml:lang"] = "en", }, }, table#6674 { ["itemType"] = table#6675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2450589", }, ["subjectLabel"] = table#6677 { ["type"] = "literal", ["value"] = "\$L^p\$-maximal regularity of nonlocal parabolic equations and applications", ["xml:lang"] = "en", }, }, table#6678 { ["itemType"] = table#6679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2450704", }, ["subjectLabel"] = table#6681 { ["type"] = "literal", ["value"] = "Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models", ["xml:lang"] = "en", }, }, table#6682 { ["itemType"] = table#6683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2450797", }, ["subjectLabel"] = table#6685 { ["type"] = "literal", ["value"] = "Parabolic Littlewood-Paley inequality for \$\\phi(-{\\Delta})\$-type operators and applications to stochastic integro-differential equations", ["xml:lang"] = "en", }, }, table#6686 { ["itemType"] = table#6687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2452444", }, ["subjectLabel"] = table#6689 { ["type"] = "literal", ["value"] = "Almost automorphic solutions for stochastic differential equations driven by Lévy noise", ["xml:lang"] = "en", }, }, table#6690 { ["itemType"] = table#6691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2452885", }, ["subjectLabel"] = table#6693 { ["type"] = "literal", ["value"] = "Inference on the Lévy measure in case of noisy observations", ["xml:lang"] = "en", }, }, table#6694 { ["itemType"] = table#6695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2453198", }, ["subjectLabel"] = table#6697 { ["type"] = "literal", ["value"] = "Numerical inverse Lévy measure method for infinite shot noise series representation", ["xml:lang"] = "en", }, }, table#6698 { ["itemType"] = table#6699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2453878", }, ["subjectLabel"] = table#6701 { ["type"] = "literal", ["value"] = "Trajectory composition of Poisson time changes and Markov counting systems", ["xml:lang"] = "en", }, }, table#6702 { ["itemType"] = table#6703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2453882", }, ["subjectLabel"] = table#6705 { ["type"] = "literal", ["value"] = "A limit theorem for local time and application to random sets", ["xml:lang"] = "en", }, }, table#6706 { ["itemType"] = table#6707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2453898", }, ["subjectLabel"] = table#6709 { ["type"] = "literal", ["value"] = "Smooth properties for semigroups of Lévy processes and their application", ["xml:lang"] = "en", }, }, table#6710 { ["itemType"] = table#6711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2454402", }, ["subjectLabel"] = table#6713 { ["type"] = "literal", ["value"] = "Asymptotically optimal discretization of hedging strategies with jumps", ["xml:lang"] = "en", }, }, table#6714 { ["itemType"] = table#6715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2454688", }, ["subjectLabel"] = table#6717 { ["type"] = "literal", ["value"] = "Expected waiting time in symmetric polling systems with correlated walking times", ["xml:lang"] = "en", }, }, table#6718 { ["itemType"] = table#6719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2457758", }, ["subjectLabel"] = table#6721 { ["type"] = "literal", ["value"] = "Estimates of heat kernel of fractional Laplacian perturbed by gradient operators", ["xml:lang"] = "en", }, }, table#6722 { ["itemType"] = table#6723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2458594", }, ["subjectLabel"] = table#6725 { ["type"] = "literal", ["value"] = "Lévy flights, non-local search and simulated annealing", ["xml:lang"] = "en", }, }, table#6726 { ["itemType"] = table#6727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2459410", }, ["subjectLabel"] = table#6729 { ["type"] = "literal", ["value"] = "Fractional generalization of Kac integral", ["xml:lang"] = "en", }, }, table#6730 { ["itemType"] = table#6731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2460269", }, ["subjectLabel"] = table#6733 { ["type"] = "literal", ["value"] = "Boundary driven zero-range processes in random media", ["xml:lang"] = "en", }, }, table#6734 { ["itemType"] = table#6735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2461248", }, ["subjectLabel"] = table#6737 { ["type"] = "literal", ["value"] = "\$L^p\$-independence of spectral bounds of Schrödinger type semigroups", ["xml:lang"] = "en", }, }, table#6738 { ["itemType"] = table#6739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2461281", }, ["subjectLabel"] = table#6741 { ["type"] = "literal", ["value"] = "Monte Carlo option pricing for tempered stable (CGMY) processes", ["xml:lang"] = "en", }, }, table#6742 { ["itemType"] = table#6743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2464672", }, ["subjectLabel"] = table#6745 { ["type"] = "literal", ["value"] = "Dynamical percolation on general trees", ["xml:lang"] = "en", }, }, table#6746 { ["itemType"] = table#6747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2464854", }, ["subjectLabel"] = table#6749 { ["type"] = "literal", ["value"] = "On some transformations between positive self-similar Markov processes", ["xml:lang"] = "en", }, }, table#6750 { ["itemType"] = table#6751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2467114", }, ["subjectLabel"] = table#6753 { ["type"] = "literal", ["value"] = "On the optimal dividend problem for a spectrally negative Lévy process", ["xml:lang"] = "en", }, }, table#6754 { ["itemType"] = table#6755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2467529", }, ["subjectLabel"] = table#6757 { ["type"] = "literal", ["value"] = "Optimisation of measures on a hyperfinite adapted probability space", ["xml:lang"] = "en", }, }, table#6758 { ["itemType"] = table#6759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2468425", }, ["subjectLabel"] = table#6761 { ["type"] = "literal", ["value"] = "Passage of Lévy processes across power law boundaries at small times", ["xml:lang"] = "en", }, }, table#6762 { ["itemType"] = table#6763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2469496", }, ["subjectLabel"] = table#6765 { ["type"] = "literal", ["value"] = "On a formula on the potential operators of absorbing Lévy processes in the half space", ["xml:lang"] = "en", }, }, table#6766 { ["itemType"] = table#6767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2469499", }, ["subjectLabel"] = table#6769 { ["type"] = "literal", ["value"] = "Bilateral gamma distributions and processes in financial mathematics", ["xml:lang"] = "en", }, }, table#6770 { ["itemType"] = table#6771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2469551", }, ["subjectLabel"] = table#6773 { ["type"] = "literal", ["value"] = "Exit problems in regime-switching models", ["xml:lang"] = "en", }, }, table#6774 { ["itemType"] = table#6775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2469817", }, ["subjectLabel"] = table#6777 { ["type"] = "literal", ["value"] = "On infinite divisibility of positive definite functions arising from operator means", ["xml:lang"] = "en", }, }, table#6778 { ["itemType"] = table#6779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2471619", }, ["subjectLabel"] = table#6781 { ["type"] = "literal", ["value"] = "A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise", ["xml:lang"] = "en", }, }, table#6782 { ["itemType"] = table#6783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2472045", }, ["subjectLabel"] = table#6785 { ["type"] = "literal", ["value"] = "Minimizing banking risk in a Lévy process setting", ["xml:lang"] = "en", }, }, table#6786 { ["itemType"] = table#6787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2472193", }, ["subjectLabel"] = table#6789 { ["type"] = "literal", ["value"] = "The relative entropy in CGMY processes and its applications to finance", ["xml:lang"] = "en", }, }, table#6790 { ["itemType"] = table#6791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2474239", }, ["subjectLabel"] = table#6793 { ["type"] = "literal", ["value"] = "Multivariate fractionally integrated CARMA processes", ["xml:lang"] = "en", }, }, table#6794 { ["itemType"] = table#6795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2476290", }, ["subjectLabel"] = table#6797 { ["type"] = "literal", ["value"] = "Extreme value theory for space-time processes with heavy-tailed distributions", ["xml:lang"] = "en", }, }, table#6798 { ["itemType"] = table#6799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2476883", }, ["subjectLabel"] = table#6801 { ["type"] = "literal", ["value"] = "Tail behavior of random products and stochastic exponentials", ["xml:lang"] = "en", }, }, table#6802 { ["itemType"] = table#6803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6062258", }, ["subjectLabel"] = table#6805 { ["type"] = "literal", ["value"] = "On the local time of Gaussian and Lévy processes", ["xml:lang"] = "en", }, }, table#6806 { ["itemType"] = table#6807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6064689", }, ["subjectLabel"] = table#6809 { ["type"] = "literal", ["value"] = "Vector Stochastic Processes with Pólya‐Type Correlation Structure", ["xml:lang"] = "en", }, }, table#6810 { ["itemType"] = table#6811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6067093", }, ["subjectLabel"] = table#6813 { ["type"] = "literal", ["value"] = "Variance gamma (nonlocal) equations", ["xml:lang"] = "en", }, }, table#6814 { ["itemType"] = table#6815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6070748", }, ["subjectLabel"] = table#6817 { ["type"] = "literal", ["value"] = "Bayesian inversion with α-stable priors", ["xml:lang"] = "en", }, }, table#6818 { ["itemType"] = table#6819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6071176", }, ["subjectLabel"] = table#6821 { ["type"] = "literal", ["value"] = "Fractional Poisson processes of order \$k\$ and beyond", ["xml:lang"] = "en", }, }, table#6822 { ["itemType"] = table#6823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6075130", }, ["subjectLabel"] = table#6825 { ["type"] = "literal", ["value"] = "BNPdensity: Bayesian nonparametric mixture modelling in R", ["xml:lang"] = "en", }, }, table#6826 { ["itemType"] = table#6827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6076448", }, ["subjectLabel"] = table#6829 { ["type"] = "literal", ["value"] = "Long time behaviour for population model by \$\\alpha \$-stable processes with Markov switching", ["xml:lang"] = "en", }, }, table#6830 { ["itemType"] = table#6831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6077368", }, ["subjectLabel"] = table#6833 { ["type"] = "literal", ["value"] = "Markov additive processes for degradation with jumps under dynamic environments", ["xml:lang"] = "en", }, }, table#6834 { ["itemType"] = table#6835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6078123", }, ["subjectLabel"] = table#6837 { ["type"] = "literal", ["value"] = "Exposure valuations and their capital requirements", ["xml:lang"] = "en", }, }, table#6838 { ["itemType"] = table#6839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6079099", }, ["subjectLabel"] = table#6841 { ["type"] = "literal", ["value"] = "Hunt's formula for SU_q(N) and U_q(N)", ["xml:lang"] = "en", }, }, table#6842 { ["itemType"] = table#6843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6089027", }, ["subjectLabel"] = table#6845 { ["type"] = "literal", ["value"] = "Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments", ["xml:lang"] = "en", }, }, table#6846 { ["itemType"] = table#6847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6089636", }, ["subjectLabel"] = table#6849 { ["type"] = "literal", ["value"] = "Simulation methods and error analysis for trawl processes and ambit fields", ["xml:lang"] = "en", }, }, table#6850 { ["itemType"] = table#6851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6092933", }, ["subjectLabel"] = table#6853 { ["type"] = "literal", ["value"] = "The stochastic Leibniz formula for Volterra integrals under enlarged filtrations", ["xml:lang"] = "en", }, }, table#6854 { ["itemType"] = table#6855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6096981", }, ["subjectLabel"] = table#6857 { ["type"] = "literal", ["value"] = "Gevrey type regularity of the Riesz-Feller operator perturbed by gradient in \$L^p(\\mathbb{R})\$", ["xml:lang"] = "en", }, }, table#6858 { ["itemType"] = table#6859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6100207", }, ["subjectLabel"] = table#6861 { ["type"] = "literal", ["value"] = "Semi-Lévy-driven CARMA process: estimation and prediction", ["xml:lang"] = "en", }, }, table#6862 { ["itemType"] = table#6863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6101822", }, ["subjectLabel"] = table#6865 { ["type"] = "literal", ["value"] = "Predicting the last zero before an exponential time of a spectrally negative Lévy process", ["xml:lang"] = "en", }, }, table#6866 { ["itemType"] = table#6867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6102185", }, ["subjectLabel"] = table#6869 { ["type"] = "literal", ["value"] = "Asymptotic behaviors of convolution powers of the Riemann zeta distribution", ["xml:lang"] = "en", }, }, table#6870 { ["itemType"] = table#6871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6102917", }, ["subjectLabel"] = table#6873 { ["type"] = "literal", ["value"] = "Consensus-based optimization via jump-diffusion stochastic differential equations", ["xml:lang"] = "en", }, }, table#6874 { ["itemType"] = table#6875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6107684", }, ["subjectLabel"] = table#6877 { ["type"] = "literal", ["value"] = "Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness", ["xml:lang"] = "en", }, }, table#6878 { ["itemType"] = table#6879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6110796", }, ["subjectLabel"] = table#6881 { ["type"] = "literal", ["value"] = "Regularity of semigroups for exponentially tempered stable processes with drift", ["xml:lang"] = "en", }, }, table#6882 { ["itemType"] = table#6883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6111110", }, ["subjectLabel"] = table#6885 { ["type"] = "literal", ["value"] = "On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \$\\alpha\$-sun operator", ["xml:lang"] = "en", }, }, table#6886 { ["itemType"] = table#6887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6111886", }, ["subjectLabel"] = table#6889 { ["type"] = "literal", ["value"] = "Selfsimilar free additive processes and freely selfdecomposable distributions", ["xml:lang"] = "en", }, }, table#6890 { ["itemType"] = table#6891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6112116", }, ["subjectLabel"] = table#6893 { ["type"] = "literal", ["value"] = "\$L^p\$-solution for BSDEs driven by a Lévy process", ["xml:lang"] = "en", }, }, table#6894 { ["itemType"] = table#6895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6112317", }, ["subjectLabel"] = table#6897 { ["type"] = "literal", ["value"] = "State transitions in the Morris-Lecar model under stable Lévy noise", ["xml:lang"] = "en", }, }, table#6898 { ["itemType"] = table#6899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6113292", }, ["subjectLabel"] = table#6901 { ["type"] = "literal", ["value"] = "Noncommutative quantum decomposition of Gegenbauer white noise process", ["xml:lang"] = "en", }, }, table#6902 { ["itemType"] = table#6903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6115253", }, ["subjectLabel"] = table#6905 { ["type"] = "literal", ["value"] = "Multivariate continuous-time autoregressive moving-average processes on cones", ["xml:lang"] = "en", }, }, table#6906 { ["itemType"] = table#6907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6115255", }, ["subjectLabel"] = table#6909 { ["type"] = "literal", ["value"] = "Markov projection of semimartingales -- application to comparison results", ["xml:lang"] = "en", }, }, table#6910 { ["itemType"] = table#6911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6116556", }, ["subjectLabel"] = table#6913 { ["type"] = "literal", ["value"] = "CBI-time-changed Lévy processes", ["xml:lang"] = "en", }, }, table#6914 { ["itemType"] = table#6915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6116753", }, ["subjectLabel"] = table#6917 { ["type"] = "literal", ["value"] = "Non-reversible guided Metropolis kernel", ["xml:lang"] = "en", }, }, table#6918 { ["itemType"] = table#6919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6119775", }, ["subjectLabel"] = table#6921 { ["type"] = "literal", ["value"] = "A LÉVY-DRIVEN ORNSTEIN–UHLENBECK PROCESS FOR THE VALUATION OF CREDIT INDEX SWAPTIONS", ["xml:lang"] = "en", }, }, table#6922 { ["itemType"] = table#6923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6119927", }, ["subjectLabel"] = table#6925 { ["type"] = "literal", ["value"] = "Homogenization of non-symmetric jump processes", ["xml:lang"] = "en", }, }, table#6926 { ["itemType"] = table#6927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6121678", }, ["subjectLabel"] = table#6929 { ["type"] = "literal", ["value"] = "A Regularity Theory for Parabolic Equations with Anisotropic Nonlocal Operators in \$\\boldsymbol{L_{{q}}(L_{{p}})}\$ Spaces", ["xml:lang"] = "en", }, }, table#6930 { ["itemType"] = table#6931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6122022", }, ["subjectLabel"] = table#6933 { ["type"] = "literal", ["value"] = "On quasi-infinitely divisible random measures", ["xml:lang"] = "en", }, }, table#6934 { ["itemType"] = table#6935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6123733", }, ["subjectLabel"] = table#6937 { ["type"] = "literal", ["value"] = "On Doob h-transformations for finite-time quantum state reduction", ["xml:lang"] = "en", }, }, table#6938 { ["itemType"] = table#6939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6124327", }, ["subjectLabel"] = table#6941 { ["type"] = "literal", ["value"] = "A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes", ["xml:lang"] = "en", }, }, table#6942 { ["itemType"] = table#6943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6126991", }, ["subjectLabel"] = table#6945 { ["type"] = "literal", ["value"] = "Branching stable processes and motion by mean curvature flow", ["xml:lang"] = "en", }, }, table#6946 { ["itemType"] = table#6947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6134302", }, ["subjectLabel"] = table#6949 { ["type"] = "literal", ["value"] = "A fast Monte Carlo scheme for additive processes and option pricing", ["xml:lang"] = "en", }, }, table#6950 { ["itemType"] = table#6951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6135894", }, ["subjectLabel"] = table#6953 { ["type"] = "literal", ["value"] = "Optimal cash management using impulse control", ["xml:lang"] = "en", }, }, table#6954 { ["itemType"] = table#6955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6136818", }, ["subjectLabel"] = table#6957 { ["type"] = "literal", ["value"] = "Probability computation for high-dimensional semilinear SDEs driven by isotropic \$\\alpha\$-stable processes via mild Kolmogorov equations", ["xml:lang"] = "en", }, }, table#6958 { ["itemType"] = table#6959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6137016", }, ["subjectLabel"] = table#6961 { ["type"] = "literal", ["value"] = "Large time behaviour of a conservation law regularised by a Riesz-Feller operator: the sub-critical case", ["xml:lang"] = "en", }, }, table#6962 { ["itemType"] = table#6963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6139073", }, ["subjectLabel"] = table#6965 { ["type"] = "literal", ["value"] = "Unified stochastic representation, well-posedness analysis, and regularity analysis for the equations modeling anomalous diffusions", ["xml:lang"] = "en", }, }, table#6966 { ["itemType"] = table#6967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6139327", }, ["subjectLabel"] = table#6969 { ["type"] = "literal", ["value"] = "Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance", ["xml:lang"] = "en", }, }, table#6970 { ["itemType"] = table#6971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6139952", }, ["subjectLabel"] = table#6973 { ["type"] = "literal", ["value"] = "Perpetual American options with asset-dependent discounting", ["xml:lang"] = "en", }, }, table#6974 { ["itemType"] = table#6975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6140117", }, ["subjectLabel"] = table#6977 { ["type"] = "literal", ["value"] = "Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes", ["xml:lang"] = "en", }, }, table#6978 { ["itemType"] = table#6979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6146675", }, ["subjectLabel"] = table#6981 { ["type"] = "literal", ["value"] = "Noncausal affine processes with applications to derivative pricing", ["xml:lang"] = "en", }, }, table#6982 { ["itemType"] = table#6983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6150880", }, ["subjectLabel"] = table#6985 { ["type"] = "literal", ["value"] = "Lévy measures of infinitely divisible positive processes: examples and distributional identities", ["xml:lang"] = "en", }, }, table#6986 { ["itemType"] = table#6987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6151510", }, ["subjectLabel"] = table#6989 { ["type"] = "literal", ["value"] = "Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#6990 { ["itemType"] = table#6991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6151511", }, ["subjectLabel"] = table#6993 { ["type"] = "literal", ["value"] = "On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes", ["xml:lang"] = "en", }, }, table#6994 { ["itemType"] = table#6995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#6996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6152246", }, ["subjectLabel"] = table#6997 { ["type"] = "literal", ["value"] = "A note on one-sided solutions for optimal stopping problems driven by Lévy processes", ["xml:lang"] = "en", }, }, table#6998 { ["itemType"] = table#6999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6152253", }, ["subjectLabel"] = table#7001 { ["type"] = "literal", ["value"] = "On Stein factors for Laplace approximation and their application to random sums", ["xml:lang"] = "en", }, }, table#7002 { ["itemType"] = table#7003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6157887", }, ["subjectLabel"] = table#7005 { ["type"] = "literal", ["value"] = "On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions", ["xml:lang"] = "en", }, }, table#7006 { ["itemType"] = table#7007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6158179", }, ["subjectLabel"] = table#7009 { ["type"] = "literal", ["value"] = "Maximal inequalities and some applications", ["xml:lang"] = "en", }, }, table#7010 { ["itemType"] = table#7011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6158398", }, ["subjectLabel"] = table#7013 { ["type"] = "literal", ["value"] = "Closed-form option pricing for exponential Lévy models: a residue approach", ["xml:lang"] = "en", }, }, table#7014 { ["itemType"] = table#7015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6158421", }, ["subjectLabel"] = table#7017 { ["type"] = "literal", ["value"] = "The economics of time as it is embedded in the prices of options§", ["xml:lang"] = "en", }, }, table#7018 { ["itemType"] = table#7019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6159734", }, ["subjectLabel"] = table#7021 { ["type"] = "literal", ["value"] = "On the local times of noise reinforced Bessel processes", ["xml:lang"] = "en", }, }, table#7022 { ["itemType"] = table#7023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6160717", }, ["subjectLabel"] = table#7025 { ["type"] = "literal", ["value"] = "Implementing Markovian models for extendible Marshall-Olkin distributions", ["xml:lang"] = "en", }, }, table#7026 { ["itemType"] = table#7027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6161607", }, ["subjectLabel"] = table#7029 { ["type"] = "literal", ["value"] = "Spectral heat content for time-changed killed Brownian motions", ["xml:lang"] = "en", }, }, table#7030 { ["itemType"] = table#7031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6163301", }, ["subjectLabel"] = table#7033 { ["type"] = "literal", ["value"] = "A method for identifying parameterizations of the compensation election and quadratic voting that admit pure-strategy equilibria", ["xml:lang"] = "en", }, }, table#7034 { ["itemType"] = table#7035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6164920", }, ["subjectLabel"] = table#7037 { ["type"] = "literal", ["value"] = "Creeping of Lévy processes through curves", ["xml:lang"] = "en", }, }, table#7038 { ["itemType"] = table#7039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6165212", }, ["subjectLabel"] = table#7041 { ["type"] = "literal", ["value"] = "Subexponentialiy of densities of infinitely divisible distributions", ["xml:lang"] = "en", }, }, table#7042 { ["itemType"] = table#7043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6165361", }, ["subjectLabel"] = table#7045 { ["type"] = "literal", ["value"] = "Multivariate exponential power Lévy processes and random fields", ["xml:lang"] = "en", }, }, table#7046 { ["itemType"] = table#7047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6168534", }, ["subjectLabel"] = table#7049 { ["type"] = "literal", ["value"] = "From Markov processes to semimartingales", ["xml:lang"] = "en", }, }, table#7050 { ["itemType"] = table#7051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6169623", }, ["subjectLabel"] = table#7053 { ["type"] = "literal", ["value"] = "Optimal Stopping for Exponential Lévy Models with Weighted Discounting", ["xml:lang"] = "en", }, }, table#7054 { ["itemType"] = table#7055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6170511", }, ["subjectLabel"] = table#7057 { ["type"] = "literal", ["value"] = "Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises", ["xml:lang"] = "en", }, }, table#7058 { ["itemType"] = table#7059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6171647", }, ["subjectLabel"] = table#7061 { ["type"] = "literal", ["value"] = "Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme", ["xml:lang"] = "en", }, }, table#7062 { ["itemType"] = table#7063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6171877", }, ["subjectLabel"] = table#7065 { ["type"] = "literal", ["value"] = "Option pricing under time interval driven model", ["xml:lang"] = "en", }, }, table#7066 { ["itemType"] = table#7067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6174446", }, ["subjectLabel"] = table#7069 { ["type"] = "literal", ["value"] = "On spectral properties of stationary random processes connected by a special random time change", ["xml:lang"] = "en", }, }, table#7070 { ["itemType"] = table#7071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6175887", }, ["subjectLabel"] = table#7073 { ["type"] = "literal", ["value"] = "On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes", ["xml:lang"] = "en", }, }, table#7074 { ["itemType"] = table#7075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6177571", }, ["subjectLabel"] = table#7077 { ["type"] = "literal", ["value"] = "Noise reinforced Lévy processes: Lévy-Itô decomposition and applications", ["xml:lang"] = "en", }, }, table#7078 { ["itemType"] = table#7079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6182054", }, ["subjectLabel"] = table#7081 { ["type"] = "literal", ["value"] = "VIX MODELING FOR A MARKET INSIDER", ["xml:lang"] = "en", }, }, table#7082 { ["itemType"] = table#7083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6185699", }, ["subjectLabel"] = table#7085 { ["type"] = "literal", ["value"] = "Maximum principle for stable operators", ["xml:lang"] = "en", }, }, table#7086 { ["itemType"] = table#7087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6187368", }, ["subjectLabel"] = table#7089 { ["type"] = "literal", ["value"] = "The log‐moment formula for implied volatility", ["xml:lang"] = "en", }, }, table#7090 { ["itemType"] = table#7091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6187854", }, ["subjectLabel"] = table#7093 { ["type"] = "literal", ["value"] = "Applications of artificial neural networks to simulating Lévy processes", ["xml:lang"] = "en", }, }, table#7094 { ["itemType"] = table#7095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6190646", }, ["subjectLabel"] = table#7097 { ["type"] = "literal", ["value"] = "Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities", ["xml:lang"] = "en", }, }, table#7098 { ["itemType"] = table#7099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6190653", }, ["subjectLabel"] = table#7101 { ["type"] = "literal", ["value"] = "Point process simulation of generalised hyperbolic Lévy processes", ["xml:lang"] = "en", }, }, table#7102 { ["itemType"] = table#7103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6191135", }, ["subjectLabel"] = table#7105 { ["type"] = "literal", ["value"] = "Mixing of linear operators under infinitely divisible measures on Banach spaces", ["xml:lang"] = "en", }, }, table#7106 { ["itemType"] = table#7107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6192368", }, ["subjectLabel"] = table#7109 { ["type"] = "literal", ["value"] = "The ``logarithmic scale'' Minkowski dimension of the most visited sites of two-dimensional Brownian motion", ["xml:lang"] = "en", }, }, table#7110 { ["itemType"] = table#7111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6193433", }, ["subjectLabel"] = table#7113 { ["type"] = "literal", ["value"] = "The Dirichlet problem for Lévy-stable operators with \$L^2\$-data", ["xml:lang"] = "en", }, }, table#7114 { ["itemType"] = table#7115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6193451", }, ["subjectLabel"] = table#7117 { ["type"] = "literal", ["value"] = "Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises", ["xml:lang"] = "en", }, }, table#7118 { ["itemType"] = table#7119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6194623", }, ["subjectLabel"] = table#7121 { ["type"] = "literal", ["value"] = "Pricing cumulative loss derivatives under additive models via Malliavin calculus", ["xml:lang"] = "en", }, }, table#7122 { ["itemType"] = table#7123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6194943", }, ["subjectLabel"] = table#7125 { ["type"] = "literal", ["value"] = "Markovian master equations for quantum-classical hybrid systems", ["xml:lang"] = "en", }, }, table#7126 { ["itemType"] = table#7127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6195985", }, ["subjectLabel"] = table#7129 { ["type"] = "literal", ["value"] = "The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise", ["xml:lang"] = "en", }, }, table#7130 { ["itemType"] = table#7131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6196494", }, ["subjectLabel"] = table#7133 { ["type"] = "literal", ["value"] = "A uniqueness determination of the fractional exponents in a three-parameter fractional diffusion", ["xml:lang"] = "en", }, }, table#7134 { ["itemType"] = table#7135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6197509", }, ["subjectLabel"] = table#7137 { ["type"] = "literal", ["value"] = "Coupled continuous time random walk with Lévy distribution jump length signifies anomalous diffusion?", ["xml:lang"] = "en", }, }, table#7138 { ["itemType"] = table#7139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6197998", }, ["subjectLabel"] = table#7141 { ["type"] = "literal", ["value"] = "On the Asymptotic Behaviour of Superexponential Lévy Processes", ["xml:lang"] = "en", }, }, table#7142 { ["itemType"] = table#7143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6198773", }, ["subjectLabel"] = table#7145 { ["type"] = "literal", ["value"] = "Computation of Riesz \$\\boldsymbol{\\alpha }\$-Capacity \$\\boldsymbol{\\textrm{C}}_{\\boldsymbol{\\alpha}}\$ of General Sets in \$\\boldsymbol{\\mathbb{R}}^{\\boldsymbol{d}}\$ Using Stable Random Walks", ["xml:lang"] = "en", }, }, table#7146 { ["itemType"] = table#7147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6200600", }, ["subjectLabel"] = table#7149 { ["type"] = "literal", ["value"] = "Relativistic stable operators with critical potentials", ["xml:lang"] = "en", }, }, table#7150 { ["itemType"] = table#7151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6201362", }, ["subjectLabel"] = table#7153 { ["type"] = "literal", ["value"] = "Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential", ["xml:lang"] = "en", }, }, table#7154 { ["itemType"] = table#7155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6203348", }, ["subjectLabel"] = table#7157 { ["type"] = "literal", ["value"] = "Controlling the flexibility of non-Gaussian processes through shrinkage priors", ["xml:lang"] = "en", }, }, table#7158 { ["itemType"] = table#7159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6204776", }, ["subjectLabel"] = table#7161 { ["type"] = "literal", ["value"] = "Generalized unimodality and subordinators, with applications to stable laws and to the Mittag-Leffler function", ["xml:lang"] = "en", }, }, table#7162 { ["itemType"] = table#7163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6204777", }, ["subjectLabel"] = table#7165 { ["type"] = "literal", ["value"] = "Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures", ["xml:lang"] = "en", }, }, table#7166 { ["itemType"] = table#7167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6204788", }, ["subjectLabel"] = table#7169 { ["type"] = "literal", ["value"] = "Multivariate stable approximation by Stein's method", ["xml:lang"] = "en", }, }, table#7170 { ["itemType"] = table#7171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6146309", }, ["subjectLabel"] = table#7173 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6146309", }, }, table#7174 { ["itemType"] = table#7175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6146318", }, ["subjectLabel"] = table#7177 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6146318", }, }, table#7178 { ["itemType"] = table#7179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6146332", }, ["subjectLabel"] = table#7181 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6146332", }, }, table#7182 { ["itemType"] = table#7183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6146333", }, ["subjectLabel"] = table#7185 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6146333", }, }, table#7186 { ["itemType"] = table#7187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6151380", }, ["subjectLabel"] = table#7189 { ["type"] = "literal", ["value"] = "https://portal.mardi4nfdi.de/entity/Q6151380", }, }, table#7190 { ["itemType"] = table#7191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2628198", }, ["subjectLabel"] = table#7193 { ["type"] = "literal", ["value"] = "Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times", ["xml:lang"] = "en", }, }, table#7194 { ["itemType"] = table#7195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2631842", }, ["subjectLabel"] = table#7197 { ["type"] = "literal", ["value"] = "Cramér's estimate for stable processes with power drift", ["xml:lang"] = "en", }, }, table#7198 { ["itemType"] = table#7199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2631866", }, ["subjectLabel"] = table#7201 { ["type"] = "literal", ["value"] = "Fluctuation theory for Lévy processes with completely monotone jumps", ["xml:lang"] = "en", }, }, table#7202 { ["itemType"] = table#7203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2633451", }, ["subjectLabel"] = table#7205 { ["type"] = "literal", ["value"] = "Nonlinear equity valuation using conic finance and its regulatory implications", ["xml:lang"] = "en", }, }, table#7206 { ["itemType"] = table#7207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2633453", }, ["subjectLabel"] = table#7209 { ["type"] = "literal", ["value"] = "Cointegration in continuous time for factor models", ["xml:lang"] = "en", }, }, table#7210 { ["itemType"] = table#7211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2633733", }, ["subjectLabel"] = table#7213 { ["type"] = "literal", ["value"] = "The nonlinear Schrödinger equation driven by jump processes", ["xml:lang"] = "en", }, }, table#7214 { ["itemType"] = table#7215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2633845", }, ["subjectLabel"] = table#7217 { ["type"] = "literal", ["value"] = "On the approximation of Lévy driven Volterra processes and their integrals", ["xml:lang"] = "en", }, }, table#7218 { ["itemType"] = table#7219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2633871", }, ["subjectLabel"] = table#7221 { ["type"] = "literal", ["value"] = "Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients", ["xml:lang"] = "en", }, }, table#7222 { ["itemType"] = table#7223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2633976", }, ["subjectLabel"] = table#7225 { ["type"] = "literal", ["value"] = "CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type", ["xml:lang"] = "en", }, }, table#7226 { ["itemType"] = table#7227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2634896", }, ["subjectLabel"] = table#7229 { ["type"] = "literal", ["value"] = "High-frequency Donsker theorems for Lévy measures", ["xml:lang"] = "en", }, }, table#7230 { ["itemType"] = table#7231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2634898", }, ["subjectLabel"] = table#7233 { ["type"] = "literal", ["value"] = "On infinitely divisible semimartingales", ["xml:lang"] = "en", }, }, table#7234 { ["itemType"] = table#7235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2636937", }, ["subjectLabel"] = table#7237 { ["type"] = "literal", ["value"] = "Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings", ["xml:lang"] = "en", }, }, table#7238 { ["itemType"] = table#7239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2636938", }, ["subjectLabel"] = table#7241 { ["type"] = "literal", ["value"] = "Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling", ["xml:lang"] = "en", }, }, table#7242 { ["itemType"] = table#7243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2641458", }, ["subjectLabel"] = table#7245 { ["type"] = "literal", ["value"] = "Lévy-Khinchin formula and existence of densities for convolution semigroups on symmetric spaces", ["xml:lang"] = "en", }, }, table#7246 { ["itemType"] = table#7247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2642806", }, ["subjectLabel"] = table#7249 { ["type"] = "literal", ["value"] = "Fractional Lévy processes with an application to long memory moving average processes", ["xml:lang"] = "en", }, }, table#7250 { ["itemType"] = table#7251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2643746", }, ["subjectLabel"] = table#7253 { ["type"] = "literal", ["value"] = "On the infinite divisibility of some skewed symmetric distributions", ["xml:lang"] = "en", }, }, table#7254 { ["itemType"] = table#7255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2654210", }, ["subjectLabel"] = table#7257 { ["type"] = "literal", ["value"] = "Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition", ["xml:lang"] = "en", }, }, table#7258 { ["itemType"] = table#7259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2656030", }, ["subjectLabel"] = table#7261 { ["type"] = "literal", ["value"] = "A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model", ["xml:lang"] = "en", }, }, table#7262 { ["itemType"] = table#7263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2656071", }, ["subjectLabel"] = table#7265 { ["type"] = "literal", ["value"] = "Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance", ["xml:lang"] = "en", }, }, table#7266 { ["itemType"] = table#7267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2656655", }, ["subjectLabel"] = table#7269 { ["type"] = "literal", ["value"] = "Mod-\$\\phi\$ convergence: approximation of discrete measures and harmonic analysis on the torus", ["xml:lang"] = "en", }, }, table#7270 { ["itemType"] = table#7271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2660431", }, ["subjectLabel"] = table#7273 { ["type"] = "literal", ["value"] = "An axiomatic characterization of the Brownian map", ["xml:lang"] = "en", }, }, table#7274 { ["itemType"] = table#7275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2661178", }, ["subjectLabel"] = table#7277 { ["type"] = "literal", ["value"] = "Affine relation between an infinitely divisible distribution function and its Lévy measure", ["xml:lang"] = "en", }, }, table#7278 { ["itemType"] = table#7279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2661851", }, ["subjectLabel"] = table#7281 { ["type"] = "literal", ["value"] = "A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type", ["xml:lang"] = "en", }, }, table#7282 { ["itemType"] = table#7283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2665370", }, ["subjectLabel"] = table#7285 { ["type"] = "literal", ["value"] = "Privacy protection with heavy-tailed noise for linear dynamical systems", ["xml:lang"] = "en", }, }, table#7286 { ["itemType"] = table#7287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2480093", }, ["subjectLabel"] = table#7289 { ["type"] = "literal", ["value"] = "Option pricing for time-change exponential Lévy model under MEMM", ["xml:lang"] = "en", }, }, table#7290 { ["itemType"] = table#7291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2480808", }, ["subjectLabel"] = table#7293 { ["type"] = "literal", ["value"] = "Estimates and structure of \$\\alpha\$-harmonic functions", ["xml:lang"] = "en", }, }, table#7294 { ["itemType"] = table#7295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2481397", }, ["subjectLabel"] = table#7297 { ["type"] = "literal", ["value"] = "A subclass of type \$G\$ selfdecomposable distributions on \$\\mathbb R^d\$", ["xml:lang"] = "en", }, }, table#7298 { ["itemType"] = table#7299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2482123", }, ["subjectLabel"] = table#7301 { ["type"] = "literal", ["value"] = "How rich is the class of processes which are infinitely divisible with respect to time?", ["xml:lang"] = "en", }, }, table#7302 { ["itemType"] = table#7303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2482287", }, ["subjectLabel"] = table#7305 { ["type"] = "literal", ["value"] = "On the orthogonal polynomials associated with a Lévy process", ["xml:lang"] = "en", }, }, table#7306 { ["itemType"] = table#7307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2482610", }, ["subjectLabel"] = table#7309 { ["type"] = "literal", ["value"] = "Parameter estimation of selfsimilarity exponents", ["xml:lang"] = "en", }, }, table#7310 { ["itemType"] = table#7311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2483454", }, ["subjectLabel"] = table#7313 { ["type"] = "literal", ["value"] = "Probabilistic approach in weighted Markov branching processes", ["xml:lang"] = "en", }, }, table#7314 { ["itemType"] = table#7315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2483455", }, ["subjectLabel"] = table#7317 { ["type"] = "literal", ["value"] = "Some results on subordination, selfdecomposability and operator semi-stability", ["xml:lang"] = "en", }, }, table#7318 { ["itemType"] = table#7319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485446", }, ["subjectLabel"] = table#7321 { ["type"] = "literal", ["value"] = "Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions.", ["xml:lang"] = "en", }, }, table#7322 { ["itemType"] = table#7323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485477", }, ["subjectLabel"] = table#7325 { ["type"] = "literal", ["value"] = "Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model", ["xml:lang"] = "en", }, }, table#7326 { ["itemType"] = table#7327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485545", }, ["subjectLabel"] = table#7329 { ["type"] = "literal", ["value"] = "A note on self-decomposability of stable process subordinated to self-decomposable subordinator", ["xml:lang"] = "en", }, }, table#7330 { ["itemType"] = table#7331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485792", }, ["subjectLabel"] = table#7333 { ["type"] = "literal", ["value"] = "Evaluating the small deviation probabilities for subordinated Lévy processes", ["xml:lang"] = "en", }, }, table#7334 { ["itemType"] = table#7335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485797", }, ["subjectLabel"] = table#7337 { ["type"] = "literal", ["value"] = "Elementary fixed points of the BRW smoothing transforms with infinite number of summands", ["xml:lang"] = "en", }, }, table#7338 { ["itemType"] = table#7339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485814", }, ["subjectLabel"] = table#7341 { ["type"] = "literal", ["value"] = "Equivalence of floating and fixed strike Asian and lookback options", ["xml:lang"] = "en", }, }, table#7342 { ["itemType"] = table#7343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485816", }, ["subjectLabel"] = table#7345 { ["type"] = "literal", ["value"] = "Dimension results for sample paths of operator stable Lévy processes", ["xml:lang"] = "en", }, }, table#7346 { ["itemType"] = table#7347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485825", }, ["subjectLabel"] = table#7349 { ["type"] = "literal", ["value"] = "Extremal behavior of regularly varying stochastic processes", ["xml:lang"] = "en", }, }, table#7350 { ["itemType"] = table#7351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485828", }, ["subjectLabel"] = table#7353 { ["type"] = "literal", ["value"] = "Minimal entropy preserves the Lévy property: how and why", ["xml:lang"] = "en", }, }, table#7354 { ["itemType"] = table#7355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485829", }, ["subjectLabel"] = table#7357 { ["type"] = "literal", ["value"] = "Harnesses, Lévy bridges and Monsieur Jourdain", ["xml:lang"] = "en", }, }, table#7358 { ["itemType"] = table#7359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485843", }, ["subjectLabel"] = table#7361 { ["type"] = "literal", ["value"] = "On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance", ["xml:lang"] = "en", }, }, table#7362 { ["itemType"] = table#7363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485845", }, ["subjectLabel"] = table#7365 { ["type"] = "literal", ["value"] = "Time-inhomogeneous affine processes", ["xml:lang"] = "en", }, }, table#7366 { ["itemType"] = table#7367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2485849", }, ["subjectLabel"] = table#7369 { ["type"] = "literal", ["value"] = "Conditional convergence to infinitely divisible distributions with finite variance", ["xml:lang"] = "en", }, }, table#7370 { ["itemType"] = table#7371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2487832", }, ["subjectLabel"] = table#7373 { ["type"] = "literal", ["value"] = "Lévy, Ornstein-Uhlenbeck, and subordination: spectral vs. jump description", ["xml:lang"] = "en", }, }, table#7374 { ["itemType"] = table#7375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2490053", }, ["subjectLabel"] = table#7377 { ["type"] = "literal", ["value"] = "Activity rates with very heavy tails", ["xml:lang"] = "en", }, }, table#7378 { ["itemType"] = table#7379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2490069", }, ["subjectLabel"] = table#7381 { ["type"] = "literal", ["value"] = "Regularizing mappings of Lévy measures", ["xml:lang"] = "en", }, }, table#7382 { ["itemType"] = table#7383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2492619", }, ["subjectLabel"] = table#7385 { ["type"] = "literal", ["value"] = "Inversion of the space and time of stable Lévy processes", ["xml:lang"] = "en", }, }, table#7386 { ["itemType"] = table#7387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2495339", }, ["subjectLabel"] = table#7389 { ["type"] = "literal", ["value"] = "On a functional equation generalizing the class of semistable distributions", ["xml:lang"] = "en", }, }, table#7390 { ["itemType"] = table#7391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2495383", }, ["subjectLabel"] = table#7393 { ["type"] = "literal", ["value"] = "Limit theorems for multipower variation in the presence of jumps", ["xml:lang"] = "en", }, }, table#7394 { ["itemType"] = table#7395 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7396 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2496092", }, ["subjectLabel"] = table#7397 { ["type"] = "literal", ["value"] = "Operator semi-self-similar processes and their space-scaling matrices", ["xml:lang"] = "en", }, }, table#7398 { ["itemType"] = table#7399 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7400 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2496942", }, ["subjectLabel"] = table#7401 { ["type"] = "literal", ["value"] = "Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws", ["xml:lang"] = "en", }, }, table#7402 { ["itemType"] = table#7403 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7404 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2497170", }, ["subjectLabel"] = table#7405 { ["type"] = "literal", ["value"] = "On the absolute continuity of Lévy processes with drift", ["xml:lang"] = "en", }, }, table#7406 { ["itemType"] = table#7407 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7408 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2497172", }, ["subjectLabel"] = table#7409 { ["type"] = "literal", ["value"] = "Skew convolution semigroups and affine Markov processes", ["xml:lang"] = "en", }, }, table#7410 { ["itemType"] = table#7411 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7412 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2497794", }, ["subjectLabel"] = table#7413 { ["type"] = "literal", ["value"] = "On Lévy measures for infinitely divisible natural exponential families", ["xml:lang"] = "en", }, }, table#7414 { ["itemType"] = table#7415 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7416 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2497811", }, ["subjectLabel"] = table#7417 { ["type"] = "literal", ["value"] = "The Bickel--Rosenblatt test for diffusion processes", ["xml:lang"] = "en", }, }, table#7418 { ["itemType"] = table#7419 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7420 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2497815", }, ["subjectLabel"] = table#7421 { ["type"] = "literal", ["value"] = "On the monotonicity of a function related to the local time of a symmetric Lévy process", ["xml:lang"] = "en", }, }, table#7422 { ["itemType"] = table#7423 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7424 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2498922", }, ["subjectLabel"] = table#7425 { ["type"] = "literal", ["value"] = "On equivalence of \$L^{p}\$-norms related to Schrödinger type operators on Riemannian manifolds", ["xml:lang"] = "en", }, }, table#7426 { ["itemType"] = table#7427 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7428 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2498924", }, ["subjectLabel"] = table#7429 { ["type"] = "literal", ["value"] = "Potential theory of geometric stable processes", ["xml:lang"] = "en", }, }, table#7430 { ["itemType"] = table#7431 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7432 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2499076", }, ["subjectLabel"] = table#7433 { ["type"] = "literal", ["value"] = "Characterization of dependence of multidimensional Lévy processes using Lévy copulas", ["xml:lang"] = "en", }, }, table#7434 { ["itemType"] = table#7435 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7436 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2499252", }, ["subjectLabel"] = table#7437 { ["type"] = "literal", ["value"] = "Lévy white noise measures on infinite-dimensional spaces: existence and characterization of the measurable support", ["xml:lang"] = "en", }, }, table#7438 { ["itemType"] = table#7439 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7440 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2507593", }, ["subjectLabel"] = table#7441 { ["type"] = "literal", ["value"] = "Stochastic model for ultraslow diffusion", ["xml:lang"] = "en", }, }, table#7442 { ["itemType"] = table#7443 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7444 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2507646", }, ["subjectLabel"] = table#7445 { ["type"] = "literal", ["value"] = "On fractional tempered stable motion", ["xml:lang"] = "en", }, }, table#7446 { ["itemType"] = table#7447 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7448 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2507671", }, ["subjectLabel"] = table#7449 { ["type"] = "literal", ["value"] = "Extremes of subexponential Lévy driven moving average processes", ["xml:lang"] = "en", }, }, table#7450 { ["itemType"] = table#7451 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7452 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2509805", }, ["subjectLabel"] = table#7453 { ["type"] = "literal", ["value"] = "A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions", ["xml:lang"] = "en", }, }, table#7454 { ["itemType"] = table#7455 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7456 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2509984", }, ["subjectLabel"] = table#7457 { ["type"] = "literal", ["value"] = "Boundary Harnack principle and Martin boundary at infinity for subordinate Brownian motions", ["xml:lang"] = "en", }, }, table#7458 { ["itemType"] = table#7459 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7460 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2511180", }, ["subjectLabel"] = table#7461 { ["type"] = "literal", ["value"] = "On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type", ["xml:lang"] = "en", }, }, table#7462 { ["itemType"] = table#7463 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7464 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2512607", }, ["subjectLabel"] = table#7465 { ["type"] = "literal", ["value"] = "Volatility activity: specification and estimation", ["xml:lang"] = "en", }, }, table#7466 { ["itemType"] = table#7467 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7468 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2512909", }, ["subjectLabel"] = table#7469 { ["type"] = "literal", ["value"] = "Convolution-type derivatives, hitting-times of subordinators and time-changed \$C_0\$-semigroups", ["xml:lang"] = "en", }, }, table#7470 { ["itemType"] = table#7471 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7472 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2513458", }, ["subjectLabel"] = table#7473 { ["type"] = "literal", ["value"] = "Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims", ["xml:lang"] = "en", }, }, table#7474 { ["itemType"] = table#7475 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7476 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2513603", }, ["subjectLabel"] = table#7477 { ["type"] = "literal", ["value"] = "Finite time ruin probabilities for tempered stable insurance risk processes", ["xml:lang"] = "en", }, }, table#7478 { ["itemType"] = table#7479 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7480 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2513844", }, ["subjectLabel"] = table#7481 { ["type"] = "literal", ["value"] = "Asymptotic properties and numerical simulation of multidimensional Lévy walks", ["xml:lang"] = "en", }, }, table#7482 { ["itemType"] = table#7483 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7484 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2513942", }, ["subjectLabel"] = table#7485 { ["type"] = "literal", ["value"] = "On normal stable Tweedie models and power-generalized variance functions of only one component", ["xml:lang"] = "en", }, }, table#7486 { ["itemType"] = table#7487 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7488 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2515498", }, ["subjectLabel"] = table#7489 { ["type"] = "literal", ["value"] = "Jump activity estimation for pure-jump semimartingales via self-normalized statistics", ["xml:lang"] = "en", }, }, table#7490 { ["itemType"] = table#7491 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7492 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2515501", }, ["subjectLabel"] = table#7493 { ["type"] = "literal", ["value"] = "Mimicking self-similar processes", ["xml:lang"] = "en", }, }, table#7494 { ["itemType"] = table#7495 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7496 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2515514", }, ["subjectLabel"] = table#7497 { ["type"] = "literal", ["value"] = "A criterion for invariant measures of Itô processes based on the symbol", ["xml:lang"] = "en", }, }, table#7498 { ["itemType"] = table#7499 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7500 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2516087", }, ["subjectLabel"] = table#7501 { ["type"] = "literal", ["value"] = "Equivalence of subordinated processes with tempered \$\\alpha\$-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields", ["xml:lang"] = "en", }, }, table#7502 { ["itemType"] = table#7503 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7504 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2516092", }, ["subjectLabel"] = table#7505 { ["type"] = "literal", ["value"] = "Multiscale conservation laws driven by Lévy stable and Linnik diffusions: asymptotics, shock creation, preservation and dissolution", ["xml:lang"] = "en", }, }, table#7506 { ["itemType"] = table#7507 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7508 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2516384", }, ["subjectLabel"] = table#7509 { ["type"] = "literal", ["value"] = "Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance", ["xml:lang"] = "en", }, }, table#7510 { ["itemType"] = table#7511 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7512 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2516918", }, ["subjectLabel"] = table#7513 { ["type"] = "literal", ["value"] = "Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models", ["xml:lang"] = "en", }, }, table#7514 { ["itemType"] = table#7515 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7516 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2518619", }, ["subjectLabel"] = table#7517 { ["type"] = "literal", ["value"] = "Semigroups of Upsilon transformations", ["xml:lang"] = "en", }, }, table#7518 { ["itemType"] = table#7519 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7520 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2520465", }, ["subjectLabel"] = table#7521 { ["type"] = "literal", ["value"] = "Hedging insurance books", ["xml:lang"] = "en", }, }, table#7522 { ["itemType"] = table#7523 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7524 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2565929", }, ["subjectLabel"] = table#7525 { ["type"] = "literal", ["value"] = "Infinite divisibility and generalized subexponentiality", ["xml:lang"] = "en", }, }, table#7526 { ["itemType"] = table#7527 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7528 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2565930", }, ["subjectLabel"] = table#7529 { ["type"] = "literal", ["value"] = "Recurrent extensions of self-similar Markov processes and Cramér's condition", ["xml:lang"] = "en", }, }, table#7530 { ["itemType"] = table#7531 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7532 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2567797", }, ["subjectLabel"] = table#7533 { ["type"] = "literal", ["value"] = "Small ball probabilities for a centered Poisson process of high intensity", ["xml:lang"] = "en", }, }, table#7534 { ["itemType"] = table#7535 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7536 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2568302", }, ["subjectLabel"] = table#7537 { ["type"] = "literal", ["value"] = "Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#7538 { ["itemType"] = table#7539 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7540 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2570834", }, ["subjectLabel"] = table#7541 { ["type"] = "literal", ["value"] = "Passage times of random walks and Lévy processes across power law boundaries", ["xml:lang"] = "en", }, }, table#7542 { ["itemType"] = table#7543 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7544 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2571234", }, ["subjectLabel"] = table#7545 { ["type"] = "literal", ["value"] = "Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process", ["xml:lang"] = "en", }, }, table#7546 { ["itemType"] = table#7547 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7548 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2572390", }, ["subjectLabel"] = table#7549 { ["type"] = "literal", ["value"] = "Equivalent and absolutely continuous measure changes for jump-diffusion processes", ["xml:lang"] = "en", }, }, table#7550 { ["itemType"] = table#7551 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7552 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2572401", }, ["subjectLabel"] = table#7553 { ["type"] = "literal", ["value"] = "Some remarks on first passage of Lévy processes, the American put and pasting principles", ["xml:lang"] = "en", }, }, table#7554 { ["itemType"] = table#7555 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7556 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2574503", }, ["subjectLabel"] = table#7557 { ["type"] = "literal", ["value"] = "Simulation of stochastic integrals with respect to Lévy processes of type G.", ["xml:lang"] = "en", }, }, table#7558 { ["itemType"] = table#7559 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7560 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2574511", }, ["subjectLabel"] = table#7561 { ["type"] = "literal", ["value"] = "On the most visited sites of symmetric Markov processes.", ["xml:lang"] = "en", }, }, table#7562 { ["itemType"] = table#7563 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7564 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2574564", }, ["subjectLabel"] = table#7565 { ["type"] = "literal", ["value"] = "Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions.", ["xml:lang"] = "en", }, }, table#7566 { ["itemType"] = table#7567 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7568 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2574584", }, ["subjectLabel"] = table#7569 { ["type"] = "literal", ["value"] = "Loss of mass in deterministic and random fragmentations.", ["xml:lang"] = "en", }, }, table#7570 { ["itemType"] = table#7571 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7572 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2574601", }, ["subjectLabel"] = table#7573 { ["type"] = "literal", ["value"] = "Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes.", ["xml:lang"] = "en", }, }, table#7574 { ["itemType"] = table#7575 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7576 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2574626", }, ["subjectLabel"] = table#7577 { ["type"] = "literal", ["value"] = "Consistency conditions for affine term structure models.", ["xml:lang"] = "en", }, }, table#7578 { ["itemType"] = table#7579 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7580 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2574630", }, ["subjectLabel"] = table#7581 { ["type"] = "literal", ["value"] = "Random integral representation of operator-semi-self-similar processes with independent incre\\-ments.", ["xml:lang"] = "en", }, }, table#7582 { ["itemType"] = table#7583 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7584 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2575532", }, ["subjectLabel"] = table#7585 { ["type"] = "literal", ["value"] = "Stochastic Ornstein-Uhlenbeck capacitors", ["xml:lang"] = "en", }, }, table#7586 { ["itemType"] = table#7587 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7588 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2583186", }, ["subjectLabel"] = table#7589 { ["type"] = "literal", ["value"] = "Anomalous pulsation", ["xml:lang"] = "en", }, }, table#7590 { ["itemType"] = table#7591 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7592 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2890080", }, ["subjectLabel"] = table#7593 { ["type"] = "literal", ["value"] = "The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes", ["xml:lang"] = "en", }, }, table#7594 { ["itemType"] = table#7595 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7596 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2893076", }, ["subjectLabel"] = table#7597 { ["type"] = "literal", ["value"] = "A generalized variance gamma process for financial applications", ["xml:lang"] = "en", }, }, table#7598 { ["itemType"] = table#7599 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7600 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2893286", }, ["subjectLabel"] = table#7601 { ["type"] = "literal", ["value"] = "Computation of the Delta in