Pages that link to "Item:Q2574564"

The following pages link to Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. (Q2574564):

Displaying 11 items.

• Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
• Spectral analysis for a discrete metastable system driven by Lévy flights (Q888942) (← links)
• First exit times for Lévy-driven diffusions with exponentially light jumps (Q1019089) (← links)
• Moment bounds for dissipative semimartingales with heavy jumps (Q2238891) (← links)
• Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise (Q2337826) (← links)
• Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
• Characteristic function for the stationary state of a one-dimensional dynamical system with Lévy noise (Q2371532) (← links)
• The estimates of the mean first exit time from a ball for the \(\alpha \)-stable Ornstein-Uhlenbeck processes (Q2381973) (← links)
• First exit times of SDEs driven by stable Lévy processes (Q2490048) (← links)
• On moments and tail behaviors of storage processes (Q4819516) (← links)
• Metastable behaviour of small noise Lévy-Driven diffusions (Q5190291) (← links)