Weixuan Xia

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Set-valued stochastic integrals for convoluted Lévy processes
Journal of Mathematical Analysis and Applications
2025-01-27Paper
Regulating stochastic clocks§
Quantitative Finance
2024-08-26Paper
Average-tempered stable subordinators with applications
Applied Stochastic Models in Business and Industry
2024-07-25Paper
Set-valued stochastic integrals for convoluted L\'{e}vy processes
 
2023-12-04Paper
On inverse-power Poisson functionals
Stochastics
2022-07-08Paper
The average of a negative-binomial Lévy process and a class of Lerch distributions
Communications in Statistics: Theory and Methods
2022-06-27Paper
On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift
Methodology and Computing in Applied Probability
2021-01-18Paper
Average-tempered stable subordinators with applications
 
2020-09-05Paper
Volatility modeling with leverage effect under Laplace errors
Journal of Time Series Econometrics
2018-02-07Paper
On the Absolute-Value Integral of a Brownian Motion with Drift: Exact and Asymptotic Formulae
 
N/APaper


Research outcomes over time


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