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  • non-linear Langevin equations driven by Lévy noise 2019-11-20 Paper Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions...
    10 bytes (18 words) - 01:11, 10 December 2023
  • between max-stable processes and \(\alpha\)-stable processes 2007-12-16 Paper Integral representations of periodic and cyclic fractional stable motions 2007-11-23...
    10 bytes (19 words) - 18:19, 8 December 2023
  • Paper Discrete tempered stable distributions 2022-07-28 Paper Estimation and simulation for multivariate tempered stable distributions 2022-03-24 Paper Estimation...
    10 bytes (16 words) - 00:55, 10 December 2023
  • for Spectrally Negative Lévy Processes 2012-04-20 Paper Explicit identities for Lévy processes associated to symmetric stable processes 2011-09-02 Paper...
    10 bytes (20 words) - 10:13, 11 December 2023
  • the supremum of a stable process 2013-03-06 Paper Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes 2013-02-01...
    10 bytes (16 words) - 00:54, 10 December 2023
  • equation subject to small Lévy noise 2023-09-27 Paper Fluctuations for matrix-valued Gaussian processes 2022-10-11 Paper Stable Lévy Processes via Lamperti-Type...
    10 bytes (18 words) - 10:13, 11 December 2023
  • for a general Lévy insurance risk process 2012-09-19 Paper Stochastic compactness of Lévy processes 2012-07-26 Paper The time at which a Lévy process creeps...
    10 bytes (18 words) - 14:53, 10 December 2023
  • its supremum and max-stable processes 2016-05-23 Paper A characterization of the normal distribution using stationary max-stable processes 2016-03-30 Paper...
    10 bytes (16 words) - 00:15, 10 December 2023
  • properties of Banach spaces and the distribution of the norm for a stable measure 1988-01-01 Paper Asymptotic behaviour of stable measures near the origin 1986-01-01...
    10 bytes (16 words) - 16:38, 10 December 2023
  • truncated Pareto distribution 2019-03-13 Paper A bivariate distribution with Lomax and geometric margins 2018-11-12 Paper The joint distribution of the sum and...
    10 bytes (19 words) - 14:52, 9 December 2023
  • the Distribution Density of the Fractional Lévy Motion 2015-09-16 Paper Compound kernel estimates for the transition probability density of a Lévy process...
    10 bytes (19 words) - 10:41, 11 December 2023
  • Asymptotics of Hybrid Fluid Queues with Lévy Input 2013-04-25 Paper On the infimum attained by a reflected Lévy process 2012-06-20 Paper Exact asymptotics...
    10 bytes (16 words) - 14:52, 10 December 2023
  • ARFIMA-GARCH processes 2022-07-05 Paper Stable Lévy motion with inverse Gaussian subordinator 2022-06-20 Paper Fractional Lévy stable motion time-changed by gamma...
    10 bytes (16 words) - 23:59, 11 December 2023
  • Paper Stable Lévy process delayed by tempered stable subordinator 2019-02-20 Paper Stable continuous-time autoregressive process driven by stable subordinator...
    10 bytes (16 words) - 23:59, 11 December 2023
  • \(\alpha\)-stable noise 2017-02-07 Paper A distribution-function-valued SPDE and its applications 2016-11-14 Paper Exit identities for Lévy processes observed...
    10 bytes (18 words) - 14:53, 10 December 2023
  • duality for Lévy processes in a half-line 2011-02-18 Paper Right inverses of Lévy processes 2010-08-30 Paper Small time one-sided LIL behavior for Lévy processes...
    10 bytes (18 words) - 13:54, 11 December 2023
  • Indirect Inference for Lévy‐driven continuous‐time GARCH models 2019-11-07 Paper Semiparametric estimation for isotropic max-stable space-time processes...
    10 bytes (17 words) - 23:04, 9 December 2023
  • Estimation 2018-09-28 Paper Mixed tempered stable distribution 2018-09-19 Paper Option pricing in an exponential mixedts Lévy process 2018-03-02 Paper Risk parity...
    10 bytes (16 words) - 23:28, 10 December 2023
  • https://portal.mardi4nfdi.de/entity/Q4247111 1999-10-17 Paper Tails of Lévy measure of geometric stable random variables 1999-08-10 Paper On estimation for a binary-symmetric...
    10 bytes (16 words) - 21:59, 10 December 2023
  • ruin for two-sided Lévy risk processes 2023-11-17 Paper Asymptotic Results for the Severity and Surplus Before Ruin for a Class of Lévy Insurance Processes...
    10 bytes (20 words) - 03:09, 13 December 2023
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