Multidimensional Jump-Diffusion Setting with Applications to Stochastic Volatility Models", ["xml:lang"] = "en", }, }, table#7602 { ["itemType"] = table#7603 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7604 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2905725", }, ["subjectLabel"] = table#7605 { ["type"] = "literal", ["value"] = "Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations", ["xml:lang"] = "en", }, }, table#7606 { ["itemType"] = table#7607 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7608 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2909513", }, ["subjectLabel"] = table#7609 { ["type"] = "literal", ["value"] = "A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE", ["xml:lang"] = "en", }, }, table#7610 { ["itemType"] = table#7611 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7612 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2909517", }, ["subjectLabel"] = table#7613 { ["type"] = "literal", ["value"] = "FAST COMPUTATION OF VANILLA PRICES IN TIME-CHANGED MODELS AND IMPLIED VOLATILITIES USING RATIONAL APPROXIMATIONS", ["xml:lang"] = "en", }, }, table#7614 { ["itemType"] = table#7615 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7616 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2909986", }, ["subjectLabel"] = table#7617 { ["type"] = "literal", ["value"] = "Quantifying Model Uncertainties in Complex Systems", ["xml:lang"] = "en", }, }, table#7618 { ["itemType"] = table#7619 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7620 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2922163", }, ["subjectLabel"] = table#7621 { ["type"] = "literal", ["value"] = "Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes", ["xml:lang"] = "en", }, }, table#7622 { ["itemType"] = table#7623 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7624 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2922895", }, ["subjectLabel"] = table#7625 { ["type"] = "literal", ["value"] = "Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes", ["xml:lang"] = "en", }, }, table#7626 { ["itemType"] = table#7627 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7628 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2933188", }, ["subjectLabel"] = table#7629 { ["type"] = "literal", ["value"] = "CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES", ["xml:lang"] = "en", }, }, table#7630 { ["itemType"] = table#7631 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7632 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2939459", }, ["subjectLabel"] = table#7633 { ["type"] = "literal", ["value"] = "Fractional generalizations of filtering problems and their associated fractional Zakai equations", ["xml:lang"] = "en", }, }, table#7634 { ["itemType"] = table#7635 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7636 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2941470", }, ["subjectLabel"] = table#7637 { ["type"] = "literal", ["value"] = "ESO Valuation with Job Termination Risk and Jumps in Stock Price", ["xml:lang"] = "en", }, }, table#7638 { ["itemType"] = table#7639 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7640 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2941478", }, ["subjectLabel"] = table#7641 { ["type"] = "literal", ["value"] = "Efficient Option Pricing by Frame Duality with the Fast Fourier Transform", ["xml:lang"] = "en", }, }, table#7642 { ["itemType"] = table#7643 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7644 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2942035", }, ["subjectLabel"] = table#7645 { ["type"] = "literal", ["value"] = "On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis", ["xml:lang"] = "en", }, }, table#7646 { ["itemType"] = table#7647 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7648 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2668355", }, ["subjectLabel"] = table#7649 { ["type"] = "literal", ["value"] = "Density estimates for jump diffusion processes", ["xml:lang"] = "en", }, }, table#7650 { ["itemType"] = table#7651 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7652 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2668488", }, ["subjectLabel"] = table#7653 { ["type"] = "literal", ["value"] = "Limits of invariant measures of stochastic Burgers equations driven by two kinds of \$\\alpha\$-stable processes", ["xml:lang"] = "en", }, }, table#7654 { ["itemType"] = table#7655 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7656 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2669408", }, ["subjectLabel"] = table#7657 { ["type"] = "literal", ["value"] = "Pricing variance swaps under subordinated Jacobi stochastic volatility models", ["xml:lang"] = "en", }, }, table#7658 { ["itemType"] = table#7659 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7660 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2944757", }, ["subjectLabel"] = table#7661 { ["type"] = "literal", ["value"] = "Poisson approximation of processes with locally independent increments and Markov switching", ["xml:lang"] = "en", }, }, table#7662 { ["itemType"] = table#7663 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7664 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2670792", }, ["subjectLabel"] = table#7665 { ["type"] = "literal", ["value"] = "Intermittency in the small-time behavior of Lévy processes", ["xml:lang"] = "en", }, }, table#7666 { ["itemType"] = table#7667 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7668 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2673836", }, ["subjectLabel"] = table#7669 { ["type"] = "literal", ["value"] = "Convergence of partial sum processes to stable processes with application for aggregation of branching processes", ["xml:lang"] = "en", }, }, table#7670 { ["itemType"] = table#7671 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7672 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2674623", }, ["subjectLabel"] = table#7673 { ["type"] = "literal", ["value"] = "Harmonic extension technique for non-symmetric operators with completely monotone kernels", ["xml:lang"] = "en", }, }, table#7674 { ["itemType"] = table#7675 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7676 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2675244", }, ["subjectLabel"] = table#7677 { ["type"] = "literal", ["value"] = "Two sided efficient frontiers at multiple time horizons", ["xml:lang"] = "en", }, }, table#7678 { ["itemType"] = table#7679 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7680 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2675366", }, ["subjectLabel"] = table#7681 { ["type"] = "literal", ["value"] = "Multivariate tempered stable additive subordination for financial models", ["xml:lang"] = "en", }, }, table#7682 { ["itemType"] = table#7683 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7684 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2675980", }, ["subjectLabel"] = table#7685 { ["type"] = "literal", ["value"] = "Large-time and small-time behaviors of the spectral heat content for time-changed stable processes", ["xml:lang"] = "en", }, }, table#7686 { ["itemType"] = table#7687 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7688 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2676877", }, ["subjectLabel"] = table#7689 { ["type"] = "literal", ["value"] = "A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes", ["xml:lang"] = "en", }, }, table#7690 { ["itemType"] = table#7691 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7692 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2676993", }, ["subjectLabel"] = table#7693 { ["type"] = "literal", ["value"] = "Excursions of the Brox diffusion", ["xml:lang"] = "en", }, }, table#7694 { ["itemType"] = table#7695 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7696 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2679547", }, ["subjectLabel"] = table#7697 { ["type"] = "literal", ["value"] = "One-dimensional polymers in random environments: stretching vs. folding", ["xml:lang"] = "en", }, }, table#7698 { ["itemType"] = table#7699 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7700 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2679548", }, ["subjectLabel"] = table#7701 { ["type"] = "literal", ["value"] = "On multidimensional stable-driven stochastic differential equations with Besov drift", ["xml:lang"] = "en", }, }, table#7702 { ["itemType"] = table#7703 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7704 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2680390", }, ["subjectLabel"] = table#7705 { ["type"] = "literal", ["value"] = "On a skew stable Lévy process", ["xml:lang"] = "en", }, }, table#7706 { ["itemType"] = table#7707 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7708 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2680397", }, ["subjectLabel"] = table#7709 { ["type"] = "literal", ["value"] = "Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility", ["xml:lang"] = "en", }, }, table#7710 { ["itemType"] = table#7711 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7712 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2682349", }, ["subjectLabel"] = table#7713 { ["type"] = "literal", ["value"] = "A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process", ["xml:lang"] = "en", }, }, table#7714 { ["itemType"] = table#7715 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7716 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2684942", }, ["subjectLabel"] = table#7717 { ["type"] = "literal", ["value"] = "Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps", ["xml:lang"] = "en", }, }, table#7718 { ["itemType"] = table#7719 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7720 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2685142", }, ["subjectLabel"] = table#7721 { ["type"] = "literal", ["value"] = "Local time penalizations with various clocks for Lévy processes", ["xml:lang"] = "en", }, }, table#7722 { ["itemType"] = table#7723 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7724 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2685147", }, ["subjectLabel"] = table#7725 { ["type"] = "literal", ["value"] = "Invariant measures of critical branching random walks in high dimension", ["xml:lang"] = "en", }, }, table#7726 { ["itemType"] = table#7727 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7728 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2686622", }, ["subjectLabel"] = table#7729 { ["type"] = "literal", ["value"] = "Boundary traces of shift-invariant diffusions in half-plane", ["xml:lang"] = "en", }, }, table#7730 { ["itemType"] = table#7731 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7732 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2688196", }, ["subjectLabel"] = table#7733 { ["type"] = "literal", ["value"] = "Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes", ["xml:lang"] = "en", }, }, table#7734 { ["itemType"] = table#7735 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7736 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2689776", }, ["subjectLabel"] = table#7737 { ["type"] = "literal", ["value"] = "Sharp Li-Yau inequalities for Dunkl harmonic oscillators", ["xml:lang"] = "en", }, }, table#7738 { ["itemType"] = table#7739 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7740 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2689903", }, ["subjectLabel"] = table#7741 { ["type"] = "literal", ["value"] = "On the law of terminal value of additive martingales in a remarkable branching stable process", ["xml:lang"] = "en", }, }, table#7742 { ["itemType"] = table#7743 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7744 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2692927", }, ["subjectLabel"] = table#7745 { ["type"] = "literal", ["value"] = "Multivariate \$\\alpha\$-stable distributions: VAR(1) processes, measures of dependence and their estimations", ["xml:lang"] = "en", }, }, table#7746 { ["itemType"] = table#7747 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7748 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2692995", }, ["subjectLabel"] = table#7749 { ["type"] = "literal", ["value"] = "Monte Carlo method for parabolic equations involving fractional Laplacian", ["xml:lang"] = "en", }, }, table#7750 { ["itemType"] = table#7751 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7752 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2697974", }, ["subjectLabel"] = table#7753 { ["type"] = "literal", ["value"] = "Bias reduction in spot volatility estimation from options", ["xml:lang"] = "en", }, }, table#7754 { ["itemType"] = table#7755 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7756 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2698483", }, ["subjectLabel"] = table#7757 { ["type"] = "literal", ["value"] = "Persistence probabilities of weighted sums of stationary Gaussian sequences", ["xml:lang"] = "en", }, }, table#7758 { ["itemType"] = table#7759 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7760 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2699278", }, ["subjectLabel"] = table#7761 { ["type"] = "literal", ["value"] = "A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation", ["xml:lang"] = "en", }, }, table#7762 { ["itemType"] = table#7763 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7764 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2699614", }, ["subjectLabel"] = table#7765 { ["type"] = "literal", ["value"] = "Learning for infinitely divisible GARCH models in option pricing", ["xml:lang"] = "en", }, }, table#7766 { ["itemType"] = table#7767 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7768 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2786031", }, ["subjectLabel"] = table#7769 { ["type"] = "literal", ["value"] = "PRICING AND HEDGING BARRIER OPTIONS IN A HYPER-EXPONENTIAL ADDITIVE MODEL", ["xml:lang"] = "en", }, }, table#7770 { ["itemType"] = table#7771 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7772 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2786205", }, ["subjectLabel"] = table#7773 { ["type"] = "literal", ["value"] = "Analysis of Fourier Transform Valuation Formulas and Applications", ["xml:lang"] = "en", }, }, table#7774 { ["itemType"] = table#7775 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7776 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2786208", }, ["subjectLabel"] = table#7777 { ["type"] = "literal", ["value"] = "Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion", ["xml:lang"] = "en", }, }, table#7778 { ["itemType"] = table#7779 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7780 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2786429", }, ["subjectLabel"] = table#7781 { ["type"] = "literal", ["value"] = "Generalized fractional Lévy processes with fractional Brownian motion limit", ["xml:lang"] = "en", }, }, table#7782 { ["itemType"] = table#7783 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7784 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2786961", }, ["subjectLabel"] = table#7785 { ["type"] = "literal", ["value"] = "Estimation and Calibration of Lévy Models via Fourier Methods", ["xml:lang"] = "en", }, }, table#7786 { ["itemType"] = table#7787 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7788 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2787959", }, ["subjectLabel"] = table#7789 { ["type"] = "literal", ["value"] = "Long-time behavior for a class of Feller processes", ["xml:lang"] = "en", }, }, table#7790 { ["itemType"] = table#7791 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7792 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2788693", }, ["subjectLabel"] = table#7793 { ["type"] = "literal", ["value"] = "A NEW LOOK AT SHORT-TERM IMPLIED VOLATILITY IN ASSET PRICE MODELS WITH JUMPS", ["xml:lang"] = "en", }, }, table#7794 { ["itemType"] = table#7795 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7796 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2790283", }, ["subjectLabel"] = table#7797 { ["type"] = "literal", ["value"] = "Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients", ["xml:lang"] = "en", }, }, table#7798 { ["itemType"] = table#7799 