The following pages link to (Q4223075):
Displaying 50 items.
- Heat trace asymptotics of subordinate Brownian motion in Euclidean space (Q259216) (← links)
- Saddlepoint approximations for continuous-time Markov processes (Q278194) (← links)
- Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps (Q331361) (← links)
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles (Q335416) (← links)
- Lévy processes conditioned on having a large height process (Q376686) (← links)
- Large deviations for Markov bridges with jumps (Q402947) (← links)
- Ratchet consumption over finite and infinite planning horizons (Q462862) (← links)
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Ten equivalent definitions of the fractional Laplace operator (Q520790) (← links)
- A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations (Q550167) (← links)
- First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise (Q609627) (← links)
- Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction (Q627246) (← links)
- Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records (Q647824) (← links)
- A note on first-passage times of continuously time-changed Brownian motion (Q654495) (← links)
- A computational analysis for mean exit time under non-Gaussian Lévy noises (Q654657) (← links)
- An averaging principle for stochastic dynamical systems with Lévy noise (Q720704) (← links)
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
- Model reduction for stochastic systems (Q744878) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
- Transient analysis of a stationary Lévy-driven queue (Q900971) (← links)
- Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
- The optimal capital structure of the firm with stable Lévy assets returns (Q940998) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Information technology: the Lie groups defining the filter banks of the compact disc (Q1612356) (← links)
- A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
- Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705) (← links)
- Time fractional equations and probabilistic representation (Q1677766) (← links)
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
- Assessment of the maintenance cost and analysis of availability measures in a finite life cycle for a system subject to competing failures (Q1733094) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- The domain of definition of the Lévy white noise (Q2021417) (← links)
- Discretization of the Lamperti representation of a positive self-similar Markov process (Q2029799) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes (Q2042048) (← links)
- Wavelet analysis of the Besov regularity of Lévy white noise (Q2042652) (← links)
- Strong stochastic persistence of some Lévy-driven Lotka-Volterra systems (Q2074269) (← links)
- Moment estimates in the first Borel-Cantelli lemma with applications to mean deviation frequencies (Q2081761) (← links)
- Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps (Q2084688) (← links)
- Isoperimetric inequalities in the Brownian plane (Q2085545) (← links)
- A priori bounds and existence of positive solutions for fractional Kirchhoff equations (Q2090626) (← links)
- Fokker-Planck equation for Feynman-Kac transform of anomalous processes (Q2121082) (← links)
- An averaging principle for stochastic evolution equations with jumps and random time delays (Q2131431) (← links)
- Linnik Lévy process and some extensions (Q2162078) (← links)
