Pages that link to "Item:Q1190166"

The following pages link to Some time change representations of stable integrals, via predictable transformations of local martingales (Q1190166):

Displaying 26 items.

• On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
• Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
• A Lamperti-type representation of continuous-state branching processes with immigration (Q373588) (← links)
• Local extinction in continuous-state branching processes with immigration (Q470052) (← links)
• Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
• On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion (Q1275927) (← links)
• On stochastic differential equations driven by a Cauchy process and other stable Lévy motions (Q1872276) (← links)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
• Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions (Q2070623) (← links)
• Limit theorems for local times and applications to SDEs with jumps (Q2080267) (← links)
• Trajectory fitting estimation for a class of SDEs with small Lévy noises (Q2083427) (← links)
• Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises (Q2213423) (← links)
• Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (Q2270877) (← links)
• Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises (Q2322618) (← links)
• Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
• On stochastic integration for volatility modulated Lévy-driven Volterra processes (Q2434503) (← links)
• Weak solutions of stochastic differential equations over the field of \(p\)-adic numbers (Q2482291) (← links)
• Simulation of stochastic integrals with respect to Lévy processes of type G. (Q2574503) (← links)
• A note on convex ordering for stable stochastic integrals (Q2803999) (← links)
• Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises (Q5030944) (← links)
• Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions (Q5079022) (← links)
• Asymptotic behaviour on the linear self-interacting diffusion driven by <i>α</i>-stable motion (Q5086725) (← links)
• Estimation of intrinsic growth factors in a class of stochastic population model (Q5378410) (← links)
• Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises (Q6046185) (← links)
• Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511) (← links)
• General path integrals and stable SDEs (Q6582323) (← links)