Pages that link to "Item:Q2497169"

The following pages link to Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes (Q2497169):

Displaying 30 items.

• A new structure for analyzing discrete scale invariant processes: covariance and spectra (Q385562) (← links)
• A refined factorization of the exponential law (Q453305) (← links)
• Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
• A Ciesielski-Taylor type identity for positive self-similar Markov processes (Q720747) (← links)
• Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) (← links)
• Entrance and exit at infinity for stable jump diffusions (Q784167) (← links)
• Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
• Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
• The upper envelope of positive self-similar Markov Processes (Q1028616) (← links)
• Bernstein-gamma functions and exponential functionals of Lévy processes (Q1663907) (← links)
• Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
• Time-changed spectrally positive Lévy processes started from infinity (Q2040064) (← links)
• Stable Lévy processes in a cone (Q2077357) (← links)
• Exit problems for positive self-similar Markov processes with one-sided jumps (Q2091523) (← links)
• Invariance principles for clocks (Q2091527) (← links)
• General self-similarity properties for Markov processes and exponential functionals of Lévy processes (Q2099990) (← links)
• Persistence of autoregressive sequences with logarithmic tails (Q2105158) (← links)
• Hitting properties and non-uniqueness for SDEs driven by stable processes (Q2253849) (← links)
• Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution (Q2315144) (← links)
• Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes (Q2419978) (← links)
• On some transformations between positive self-similar Markov processes (Q2464854) (← links)
• Recurrent extensions of self-similar Markov processes and Cramér's condition (Q2565930) (← links)
• A jump-type SDE approach to real-valued self-similar Markov processes (Q2944916) (← links)
• Self-Similar Branching Markov Chains (Q3653083) (← links)
• (Q4644009) (← links)
• On Entire Moments of Self-Similar Markov Processes (Q4916952) (← links)
• Entrance laws at the origin of self-similar Markov processes in high dimensions (Q5125171) (← links)
• Continuous-State Branching Processes and Self-Similarity (Q5504167) (← links)
• Risk‐neutral pricing techniques and examples (Q6054366) (← links)
• Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space (Q6075078) (← links)