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7800 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2790333", }, ["subjectLabel"] = table#7801 { ["type"] = "literal", ["value"] = "Analysis of generalized Poisson distributions associated with higher Landau levels", ["xml:lang"] = "en", }, }, table#7802 { ["itemType"] = table#7803 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7804 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2790641", }, ["subjectLabel"] = table#7805 { ["type"] = "literal", ["value"] = "Classical scale mixtures of Boolean stable laws", ["xml:lang"] = "en", }, }, table#7806 { ["itemType"] = table#7807 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7808 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2790678", }, ["subjectLabel"] = table#7809 { ["type"] = "literal", ["value"] = "The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales", ["xml:lang"] = "en", }, }, table#7810 { ["itemType"] = table#7811 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7812 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2791841", }, ["subjectLabel"] = table#7813 { ["type"] = "literal", ["value"] = "Dependence Estimation for High-frequency Sampled Multivariate CARMA Models", ["xml:lang"] = "en", }, }, table#7814 { ["itemType"] = table#7815 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7816 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2794725", }, ["subjectLabel"] = table#7817 { ["type"] = "literal", ["value"] = "Local martingales with two reflecting barriers", ["xml:lang"] = "en", }, }, table#7818 { ["itemType"] = table#7819 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7820 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2794727", }, ["subjectLabel"] = table#7821 { ["type"] = "literal", ["value"] = "Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications", ["xml:lang"] = "en", }, }, table#7822 { ["itemType"] = table#7823 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7824 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2796933", }, ["subjectLabel"] = table#7825 { ["type"] = "literal", ["value"] = "Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims", ["xml:lang"] = "en", }, }, table#7826 { ["itemType"] = table#7827 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7828 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2805606", }, ["subjectLabel"] = table#7829 { ["type"] = "literal", ["value"] = "Optimal sequential testing for an inverse Gaussian process", ["xml:lang"] = "en", }, }, table#7830 { ["itemType"] = table#7831 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7832 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2806349", }, ["subjectLabel"] = table#7833 { ["type"] = "literal", ["value"] = "Optimal learning with non-Gaussian rewards", ["xml:lang"] = "en", }, }, table#7834 { ["itemType"] = table#7835 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7836 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2807247", }, ["subjectLabel"] = table#7837 { ["type"] = "literal", ["value"] = "Classes of Infinitely Divisible Distributions and Examples", ["xml:lang"] = "en", }, }, table#7838 { ["itemType"] = table#7839 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7840 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2807248", }, ["subjectLabel"] = table#7841 { ["type"] = "literal", ["value"] = "Lévy Processes with Two-Sided Reflection", ["xml:lang"] = "en", }, }, table#7842 { ["itemType"] = table#7843 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7844 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2807637", }, ["subjectLabel"] = table#7845 { ["type"] = "literal", ["value"] = "Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions", ["xml:lang"] = "en", }, }, table#7846 { ["itemType"] = table#7847 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7848 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2807758", }, ["subjectLabel"] = table#7849 { ["type"] = "literal", ["value"] = "The uniform local asymptotics for a Lévy process and its overshoot and undershoot", ["xml:lang"] = "en", }, }, table#7850 { ["itemType"] = table#7851 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7852 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2808001", }, ["subjectLabel"] = table#7853 { ["type"] = "literal", ["value"] = "Two-faced families of non-commutative random variables having bi-free infinitely divisible distributions", ["xml:lang"] = "en", }, }, table#7854 { ["itemType"] = table#7855 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7856 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2808498", }, ["subjectLabel"] = table#7857 { ["type"] = "literal", ["value"] = "A fractional Fokker-Planck control framework for subdiffusion processes", ["xml:lang"] = "en", }, }, table#7858 { ["itemType"] = table#7859 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7860 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2810662", }, ["subjectLabel"] = table#7861 { ["type"] = "literal", ["value"] = "Quadratic BSDEs with jumps: Related nonlinear expectations", ["xml:lang"] = "en", }, }, table#7862 { ["itemType"] = table#7863 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7864 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2811110", }, ["subjectLabel"] = table#7865 { ["type"] = "literal", ["value"] = "Monotonicity of the collateralized debt obligations term structure model", ["xml:lang"] = "en", }, }, table#7866 { ["itemType"] = table#7867 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7868 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2811256", }, ["subjectLabel"] = table#7869 { ["type"] = "literal", ["value"] = "Lyapunov exponents of stochastic differential equations driven by Lévy processes", ["xml:lang"] = "en", }, }, table#7870 { ["itemType"] = table#7871 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7872 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2812011", }, ["subjectLabel"] = table#7873 { ["type"] = "literal", ["value"] = "Local Malliavin calculus for Lévy processes and applications", ["xml:lang"] = "en", }, }, table#7874 { ["itemType"] = table#7875 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7876 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2813077", }, ["subjectLabel"] = table#7877 { ["type"] = "literal", ["value"] = "Variance Swaps on Defaultable Assets and Market Implied Time-Changes", ["xml:lang"] = "en", }, }, table#7878 { ["itemType"] = table#7879 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7880 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2819097", }, ["subjectLabel"] = table#7881 { ["type"] = "literal", ["value"] = "A Structural Jump Threshold Framework for Credit Risk", ["xml:lang"] = "en", }, }, table#7882 { ["itemType"] = table#7883 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7884 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2821763", }, ["subjectLabel"] = table#7885 { ["type"] = "literal", ["value"] = "Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations", ["xml:lang"] = "en", }, }, table#7886 { ["itemType"] = table#7887 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7888 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2821907", }, ["subjectLabel"] = table#7889 { ["type"] = "literal", ["value"] = "A mathematical analysis of the Gumbel test for jumps in stochastic volatility models", ["xml:lang"] = "en", }, }, table#7890 { ["itemType"] = table#7891 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7892 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2822125", }, ["subjectLabel"] = table#7893 { ["type"] = "literal", ["value"] = "The Mathematical Analysis of Biological Aggregation and Dispersal: Progress, Problems and Perspectives", ["xml:lang"] = "en", }, }, table#7894 { ["itemType"] = table#7895 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7896 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2822720", }, ["subjectLabel"] = table#7897 { ["type"] = "literal", ["value"] = "Minimal thinness with respect to symmetric Lévy processes", ["xml:lang"] = "en", }, }, table#7898 { ["itemType"] = table#7899 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7900 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2830711", }, ["subjectLabel"] = table#7901 { ["type"] = "literal", ["value"] = "Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients", ["xml:lang"] = "en", }, }, table#7902 { ["itemType"] = table#7903 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7904 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2831000", }, ["subjectLabel"] = table#7905 { ["type"] = "literal", ["value"] = "MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS", ["xml:lang"] = "en", }, }, table#7906 { ["itemType"] = table#7907 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7908 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2838122", }, ["subjectLabel"] = table#7909 { ["type"] = "literal", ["value"] = "Some theorems on Feller processes: Transience, local times and ultracontractivity", ["xml:lang"] = "en", }, }, table#7910 { ["itemType"] = table#7911 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7912 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2839066", }, ["subjectLabel"] = table#7913 { ["type"] = "literal", ["value"] = "Some Utilizations of LambertWFunction in Distribution Theory", ["xml:lang"] = "en", }, }, table#7914 { ["itemType"] = table#7915 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7916 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2841328", }, ["subjectLabel"] = table#7917 { ["type"] = "literal", ["value"] = "LOOKBACK OPTION PRICES UNDER A SPECTRALLY NEGATIVE TEMPERED-STABLE MODEL", ["xml:lang"] = "en", }, }, table#7918 { ["itemType"] = table#7919 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7920 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2841334", }, ["subjectLabel"] = table#7921 { ["type"] = "literal", ["value"] = "ON VALUATION WITH STOCHASTIC PROPORTIONAL HAZARD MODELS IN FINANCE", ["xml:lang"] = "en", }, }, table#7922 { ["itemType"] = table#7923 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7924 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2841782", }, ["subjectLabel"] = table#7925 { ["type"] = "literal", ["value"] = "Escape Probability for Stochastic Dynamical Systems with Jumps", ["xml:lang"] = "en", }, }, table#7926 { ["itemType"] = table#7927 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7928 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2842534", }, ["subjectLabel"] = table#7929 { ["type"] = "literal", ["value"] = "CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK", ["xml:lang"] = "en", }, }, table#7930 { ["itemType"] = table#7931 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7932 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2847836", }, ["subjectLabel"] = table#7933 { ["type"] = "literal", ["value"] = "Stochastic Volatility and Dependency in Energy Markets: Multi-Factor Modelling", ["xml:lang"] = "en", }, }, table#7934 { ["itemType"] = table#7935 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7936 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2851558", }, ["subjectLabel"] = table#7937 { ["type"] = "literal", ["value"] = "THE AFFINE LIBOR MODELS", ["xml:lang"] = "en", }, }, table#7938 { ["itemType"] = table#7939 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7940 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2853346", }, ["subjectLabel"] = table#7941 { ["type"] = "literal", ["value"] = "Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations", ["xml:lang"] = "en", }, }, table#7942 { ["itemType"] = table#7943 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7944 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2854074", }, ["subjectLabel"] = table#7945 { ["type"] = "literal", ["value"] = "On the Dynamics of Semimartingales with Two Reflecting Barriers", ["xml:lang"] = "en", }, }, table#7946 { ["itemType"] = table#7947 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7948 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2854353", }, ["subjectLabel"] = table#7949 { ["type"] = "literal", ["value"] = "On the Wald's Sequential Probability Ratio Test for Lévy Processes", ["xml:lang"] = "en", }, }, table#7950 { ["itemType"] = table#7951 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7952 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2861673", }, ["subjectLabel"] = table#7953 { ["type"] = "literal", ["value"] = "MASS SPECTRUM FROM STOCHASTIC LÉVY-SCHRÖDINGER RELATIVISTIC EQUATIONS: POSSIBLE QUALITATIVE PREDICTIONS IN QCD", ["xml:lang"] = "en", }, }, table#7954 { ["itemType"] = table#7955 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7956 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2864677", }, ["subjectLabel"] = table#7957 { ["type"] = "literal", ["value"] = "On Some Applications of a Symbolic Representation of Non Centered Lévy Processes", ["xml:lang"] = "en", }, }, table#7958 { ["itemType"] = table#7959 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7960 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2865514", }, ["subjectLabel"] = table#7961 { ["type"] = "literal", ["value"] = "Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes", ["xml:lang"] = "en", }, }, table#7962 { ["itemType"] = table#7963 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7964 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2866381", }, ["subjectLabel"] = table#7965 { ["type"] = "literal", ["value"] = "Options on realized variance and convex orders", ["xml:lang"] = "en", }, }, table#7966 { ["itemType"] = table#7967 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7968 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2866399", }, ["subjectLabel"] = table#7969 { ["type"] = "literal", ["value"] = "An extension of CreditGrades model approach with Lévy processes", ["xml:lang"] = "en", }, }, table#7970 { ["itemType"] = table#7971 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7972 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2871800", }, ["subjectLabel"] = table#7973 { ["type"] = "literal", ["value"] = "Approximate controllability of stochastic differential systems driven by a Lévy process", ["xml:lang"] = "en", }, }, table#7974 { ["itemType"] = table#7975 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7976 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2873033", }, ["subjectLabel"] = table#7977 { ["type"] = "literal", ["value"] = "Integer-valued Lévy processes and low latency financial econometrics", ["xml:lang"] = "en", }, }, table#7978 { ["itemType"] = table#7979 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7980 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2874728", }, ["subjectLabel"] = table#7981 { ["type"] = "literal", ["value"] = "CALIBRATING THE SMILE WITH MULTIVARIATE TIME-CHANGED BROWNIAN MOTION AND THE ESSCHER TRANSFORM", ["xml:lang"] = "en", }, }, table#7982 { ["itemType"] = table#7983 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7984 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2875522", }, ["subjectLabel"] = table#7985 { ["type"] = "literal", ["value"] = "Risky Asset Models with Tempered Stable Fractal Activity Time", ["xml:lang"] = "en", }, }, table#7986 { ["itemType"] = table#7987 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7988 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2879909", }, ["subjectLabel"] = table#7989 { ["type"] = "literal", ["value"] = "Pareto Lévy Measures and Multivariate Regular Variation", ["xml:lang"] = "en", }, }, table#7990 { ["itemType"] = table#7991 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7992 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3157864", }, ["subjectLabel"] = table#7993 { ["type"] = "literal", ["value"] = "On Max-Multiscaling Distributions as Extended Max-Semistable Ones", ["xml:lang"] = "en", }, }, table#7994 { ["itemType"] = table#7995 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#7996 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3161734", }, ["subjectLabel"] = table#7997 { ["type"] = "literal", ["value"] = "TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING", ["xml:lang"] = "en", }, }, table#7998 { ["itemType"] = table#7999 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8000 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3161739", }, ["subjectLabel"] = table#8001 { ["type"] = "literal", ["value"] = "HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET", ["xml:lang"] = "en", }, }, table#8002 { ["itemType"] = table#8003 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8004 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3165496", }, ["subjectLabel"] = table#8005 { ["type"] = "literal", ["value"] = "Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’", ["xml:lang"] = "en", }, }, table#8006 { ["itemType"] = table#8007 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8008 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3165502", }, ["subjectLabel"] = table#8009 { ["type"] = "literal", ["value"] = "The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula", ["xml:lang"] = "en", }, }, table#8010 { ["itemType"] = table#8011 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8012 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3167341", }, ["subjectLabel"] = table#8013 { ["type"] = "literal", ["value"] = "On Exact Sampling of Nonnegative Infinitely Divisible Random Variables", ["xml:lang"] = "en", }, }, table#8014 { ["itemType"] = table#8015 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8016 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3168874", }, ["subjectLabel"] = table#8017 { ["type"] = "literal", ["value"] = "MULTIVARIATE ECOGARCH PROCESSES", ["xml:lang"] = "en", }, }, table#8018 { ["itemType"] = table#8019 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8020 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3173000", }, ["subjectLabel"] = table#8021 { ["type"] = "literal", ["value"] = "Exchangeability-type properties of asset prices", ["xml:lang"] = "en", }, }, table#8022 { ["itemType"] = table#8023 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8024 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3173001", }, ["subjectLabel"] = table#8025 { ["type"] = "literal", ["value"] = "Distributional properties of solutions of dV_t = V_t-dU_t + dL_t with Lévy noise", ["xml:lang"] = "en", }, }, table#8026 { ["itemType"] = table#8027 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8028 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3173002", }, ["subjectLabel"] = table#8029 { ["type"] = "literal", ["value"] = "Stability of the exit time for Lévy processes", ["xml:lang"] = "en", }, }, table#8030 { ["itemType"] = table#8031 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8032 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3173005", }, ["subjectLabel"] = table#8033 { ["type"] = "literal", ["value"] = "Limit theorems for some continuous-time random walks", ["xml:lang"] = "en", }, }, table#8034 { ["itemType"] = table#8035 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8036 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3181992", }, ["subjectLabel"] = table#8037 { ["type"] = "literal", ["value"] = "On spectral stability for the fractional Laplacian perturbed by unbounded obstacles", ["xml:lang"] = "en", }, }, table#8038 { ["itemType"] = table#8039 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8040 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3182422", }, ["subjectLabel"] = table#8041 { ["type"] = "literal", ["value"] = "Integrating Volatility Clustering Into Exponential Lévy Models", ["xml:lang"] = "en", }, }, table#8042 { ["itemType"] = table#8043 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8044 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3182428", }, ["subjectLabel"] = table#8045 { ["type"] = "literal", ["value"] = "On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes", ["xml:lang"] = "en", }, }, table#8046 { ["itemType"] = table#8047 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8048 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3182429", }, ["subjectLabel"] = table#8049 { ["type"] = "literal", ["value"] = "On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit", ["xml:lang"] = "en", }, }, table#8050 { ["itemType"] = table#8051 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8052 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3182646", }, ["subjectLabel"] = table#8053 { ["type"] = "literal", ["value"] = "Sato processes and the valuation of structured products", ["xml:lang"] = "en", }, }, table#8054 { ["itemType"] = table#8055 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8056 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3185696", }, ["subjectLabel"] = table#8057 { ["type"] = "literal", ["value"] = "Analysis of generalized negative binomial distributions attached to hyperbolic Landau levels", ["xml:lang"] = "en", }, }, table#8058 { ["itemType"] = table#8059 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8060 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3190423", }, ["subjectLabel"] = table#8061 { ["type"] = "literal", ["value"] = "Green function estimates for subordinate Brownian motions: Stable and beyond", ["xml:lang"] = "en", }, }, table#8062 { ["itemType"] = table#8063 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8064 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3191820", }, ["subjectLabel"] = table#8065 { ["type"] = "literal", ["value"] = "Modelling Electricity Futures by Ambit Fields", ["xml:lang"] = "en", }, }, table#8066 { ["itemType"] = table#8067 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8068 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3191826", }, ["subjectLabel"] = table#8069 { ["type"] = "literal", ["value"] = "Limit Theory for High Frequency Sampled MCARMA Models", ["xml:lang"] = "en", }, }, table#8070 { ["itemType"] = table#8071 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8072 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3195108", }, ["subjectLabel"] = table#8073 { ["type"] = "literal", ["value"] = "Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach", ["xml:lang"] = "en", }, }, table#8074 { ["itemType"] = table#8075 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8076 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2944801", }, ["subjectLabel"] = table#8077 { ["type"] = "literal", ["value"] = "Asymptotic properties of Brownian motion delayed by inverse subordinators", ["xml:lang"] = "en", }, }, table#8078 { ["itemType"] = table#8079 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8080 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2944916", }, ["subjectLabel"] = table#8081 { ["type"] = "literal", ["value"] = "A jump-type SDE approach to real-valued self-similar Markov processes", ["xml:lang"] = "en", }, }, table#8082 { ["itemType"] = table#8083 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8084 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3225033", }, ["subjectLabel"] = table#8085 { ["type"] = "literal", ["value"] = "TIME-CHANGED FAST MEAN-REVERTING STOCHASTIC VOLATILITY MODELS", ["xml:lang"] = "en", }, }, table#8086 { ["itemType"] = table#8087 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8088 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3225785", }, ["subjectLabel"] = table#8089 { ["type"] = "literal", ["value"] = "On the unimodality of power transformations of positive stable densities", ["xml:lang"] = "en", }, }, table#8090 { ["itemType"] = table#8091 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8092 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2953943", }, ["subjectLabel"] = table#8093 { ["type"] = "literal", ["value"] = "An Efficient Transform Method for Asian Option Pricing", ["xml:lang"] = "en", }, }, table#8094 { ["itemType"] = table#8095 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8096 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2954051", }, ["subjectLabel"] = table#8097 { ["type"] = "literal", ["value"] = "Permanental Vectors and Selfdecomposability", ["xml:lang"] = "en", }, }, table#8098 { ["itemType"] = table#8099 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8100 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2956049", }, ["subjectLabel"] = table#8101 { ["type"] = "literal", ["value"] = "Exchangeability and Infinite Divisibility", ["xml:lang"] = "en", }, }, table#8102 { ["itemType"] = table#8103 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8104 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2958818", }, ["subjectLabel"] = table#8105 { ["type"] = "literal", ["value"] = "Delay Stochastic Models in Finance", ["xml:lang"] = "en", }, }, table#8106 { ["itemType"] = table#8107 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8108 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2962130", }, ["subjectLabel"] = table#8109 { ["type"] = "literal", ["value"] = "The Impact of Jump Distributions on the Implied Volatility of Variance", ["xml:lang"] = "en", }, }, table#8110 { ["itemType"] = table#8111 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8112 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2965535", }, ["subjectLabel"] = table#8113 { ["type"] = "literal", ["value"] = "Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference", ["xml:lang"] = "en", }, }, table#8114 { ["itemType"] = table#8115 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8116 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2967983", }, ["subjectLabel"] = table#8117 { ["type"] = "literal", ["value"] = "Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes", ["xml:lang"] = "en", }, }, table#8118 { ["itemType"] = table#8119 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8120 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2968186", }, ["subjectLabel"] = table#8121 { ["type"] = "literal", ["value"] = "Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence", ["xml:lang"] = "en", }, }, table#8122 { ["itemType"] = table#8123 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8124 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2968277", }, ["subjectLabel"] = table#8125 { ["type"] = "literal", ["value"] = "LOCAL VARIANCE GAMMA AND EXPLICIT CALIBRATION TO OPTION PRICES", ["xml:lang"] = "en", }, }, table#8126 { ["itemType"] = table#8127 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8128 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2976209", }, ["subjectLabel"] = table#8129 { ["type"] = "literal", ["value"] = "ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION", ["xml:lang"] = "en", }, }, table#8130 { ["itemType"] = table#8131 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8132 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q2980076", }, ["subjectLabel"] = table#8133 { ["type"] = "literal", ["value"] = "A simple condition for the multivariate CLT and the attraction to the Gaussian of Lévy processes at long and short times", ["xml:lang"] = "en", }, }, table#8134 { ["itemType"] = table#8135 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8136 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3295872", }, ["subjectLabel"] = table#8137 { ["type"] = "literal", ["value"] = "An Analytical Valuation Framework for Financial Assets with Trading Suspensions", ["xml:lang"] = "en", }, }, table#8138 { ["itemType"] = table#8139 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8140 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3121504", }, ["subjectLabel"] = table#8141 { ["type"] = "literal", ["value"] = "Long-memory Gaussian processes governed by generalized Fokker-Planck equations", ["xml:lang"] = "en", }, }, table#8142 { ["itemType"] = table#8143 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8144 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3300661", }, ["subjectLabel"] = table#8145 { ["type"] = "literal", ["value"] = "Dini derivatives and regularity for exchangeable increment processes", ["xml:lang"] = "en", }, }, table#8146 { ["itemType"] = table#8147 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8148 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3301146", }, ["subjectLabel"] = table#8149 { ["type"] = "literal", ["value"] = "State estimation of long-range correlated non-equilibrium systems: media estimation", ["xml:lang"] = "en", }, }, table#8150 { ["itemType"] = table#8151 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8152 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3301420", }, ["subjectLabel"] = table#8153 { ["type"] = "literal", ["value"] = "The tempered stable process with infinitely divisible inverse subordinators", ["xml:lang"] = "en", }, }, table#8154 { ["itemType"] = table#8155 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8156 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3301617", }, ["subjectLabel"] = table#8157 { ["type"] = "literal", ["value"] = "Modeling anomalous diffusion by a subordinated fractional Lévy-stable process", ["xml:lang"] = "en", }, }, table#8158 { ["itemType"] = table#8159 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8160 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3301818", }, ["subjectLabel"] = table#8161 { ["type"] = "literal", ["value"] = "Space-fractional Fokker–Planck equation and optimization of random search processes in the presence of an external bias", ["xml:lang"] = "en", }, }, table#8162 { ["itemType"] = table#8163 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8164 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3302679", }, ["subjectLabel"] = table#8165 { ["type"] = "literal", ["value"] = "Effects of Lévy noise on the dynamics of sine-Gordon solitons in long Josephson junctions", ["xml:lang"] = "en", }, }, table#8166 { ["itemType"] = table#8167 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8168 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3303101", }, ["subjectLabel"] = table#8169 { ["type"] = "literal", ["value"] = "Lévy noise-induced escape in an excitable system", ["xml:lang"] = "en", }, }, table#8170 { ["itemType"] = table#8171 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8172 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3004473", }, ["subjectLabel"] = table#8173 { ["type"] = "literal", ["value"] = "Variance-Optimal Hedging for Time-Changed Lévy Processes", ["xml:lang"] = "en", }, }, table#8174 { ["itemType"] = table#8175 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8176 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3005959", }, ["subjectLabel"] = table#8177 { ["type"] = "literal", ["value"] = "STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS", ["xml:lang"] = "en", }, }, table#8178 { ["itemType"] = table#8179 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8180 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3008483", }, ["subjectLabel"] = table#8181 { ["type"] = "literal", ["value"] = "MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES", ["xml:lang"] = "en", }, }, table#8182 { ["itemType"] = table#8183 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8184 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3014989", }, ["subjectLabel"] = table#8185 { ["type"] = "literal", ["value"] = "Processes with Block-Associated Increments", ["xml:lang"] = "en", }, }, table#8186 { ["itemType"] = table#8187 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8188 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3017916", }, ["subjectLabel"] = table#8189 { ["type"] = "literal", ["value"] = "Hitting densities for spectrally positive stable processes", ["xml:lang"] = "en", }, }, table#8190 { ["itemType"] = table#8191 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8192 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3018503", }, ["subjectLabel"] = table#8193 { ["type"] = "literal", ["value"] = "Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures", ["xml:lang"] = "en", }, }, table#8194 { ["itemType"] = table#8195 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8196 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3020617", }, ["subjectLabel"] = table#8197 { ["type"] = "literal", ["value"] = "Pricing multivariate options under stochastic volatility lévy processes", ["xml:lang"] = "en", }, }, table#8198 { ["itemType"] = table#8199 