Remarks on deviation inequalities for functions of infinitely divisible random vectors

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Interpolation, correlation identities, and inequalities for infinitely divisible variables
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Remarks on strong exponential integrability of vector-valued random series and triangular arrays

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Statistical estimation of Lévy-type stochastic volatility models
Strong central limit theorem for isotropic random walks in \({\mathbb{R}^d}\)
Limit theorems for random sums of random summands
Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model
Concentration inequalities for measures of a Boolean model
Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
Functional inequalities for discrete gradients and application to the geometric distribution
On the concentration of measure phenomenon for stable and related random vectors.
Concentration inequalities for Poisson point processes with application to adaptive intensity estimation
Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias
Asymptotic estimates for white noise distributions
On concentration inequalities for vector-valued Lipschitz functions
Some comments on deviation inequalities for infinitely divisible random vectors
Poisson process Fock space representation, chaos expansion and covariance inequalities
On Gaussian and Bernoulli covariance representations
A discrete log-Sobolev inequality under a Bakry-Émery type condition
Small-time expansions for the transition distributions of Lévy processes
On Finite Range Stable-Type Concentration
The effect of estimation in high-dimensional portfolios
Concentration inequalities for functionals of Poisson cylinder processes
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Concentration and deviation inequalities in infinite dimensions via covariance representations
On operator-norm approximation of some semigroups by quasi-sectorial operators.
High-order short-time expansions for ATM option prices of exponential Lévy models
Dimension free and infinite variance tail estimates on Poisson space
Compound Poisson point processes, concentration and oracle inequalities
Improved one-sided deviation inequalities under regularity assumptions for product measures
On the isoperimetric constant, covariance inequalities and \(L_{p}\)-Poincaré inequalities in dimension one
A note on the convex infimum convolution inequality
Efron's monotonicity property for measures on \(\mathbb{R}^2\)
Concentration for norms of infinitely divisible vectors with independent components
Poisson-type deviation inequalities for curved continuous-time Markov chains
Median, concentration and fluctuations for Lévy processes

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