Pages that link to "Item:Q1650094"
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The following pages link to Zooming in on a Lévy process at its supremum (Q1650094):
Displaying 15 items.
- A broad view of queueing theory through one issue (Q1992141) (← links)
- Discretization error for a two-sided reflected Lévy process (Q1992150) (← links)
- Discretization of the Lamperti representation of a positive self-similar Markov process (Q2029799) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- On the divergence and vorticity of vector ambit fields (Q2196544) (← links)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
- Limit theorems for trawl processes (Q2243917) (← links)
- Intermittency in the small-time behavior of Lévy processes (Q2670792) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Extreme order statistics of random walks (Q2686605) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
- On the speed of convergence of Piterbarg constants (Q6067389) (← links)
- How smooth can the convex hull of a Lévy path be? (Q6126978) (← links)
- Lévy processes conditioned to stay in a half-space with applications to directional extremes (Q6157629) (← links)
- A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)