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8200 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3022099", }, ["subjectLabel"] = table#8201 { ["type"] = "literal", ["value"] = "THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS", ["xml:lang"] = "en", }, }, table#8202 { ["itemType"] = table#8203 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8204 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3063871", }, ["subjectLabel"] = table#8205 { ["type"] = "literal", ["value"] = "Sato Processes in Default Modelling", ["xml:lang"] = "en", }, }, table#8206 { ["itemType"] = table#8207 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8208 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3067843", }, ["subjectLabel"] = table#8209 { ["type"] = "literal", ["value"] = "Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions", ["xml:lang"] = "en", }, }, table#8210 { ["itemType"] = table#8211 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8212 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3069751", }, ["subjectLabel"] = table#8213 { ["type"] = "literal", ["value"] = "STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE", ["xml:lang"] = "en", }, }, table#8214 { ["itemType"] = table#8215 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8216 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3069958", }, ["subjectLabel"] = table#8217 { ["type"] = "literal", ["value"] = "MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS", ["xml:lang"] = "en", }, }, table#8218 { ["itemType"] = table#8219 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8220 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3070622", }, ["subjectLabel"] = table#8221 { ["type"] = "literal", ["value"] = "Reparameterizing Marshall–Olkin copulas with applications to sampling", ["xml:lang"] = "en", }, }, table#8222 { ["itemType"] = table#8223 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8224 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3375382", }, ["subjectLabel"] = table#8225 { ["type"] = "literal", ["value"] = "Wavelet Galerkin pricing of American options on Lévy driven assets", ["xml:lang"] = "en", }, }, table#8226 { ["itemType"] = table#8227 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8228 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3077724", }, ["subjectLabel"] = table#8229 { ["type"] = "literal", ["value"] = "Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process", ["xml:lang"] = "en", }, }, table#8230 { ["itemType"] = table#8231 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8232 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3079737", }, ["subjectLabel"] = table#8233 { ["type"] = "literal", ["value"] = "Fractional Integrals and Extensions of Selfdecomposability", ["xml:lang"] = "en", }, }, table#8234 { ["itemType"] = table#8235 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8236 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3079739", }, ["subjectLabel"] = table#8237 { ["type"] = "literal", ["value"] = "Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing", ["xml:lang"] = "en", }, }, table#8238 { ["itemType"] = table#8239 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8240 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3383678", }, ["subjectLabel"] = table#8241 { ["type"] = "literal", ["value"] = "Large deviations for a class of tempered subordinators and their inverse processes", ["xml:lang"] = "en", }, }, table#8242 { ["itemType"] = table#8243 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8244 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3384677", }, ["subjectLabel"] = table#8245 { ["type"] = "literal", ["value"] = "Limit theorems for a stable sausage", ["xml:lang"] = "en", }, }, table#8246 { ["itemType"] = table#8247 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8248 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3088322", }, ["subjectLabel"] = table#8249 { ["type"] = "literal", ["value"] = "Semi-static hedging for certain Margrabe-type options with barriers", ["xml:lang"] = "en", }, }, table#8250 { ["itemType"] = table#8251 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8252 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3390458", }, ["subjectLabel"] = table#8253 { ["type"] = "literal", ["value"] = "Estimation and simulation for multivariate tempered stable distributions", ["xml:lang"] = "en", }, }, table#8254 { ["itemType"] = table#8255 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8256 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3393967", }, ["subjectLabel"] = table#8257 { ["type"] = "literal", ["value"] = "NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT", ["xml:lang"] = "en", }, }, table#8258 { ["itemType"] = table#8259 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8260 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3393977", }, ["subjectLabel"] = table#8261 { ["type"] = "literal", ["value"] = "CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES", ["xml:lang"] = "en", }, }, table#8262 { ["itemType"] = table#8263 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8264 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3394979", }, ["subjectLabel"] = table#8265 { ["type"] = "literal", ["value"] = "Bessel potentials, hitting distributions and Green functions", ["xml:lang"] = "en", }, }, table#8266 { ["itemType"] = table#8267 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8268 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3095477", }, ["subjectLabel"] = table#8269 { ["type"] = "literal", ["value"] = "PROBABILITY MEASURES ON ℂ ARISING FROM THE JACOBI–SZEGÖ PARAMETERS FOR CONTINUOUS DUAL HAHN POLYNOMIALS", ["xml:lang"] = "en", }, }, table#8270 { ["itemType"] = table#8271 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8272 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3095482", }, ["subjectLabel"] = table#8273 { ["type"] = "literal", ["value"] = "CONDITIONALLY MONOTONE INDEPENDENCE I: INDEPENDENCE, ADDITIVE CONVOLUTIONS AND RELATED CONVOLUTIONS", ["xml:lang"] = "en", }, }, table#8274 { ["itemType"] = table#8275 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8276 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3100749", }, ["subjectLabel"] = table#8277 { ["type"] = "literal", ["value"] = "PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS", ["xml:lang"] = "en", }, }, table#8278 { ["itemType"] = table#8279 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8280 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3100991", }, ["subjectLabel"] = table#8281 { ["type"] = "literal", ["value"] = "TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS", ["xml:lang"] = "en", }, }, table#8282 { ["itemType"] = table#8283 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8284 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3402208", }, ["subjectLabel"] = table#8285 { ["type"] = "literal", ["value"] = "Fluctuations of Lévy processes and scattering theory", ["xml:lang"] = "en", }, }, table#8286 { ["itemType"] = table#8287 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8288 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3405552", }, ["subjectLabel"] = table#8289 { ["type"] = "literal", ["value"] = "Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach", ["xml:lang"] = "en", }, }, table#8290 { ["itemType"] = table#8291 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8292 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3106294", }, ["subjectLabel"] = table#8293 { ["type"] = "literal", ["value"] = "Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes", ["xml:lang"] = "en", }, }, table#8294 { ["itemType"] = table#8295 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8296 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3106437", }, ["subjectLabel"] = table#8297 { ["type"] = "literal", ["value"] = "An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations", ["xml:lang"] = "en", }, }, table#8298 { ["itemType"] = table#8299 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8300 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3108470", }, ["subjectLabel"] = table#8301 { ["type"] = "literal", ["value"] = "Small-Time Asymptotics of Option Prices and First Absolute Moments", ["xml:lang"] = "en", }, }, table#8302 { ["itemType"] = table#8303 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8304 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3111060", }, ["subjectLabel"] = table#8305 { ["type"] = "literal", ["value"] = "Connecting discrete and continuous lookback or hindsight options in exponential Lévy models", ["xml:lang"] = "en", }, }, table#8306 { ["itemType"] = table#8307 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8308 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3411062", }, ["subjectLabel"] = table#8309 { ["type"] = "literal", ["value"] = "Conjugacy as a Distinctive Feature of the Dirichlet Process", ["xml:lang"] = "en", }, }, table#8310 { ["itemType"] = table#8311 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8312 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3114570", }, ["subjectLabel"] = table#8313 { ["type"] = "literal", ["value"] = "The Euler Scheme for Feller Processes", ["xml:lang"] = "en", }, }, table#8314 { ["itemType"] = table#8315 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8316 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3114572", }, ["subjectLabel"] = table#8317 { ["type"] = "literal", ["value"] = "Fractional Lévy Processes as a Result of Compact Interval Integral Transformation", ["xml:lang"] = "en", }, }, table#8318 { ["itemType"] = table#8319 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8320 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3419906", }, ["subjectLabel"] = table#8321 { ["type"] = "literal", ["value"] = "On bounded solutions to convolution equations", ["xml:lang"] = "en", }, }, table#8322 { ["itemType"] = table#8323 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8324 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3420403", }, ["subjectLabel"] = table#8325 { ["type"] = "literal", ["value"] = "$\\alpha $-continuity properties of the symmetric $\\alpha $-stable process", ["xml:lang"] = "en", }, }, table#8326 { ["itemType"] = table#8327 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8328 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3119738", }, ["subjectLabel"] = table#8329 { ["type"] = "literal", ["value"] = "Lévy Systems and Moment Formulas for Mixed Poisson Integrals", ["xml:lang"] = "en", }, }, table#8330 { ["itemType"] = table#8331 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8332 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3121231", }, ["subjectLabel"] = table#8333 { ["type"] = "literal", ["value"] = "DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS", ["xml:lang"] = "en", }, }, table#8334 { ["itemType"] = table#8335 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8336 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3121354", }, ["subjectLabel"] = table#8337 { ["type"] = "literal", ["value"] = "Some examples of multidimensional Shintani zeta distributions", ["xml:lang"] = "en", }, }, table#8338 { ["itemType"] = table#8339 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8340 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3121355", }, ["subjectLabel"] = table#8341 { ["type"] = "literal", ["value"] = "Some results of multidimensional discrete probability measures represented by Euler products", ["xml:lang"] = "en", }, }, table#8342 { ["itemType"] = table#8343 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8344 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3121564", }, ["subjectLabel"] = table#8345 { ["type"] = "literal", ["value"] = "Over-Dispersed Age-Period-Cohort Models", ["xml:lang"] = "en", }, }, table#8346 { ["itemType"] = table#8347 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8348 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3423398", }, ["subjectLabel"] = table#8349 { ["type"] = "literal", ["value"] = "A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS", ["xml:lang"] = "en", }, }, table#8350 { ["itemType"] = table#8351 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8352 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3423399", }, ["subjectLabel"] = table#8353 { ["type"] = "literal", ["value"] = "LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION", ["xml:lang"] = "en", }, }, table#8354 { ["itemType"] = table#8355 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8356 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3423702", }, ["subjectLabel"] = table#8357 { ["type"] = "literal", ["value"] = "A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes", ["xml:lang"] = "en", }, }, table#8358 { ["itemType"] = table#8359 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8360 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3424148", }, ["subjectLabel"] = table#8361 { ["type"] = "literal", ["value"] = "Finite Time Blow Up and Stability of a Semilinear Equation with a Time Dependent Lévy Generator", ["xml:lang"] = "en", }, }, table#8362 { ["itemType"] = table#8363 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8364 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3425961", }, ["subjectLabel"] = table#8365 { ["type"] = "literal", ["value"] = "Asymptotic estimates of multi-dimensional stable densities and their applications", ["xml:lang"] = "en", }, }, table#8366 { ["itemType"] = table#8367 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8368 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3426804", }, ["subjectLabel"] = table#8369 { ["type"] = "literal", ["value"] = "GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH", ["xml:lang"] = "en", }, }, table#8370 { ["itemType"] = table#8371 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8372 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3429343", }, ["subjectLabel"] = table#8373 { ["type"] = "literal", ["value"] = "Optimal stopping of Hunt and Lévy processes", ["xml:lang"] = "en", }, }, table#8374 { ["itemType"] = table#8375 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8376 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3429347", }, ["subjectLabel"] = table#8377 { ["type"] = "literal", ["value"] = "Examples of optimal stopping via measure transformation for processes with one-sided jumps", ["xml:lang"] = "en", }, }, table#8378 { ["itemType"] = table#8379 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8380 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3429349", }, ["subjectLabel"] = table#8381 { ["type"] = "literal", ["value"] = "An approach for solving perpetual optimal stopping problems driven by Lévy processes", ["xml:lang"] = "en", }, }, table#8382 { ["itemType"] = table#8383 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8384 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3144361", }, ["subjectLabel"] = table#8385 { ["type"] = "literal", ["value"] = "LIMITING PROPERTIES OF LÉVY PROCESSES IN SYMMETRIC SPACES OF NONCOMPACT TYPE", ["xml:lang"] = "en", }, }, table#8386 { ["itemType"] = table#8387 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8388 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q3150219", }, ["subjectLabel"] = table#8389 { ["type"] = "literal", ["value"] = "Ranked Fragmentations", ["xml:lang"] = "en", }, }, [0] = table#8390 { ["itemType"] = table#8391 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q5976449", }, ["subject"] = table#8392 { ["type"] = "uri", ["value"] = "https://portal.mardi4nfdi.de/entity/Q601305", }, ["subjectLabel"] = table#8393 { ["type"] = "literal", ["value"] = "Random walks with non-convolution equivalent increments and their applications", ["xml:lang"] = "en", }, }, }, }, } table#1 { ["head"] = table#2 { ["vars"] = table#3 { "propertyLabel", "value", "valueLabel", [0] = "property", }, }, ["results"] = table#4 { ["bindings"] = table#5 { }, }, } table#1 { ["head"] = table#2 { ["vars"] = table#3 { "propertyLabel", "value", "valueLabel", [0] = "property", }, }, ["results"] = table#4 { ["bindings"] = table#5 { }, }, }

scientific article; zbMATH DE number 1402217