Distributions of subadditive functionals of sample paths of infinitely divisible processes
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- Remarks on suprema of Lévy processes with light tailes
- On suprema of Lévy processes with light tails
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- Extremes of totally skewed \(\alpha \)-stable processes
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- Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion
- On path properties of certain infinitely divisible processes
- Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
- Extremes of regularly varying Lévy-driven mixed moving average processes
- Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.
- Hausdorff and packing dimensions of the images of random fields
- Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes
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- On LIL behaviour for moving averages of some infinitely divisible random measures
- Ruin probability with claims modeled by a stationary ergodic stable process.
- Suprema and sojourn times of Lévy processes with exponential tails
- Tail probabilities of subadditive functionals of Lévy processes.
- Functional regular variation of Lévy-driven multivariate mixed moving average processes
- On regular variation for infinitely divisible random vectors and additive processes
- Heavy tails of a Lévy process and its maximum over a random time interval
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions
- Functionals of infinitely divisible stochastic processes with exponential tails
- Characterization of the finite variation property for a class of stationary increment infinitely divisible processes
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws
- Central limit theorem for mean and variogram estimators in Lévy–based models
- Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
- Sample paths of a Lévy process leading to first passage over high levels in finite time
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process
- Linear fractional stable sheets: Wavelet expansion and sample path properties
- Laws of the iterated logarithm of chover-type for operator stable Lévy processes
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- Lévy driven moving averages and semimartingales
- Tail probabilities of subadditive functionals on stable processes with continuous and discrete time
- Functional sample path properties of subsequence's C-R increments for a Wiener process in Hölder norm
- Convolution equivalent Lévy processes and first passage times
- Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure
- Sample quantiles of heavy tailed stochastic processes
- Extremal theory for long range dependent infinitely divisible processes
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
- On overload in a storage model, with a self-similar and infinitely divisible input.
- On moments and tail behaviors of storage processes
- Volatility activity: specification and estimation
- Extremes of the stochastic heat equation with additive Lévy noise
- Extremal behavior of regularly varying stochastic processes
- Maxima of continuous-time stationary stable processes
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