Rare events in extreme value statistics of jump processes with power tails

DOI10.1063/5.0216439MaRDI QIDQ6604861

A. Vezzani, Alberto Bassanoni, Raffaella Burioni

Publication date: 13 September 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Ordinary differential equations (34-XX)

Cites Work

• Title not available (Why is that?)
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• An Introduction to Heavy-Tailed and Subexponential Distributions
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• Rare events in stochastic processes with sub-exponential distributions and the big jump principle
• Expected maximum of bridge random walks & Lévy flights
• Theory of Financial Risk and Derivative Pricing
• Handbook of stochastic methods for physics, chemistry and the natural sciences.

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