Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564): Difference between revisions

@@ Property / OpenAlex ID @@
+W2270826520
@@ Property / OpenAlex ID: W2270826520 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.00670
@@ Property / arXiv ID: 1512.00670 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
@@ Property / cites work @@
+Superposition of Ornstein--Uhlenbeck Type Processes
+Normal rank
@@ Property / cites work @@
+Burgers' turbulence problem with linear or quadratic external potential
+Normal rank
@@ Property / cites work @@
+Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
+Normal rank
@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
+Normal rank
@@ Property / cites work @@
+Multivariate supOU processes
@@ Property / cites work: Multivariate supOU processes / rank @@
+Normal rank
@@ Property / cites work @@
+The stochastic heat equation: Feynman-Kac formula and intermittence.
+Normal rank
@@ Property / cites work @@
+Basic properties of strong mixing conditions. A survey and some open questions
+Normal rank
@@ Property / cites work @@
+Parabolic Anderson problem and intermittency
@@ Property / cites work: Parabolic Anderson problem and intermittency / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of Distributions Generated by Stationary Stochastic Processes
+Normal rank
@@ Property / cites work @@
+Lévy, Ornstein-Uhlenbeck, and subordination: spectral vs. jump description
+Normal rank
@@ Property / cites work @@
+Q3149666
@@ Property / cites work: Q3149666 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5436605
@@ Property / cites work: Q5436605 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4857359
@@ Property / cites work: Q4857359 / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of Diffusion and Intermittency in Chaotic Systems
+Normal rank
@@ Property / cites work @@
+Intermittency on catalysts: voter model
@@ Property / cites work: Intermittency on catalysts: voter model / rank @@
+Normal rank
@@ Property / cites work @@
+Intermittency in a catalytic random medium
@@ Property / cites work: Intermittency in a catalytic random medium / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric characterization of intermittency in the parabolic Anderson model
+Normal rank
@@ Property / cites work @@
+Parabolic problems for the Anderson model. I: Intermittency and related topics
+Normal rank
@@ Property / cites work @@
+BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES
+Normal rank
@@ Property / cites work @@
+Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
+Normal rank
@@ Property / cites work @@
+Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Q5166655
@@ Property / cites work: Q5166655 / rank @@
+Normal rank
@@ Property / cites work @@
+Intermittency and multifractality: a case study via parabolic stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions
+Normal rank
@@ Property / cites work @@
+A normal inverse Gaussian model for a risky asset with dependence
+Normal rank
@@ Property / cites work @@
+TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS
+Normal rank
@@ Property / cites work @@
+On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
+Normal rank
@@ Property / cites work @@
+Ideas in the theory of random media
@@ Property / cites work: Ideas in the theory of random media / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Burgers-KPZ turbulence. Göttingen lectures
@@ Property / cites work: Burgers-KPZ turbulence. Göttingen lectures / rank @@
+Normal rank