Wei Xu

Available identifiers

Publication	Date of Publication	Type
Diffusion approximations for self-excited systems with applications to general branching processes	2024-08-22	Paper
Stochastic Volterra equations for the local times of spectrally positive stable processes	2024-08-22	Paper
Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility	2023-12-14	Paper
Second-Order Regular Variation and Second-Order Approximation of Hawkes Processes	2023-11-05	Paper
The microstructure of stochastic volatility models with self-exciting jump dynamics	2022-12-20	Paper
Joint angle and frequency estimation in linear arrays based on covariance reconstruction and ESPRIT	2022-01-25	Paper
Asymptotic results for heavy-tailed Lévy processes and their exponential functionals	2021-09-10	Paper
Functional limit theorems for marked Hawkes point measures	2021-04-27	Paper
A Scaling Limit for Limit Order Books Driven by Hawkes Processes	2019-07-26	Paper
Continuous-state branching processes in Lévy random environments	2018-10-24	Paper
Asymptotic results for exponential functionals of Lévy processes	2017-12-01	Paper
Backward doubly stochastic equations with jumps and comparison theorems	2016-06-20	Paper
Parameter estimation in two-type continuous-state branching processes with immigration	2014-06-12	Paper
Functional Limit Theorems for Hawkes Processes	N/A	Paper

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