The following pages link to (Q4002918):
Displaying 18 items.
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Stochastic integration for tempered fractional Brownian motion (Q402481) (← links)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Lévy driven moving averages and semimartingales (Q841487) (← links)
- Markov mortality models: implications of quasistationarity and varying initial distributions (Q851385) (← links)
- Path and semimartingale properties of chaos processes (Q963036) (← links)
- Spectral representation of Gaussian semimartingales (Q1047164) (← links)
- Point processes with finite-dimensional conditional probabilities (Q1613607) (← links)
- Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665) (← links)
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)
- A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
- Characterization of the finite variation property for a class of stationary increment infinitely divisible processes (Q2444627) (← links)
- Gaussian moving averages, semimartingales and option pricing. (Q2574617) (← links)
- On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
- On infinitely divisible semimartingales (Q2634898) (← links)
- Representation of Gaussian semimartingales with applications to the covariance function (Q3080992) (← links)
- TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION (Q3086258) (← links)
