Pages that link to "Item:Q4492201"
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The following pages link to Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight (Q4492201):
Displaying 50 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- High order schemes for the tempered fractional diffusion equations (Q295372) (← links)
- Effects of the tempered aging and the corresponding Fokker-Planck equation (Q315670) (← links)
- Third order difference schemes (without using points outside of the domain) for one sided space tempered fractional partial differential equations (Q343677) (← links)
- Tempered fractional calculus (Q349902) (← links)
- Well-posedness of abstract distributed-order fractional diffusion equations (Q380154) (← links)
- Lévy flights in evolutionary ecology (Q455776) (← links)
- The bounds of heavy-tailed return distributions in evolving complex networks (Q469745) (← links)
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Exact stationary and non-stationary solutions to inelastic Maxwell model with infinite energy (Q523253) (← links)
- Transition density estimates for jump Lévy processes (Q544517) (← links)
- Accounting for risk of non linear portfolios. A novel Fourier approach (Q614629) (← links)
- Truncated Lévy statistics for dispersive transport in disordered semiconductors (Q654300) (← links)
- Applications of inverse tempered stable subordinators (Q666754) (← links)
- Multifractal Hurst analysis of crude oil prices (Q699143) (← links)
- Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise (Q728509) (← links)
- Tempered stable Lévy motion and transient super-diffusion (Q847223) (← links)
- Random integral representations for free-infinitely divisible and tempered stable distributions (Q876986) (← links)
- Tempering stable processes (Q885259) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- Moments for tempered fractional advection-diffusion equations (Q977200) (← links)
- Statistical regularities in the return intervals of volatility (Q978840) (← links)
- Animal navigation: General properties of directed walks (Q999376) (← links)
- First exit times for Lévy-driven diffusions with exponentially light jumps (Q1019089) (← links)
- Lévy flight approximations for scaled transformations of random walks (Q1020740) (← links)
- Econophysics: Scaling and its breakdown in finance (Q1285113) (← links)
- Exponentially damped Lévy flights (Q1397360) (← links)
- On the origins of truncated Lévy flights (Q1399052) (← links)
- Zipf-Mandelbrot scaling law for world track records (Q1409036) (← links)
- The origin of fat-tailed distributions in financial time series (Q1409108) (← links)
- Characteristic time scales in the American dollar-Mexican peso exchange currency market (Q1598988) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- Stock market dynamics (Q1611125) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- Application of computational statistical physics to scale invariance and universality in economic phenomena (Q1613749) (← links)
- Understanding the determinants of volatility clustering in terms of stationary Markovian processes (Q1619870) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- Generalized Langevin equation with tempered memory kernel (Q1620171) (← links)
- New methods of simulating Lévy processes (Q1620568) (← links)
- Tempered stable Lévy motion driven by stable subordinator (Q1673024) (← links)
- Lévy flights in confining environments: random paths and their statistics (Q1673074) (← links)
- Beyond monofractional kinetics (Q1677771) (← links)
- Intrinsic ultracontractivity and ground state estimates of non-local Dirichlet forms on unbounded open sets (Q1733812) (← links)
- International finance, Lévy distributions, and the econophysics of exchange rates (Q1765134) (← links)
- Codifference as a practical tool to measure interdependence (Q1783336) (← links)
- Front dynamics in a two-species competition model driven by Lévy flights (Q1784201) (← links)
- Stochastic processes with power-law stability and a crossover in power-law correlations (Q1847436) (← links)
- Technical trading can induce long-run memory in financial markets (Q1847468) (← links)
- Generalized entropy approach to stable Lévy distributions with financial application (Q1855539) (← links)
