One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications (Q5320656): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Logarithmic combinatorial structures: A probabilistic approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations of small jumps of Lévy processes with a view towards simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3953035 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the extreme flights of one-sided Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolios when stock prices follow an exponential Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of points in a poisson dirichlet process / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Convolution Powers of the Dickman Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Variance Gamma Process and Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random minimal directed spanning trees and Dickman-type distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Order statistics for jumps of normalised subordinators / rank
 
Normal rank
Property / cites work
 
Property / cites work: The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2738738 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On stochastic processes connected with certain physical recording apparatuses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5683989 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two Differential-Difference Equations Arising in Number Theory / rank
 
Normal rank

Latest revision as of 20:11, 1 July 2024

scientific article; zbMATH DE number 5581995
Language Label Description Also known as
English
One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications
scientific article; zbMATH DE number 5581995

    Statements

    One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications (English)
    0 references
    0 references
    22 July 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    subordinator
    0 references
    Lévy process
    0 references
    compound Poisson process
    0 references
    truncated Lévy measure
    0 references
    ordered jumps
    0 references
    gamma process
    0 references
    small jumps
    0 references
    weak convergence
    0 references
    dickman distribution
    0 references
    0 references