scientific article; zbMATH DE number 3159046

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Some results on local growth of two-parameter Lévy processes
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
The Hausdorff dimension of the sample path of a subordinator
Generalized dimensions of images of measures under Gaussian processes
The exact hausdorff measure of the zero set of a stable process
On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators
Maximal speed of particles in super-lévy process
Path properties of superprocesses with a general branching mechanism
How smooth can the convex hull of a Lévy path be?
Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
Exit Properties of Stochastic Processes with Stationary Independent Increments
The growth of additive processes
Small-time moment asymptotics for Lévy processes
Heat trace asymptotics of subordinate Brownian motion in Euclidean space
Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes
Existence and estimates of moments for Lévy-type processes
Passage of Lévy processes across power law boundaries at small times
Hausdorff and Fourier dimension of graph of continuous additive processes
Path properties of processes with independent and interchangeable increments
A packing dimension theorem for Gaussian random fields
Identifying the successive Blumenthal-Getoor indices of a discretely observed process
Aspects of micro-local analysis and geometry in the study of Lévy-type generators
The log-Lévy moment problem via Berg-Urbanik semigroups
On the rôle of singular functions in extending the probabilistic symbol to its most general class
Upper functions for sample paths of Lévy(-type) processes
The correct measure function for the graph of a transient stable process
Lower envelopes near zero and infinity for processes with stable components
Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
Precise asymptotic approximations for kernels corresponding to Lévy processes
On the domain of fractional Laplacians and related generators of Feller processes
Sample path properties of processes with stable components
Conditional characteristic functions of Molchan-Golosov fractional Lévy processes with application to credit risk
Multiple Points of a Random Field
Renewal sets and random cutouts
Near-optimal estimation of jump activity in semimartingales
Estimating the degree of activity of jumps in high frequency data
On the stochastic heat equation with spatially-colored random forcing
Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing
From Markov processes to semimartingales
Multidimensional Lévy white noise in weighted Besov spaces
The Hausdorff dimension of the range of the Lévy multistable processes
High-frequency Donsker theorems for Lévy measures
Finiteness of integrals of functions of Lévy processes
Average-tempered stable subordinators with applications
The \(n\)-term approximation of periodic generalized Lévy processes
Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
A uniform dimension result for two-dimensional fractional multiplicative processes
Lower functions for increasing random walks and subordinators
A limit theorem for local time and application to random sets
Packing dimension of the range of a Lévy process
Small time two-sided LIL behavior for Lévy processes at zero
Singularity sets of Lévy processes
Multifractal analysis of Lévy fields
Local times for Markov processes
Unbiased parameter inference for a class of partially observed Lévy-process models
Regulating stochastic clocks§
The time-dependent symbol of a non-homogeneous Itô process and corresponding maximal inequalities
Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on \(C_0\)
Uniform dimension results for processes with independent increments
The strong p-variation of martingales and orthogonal series
Spectral asymptotics for fractional Laplacians
Intermittency in the small-time behavior of Lévy processes
Wavelet analysis of the Besov regularity of Lévy white noise
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process
Packing measure functions of subordinators sample paths
Geometrically convergent simulation of the extrema of Lévy processes
Right inverses of nonsymmetric Lévy processes.
Lévy processes: capacity and Hausdorff dimension
Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
Local growth of the sample paths of random fields with independent increments. II
Convergence of extreme values of Poisson point processes at small times
Schauder estimates for equations associated with Lévy generators
Hölder exponent for a two-parameter Lévy process
Some remarks on Besov spaces and the wavelet de-noising method
A local-time correspondence for stochastic partial differential equations
Noise reinforced Lévy processes: Lévy-Itô decomposition and applications
Spectral expansions of non-self-adjoint generalized Laguerre semigroups
Strong gamma-variation and \(R_ s-\)valued random measures
Hunt's hypothesis (H) for the sum of two independent Lévy processes
Lower bounds of the Hausdorff dimension for the images of Feller processes
New results on Hunt's hypothesis (H) for Lévy processes
Further study on Hunt's hypothesis (H) for Lévy processes
Functional quantization rate and mean regularity of processes with an application to Lévy processes
Sobolev regularity of occupation measures and paths, variability and compositions
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
Realized Laplace transforms for estimation of jump diffusive volatility models
Some path properties of generalized Lévy sheet
Asymptotically optimal discretization of hedging strategies with jumps
Approximation of stochastic integrals with jumps via weighted BMO approach
Path behavior of processes with stationary independent increments
Zooming in on a Lévy process at its supremum
Local times of additive Lévy processes.
Random walks and Lévy processes as rough paths
Local extinction in continuous-state branching processes with immigration
Hausdorff dimension of the image of additive processes
A small-time coupling between -coalescents and branching processes
A Monte Carlo algorithm for the extrema of tempered stable processes
Malliavin smoothness on the Lévy space with Hölder continuous or \(B V\) functionals
Estimation of state-dependent jump activity and drift for Markovian semimartingales
Some Sample Function Properties of a Process with Stationary Independent Increments

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