The following pages link to (Q4894945):
Displayed 19 items.
- Convergence in various topologies for stochastic integrals driven by semimartingales (Q674524) (← links)
- A GARCH option pricing model with \(\alpha\)-stable innovations (Q704080) (← links)
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282) (← links)
- SIR model of epidemic spread with accumulated exposure (Q977855) (← links)
- Heat kernel estimates for the Dirichlet fractional Laplacian (Q990226) (← links)
- Germ fields for harmonizable symmetric stable processes with rational spectral densities (Q1011143) (← links)
- Decomposition of stationary \(\alpha\)-stable random fields. (Q1872169) (← links)
- Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators (Q2457758) (← links)
- A relationship between asymmetric Lévy-stable distributions and the dielectric susceptibility (Q2499913) (← links)
- Ornstein–Uhlenbeck–Cauchy process (Q2738222) (← links)
- ASYMPTOTIC EQUIVALENCE IN LEE'S MOMENT FORMULAS FOR THE IMPLIED VOLATILITY, ASSET PRICE MODELS WITHOUT MOMENT EXPLOSIONS, AND PITERBARG'S CONJECTURE (Q2892978) (← links)
- On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise (Q3625461) (← links)
- A tail estimator for the index of the stable paretian distribution<sup>∗</sup> (Q3842928) (← links)
- Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables (Q4322944) (← links)
- RESIDUAL APERIODIC STOCHASTIC RESONANCE IN LÉVY NOISE (Q4911787) (← links)
- Student's<i>t</i>Vector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances (Q4916406) (← links)
- A characterization theorem for stable random measures (Q4949466) (← links)
- Simulation of Infinitely Divisible Random Fields (Q5299818) (← links)