The following pages link to (Q3999823):
Displaying 50 items.
- Affine processes on symmetric cones (Q300276) (← links)
- Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps (Q357235) (← links)
- Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Green function estimates for relativistic stable processes in half-space-like open sets (Q544510) (← links)
- On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021) (← links)
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- Relative weak compactness of sums of random variables (Q722287) (← links)
- Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups (Q841439) (← links)
- Distributions of functionals of diffusions with jumps, stopped at random times (Q906764) (← links)
- Multiplicative functions and random processes (Q1291228) (← links)
- Limit theorems for diffusion-type processes in \(R^ m\) (Q1344968) (← links)
- A hitting time for Lévy processes, with application to dams and branching processes (Q1355490) (← links)
- Cone-parameter convolution semigroups and their subordination (Q1429098) (← links)
- Distributional results for means of normalized random measures with independent increments (Q1429317) (← links)
- Approximation of the occupation measure of Lévy processes (Q1780710) (← links)
- On a fluctuation identity for multidimensional Lévy processes (Q1812492) (← links)
- Boundary Harnack principle for symmetric stable processes (Q1961216) (← links)
- On asymptotic merging of nodes set for multichannel stochastic networks (Q2020587) (← links)
- On multivariate quasi-infinitely divisible distributions (Q2080145) (← links)
- Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation (Q2112277) (← links)
- Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent (Q2209742) (← links)
- Infinitely divisible multivariate and matrix gamma distributions (Q2252892) (← links)
- B. V. Gnedenko: classic of limit theorems in the theory of probability (Q2340292) (← links)
- Boundary regularity for nonlocal operators with kernels of variable orders (Q2416595) (← links)
- Parabolic Littlewood-Paley inequality for \(\phi(-{\Delta})\)-type operators and applications to stochastic integro-differential equations (Q2450797) (← links)
- Transformations of diffusions with jumps (Q2451252) (← links)
- Distribution of sojourn time for a Brownian motion with jumps (Q2451253) (← links)
- On the first exit time from an interval for diffusions with jumps (Q2452918) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups (Q2495386) (← links)
- On convergence of multidimensional workload with dominant service duration to a stable process (Q2684703) (← links)
- Asymptotic behavior of some cone-valued infinitely divisible stochastic process through projection (Q2692195) (← links)
- Analytic properties of infinite-horizon survival probability in a risk model with additional funds (Q2786953) (← links)
- Windings of Planar Stable Processes (Q2865110) (← links)
- To hit or to pass it over—remarkable transient behavior of first arrivals and passages for Lévy flights in finite domains (Q2960261) (← links)
- Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch (Q3389448) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW (Q4634637) (← links)
- (Q4947463) (← links)
- On Estimation of Parameters in the Case of Discontinuous Densities (Q4961772) (← links)
- Stable Random Variables with Complex Stability Index, I (Q5046628) (← links)
- On solutions of equations with measurable coefficients driven by <i>α</i>- stable processes (Q5086525) (← links)
- The Tanaka Formula for Symmetric Stable Processes with Index $\alpha$, $0<\alpha<2$ (Q5232090) (← links)
- Stable Random Variables with Complex Stability Index, II (Q5883330) (← links)
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
- Maximal inequalities and some applications (Q6158179) (← links)
- Compound Poisson processes: potentials, Green measures and random times (Q6165370) (← links)
- Poisson process with linear drift and related function series (Q6589450) (← links)
- Hybrid quantum-classical systems: quasi-free Markovian dynamics (Q6631648) (← links)
