The following pages link to (Q5409097):
Displayed 50 items.
- Erratum to: ``Asymptotic behaviour of first passage time distributions for Lévy processes'' (Q267035) (← links)
- On the Besov regularity of periodic Lévy noises (Q347509) (← links)
- Well-posedness for the Keller-Segel equation with fractional Laplacian and the theory of propagation of chaos (Q510046) (← links)
- The Tracy-Widom distribution is not infinitely divisible (Q511548) (← links)
- Multidimensional Lévy white noise in weighted Besov spaces (Q529433) (← links)
- A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations (Q550167) (← links)
- On the Hougaard subordinated Gaussian Lévy processes (Q552990) (← links)
- Blow-up and stability of semilinear PDEs with gamma generators (Q555837) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
- Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process (Q727478) (← links)
- Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise (Q728509) (← links)
- Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation (Q744880) (← links)
- Lévy processes and stochastic integrals in the sense of generalized convolutions (Q888492) (← links)
- On the distribution of sample mean in finite populations. I (Q946807) (← links)
- A general framework for simulation of fractional fields (Q947149) (← links)
- Quasi-invariance properties of a class of subordinators (Q952739) (← links)
- Completely random signed measures (Q1012217) (← links)
- Stochastic processes with orthogonal polynomial eigenfunctions (Q1035624) (← links)
- Non-local conservation law from stochastic particle systems (Q1616368) (← links)
- Large-time asymptotics of a fractional drift-diffusion-Poisson system via the entropy method (Q1633692) (← links)
- Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
- Bottom crossing probability for symmetric jump processes (Q1686812) (← links)
- Occupation times of general Lévy processes (Q1692245) (← links)
- Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions (Q1697110) (← links)
- Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields (Q1722068) (← links)
- Gradient and stability estimates of heat kernels for fractional powers of elliptic operator (Q1726703) (← links)
- On moments of integral exponential functionals of additive processes (Q1726859) (← links)
- Uniform Hausdorff dimension result for the inverse images of stable Lévy processes (Q1990044) (← links)
- A limit theorem of two-type Galton-Watson branching processes with immigration (Q2270870) (← links)
- Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- First exit from an open set for a matrix-exponential Lévy process (Q2406785) (← links)
- First exit times of SDEs driven by stable Lévy processes (Q2490048) (← links)
- Notes on discrete compound Poisson model with applications to risk theory (Q2514632) (← links)
- One-dimensional stable probability density functions for rational index \(0<\alpha \leqslant 2\) (Q2518411) (← links)
- Wavelet Statistics of Sparse and Self-Similar Images (Q2797767) (← links)
- Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise (Q2801320) (← links)
- Affine LIBOR models driven by real-valued affine processes (Q2811920) (← links)
- BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
- Characterizations of discrete compound Poisson distributions (Q2832669) (← links)
- (Q2974530) (← links)
- Prediction in a mixed Poisson cluster model (Q3186008) (← links)
- On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion (Q3459224) (← links)
- A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
- Risk Theory with Affine Dividend Payment Strategies (Q4581318) (← links)
- On scaling limits of multitype Galton-Watson trees with possibly infinite variance (Q4601285) (← links)
- A result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processes (Q4623163) (← links)
- Large time unimodality for classical and free Brownian motions with initial distributions (Q4638248) (← links)
- (Q4644009) (← links)