Pages that link to "Item:Q1190166"
From MaRDI portal
The following pages link to Some time change representations of stable integrals, via predictable transformations of local martingales (Q1190166):
Displayed 13 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 estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (Q2270877) (← 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)