The following pages link to Jorge González Cázares (Q1983614):
Displayed 8 items.
- Recovering Brownian and jump parts from high-frequency observations of a Lévy process (Q1983615) (← links)
- Implementable coupling of Lévy process and Brownian motion (Q2239264) (← links)
- A Gaussian approximation theorem for Lévy processes (Q2244600) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- How smooth can the convex hull of a Lévy path be? (Q6126978) (← links)
- Asymptotic shape of the concave majorant of a Lévy process (Q6159719) (← links)
- Hölder continuity of the convex minorant of a Lévy process (Q6177611) (← links)
- Joint density of a stable process and its supremum: regularity and upper bounds (Q6346515) (← links)