scientific article; zbMATH DE number 3159046

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Singularity sets of Lévy processes
Small time two-sided LIL behavior for Lévy processes at zero
The strong p-variation of martingales and orthogonal series
Packing measure functions of subordinators sample paths
Local growth of the sample paths of random fields with independent increments. II
Strong gamma-variation and \(R_ s-\)valued random measures
Some remarks on Besov spaces and the wavelet de-noising method
Measuring the range of an additive Lévy process
Path properties of superprocesses with a general branching mechanism
Zooming in on a Lévy process at its supremum
Davie's type uniqueness for a class of SDEs with jumps
On the domain of fractional Laplacians and related generators of Feller processes
The Hausdorff dimension of the range of the Lévy multistable processes
Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties
Lévy processes: capacity and Hausdorff dimension
Local times for two-parameter Levy processes
Right inverses of nonsymmetric Lévy processes.
Small and large time stability of the time taken for a Lévy process to cross curved boundaries
Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
Turán inequalities and complete monotonicity for a class of entire functions
Wavelet analysis of the Besov regularity of Lévy white noise
Schrödinger equations with smooth measure potential and general measure data
High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process
Regularity of an abstract Wiener integral
Hausdorff and Fourier dimension of graph of continuous additive processes
On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators
Unbiased parameter inference for a class of partially observed Lévy-process models
Sobolev regularity of occupation measures and paths, variability and compositions
Malliavin smoothness on the Lévy space with Hölder continuous or \(B V\) functionals
Estimation of state-dependent jump activity and drift for Markovian semimartingales
Uniform dimension results for the inverse images of symmetric Lévy processes
Multifractal properties of sample paths of ground state-transformed jump processes
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process
Noise reinforcement for Lévy processes
Convergence of extreme values of Poisson point processes at small times
Precise asymptotic approximations for kernels corresponding to Lévy processes
New results on Hunt's hypothesis (H) for Lévy processes
Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
The \(n\)-term approximation of periodic generalized Lévy processes
Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
Lower bounds of the Hausdorff dimension for the images of Feller processes
A class of special subordinators with nested ranges
Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing
Further study on Hunt's hypothesis (H) for Lévy processes
The growth of additive processes
Random walks and Lévy processes as rough paths
Schauder estimates for equations associated with Lévy generators
Functional quantization rate and mean regularity of processes with an application to Lévy processes
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
Generalized dimensions of images of measures under Gaussian processes
A small-time coupling between -coalescents and branching processes
A uniform dimension result for two-dimensional fractional multiplicative processes
A limit theorem for local time and application to random sets
Asymptotically optimal discretization of hedging strategies with jumps
Passage of Lévy processes across power law boundaries at small times
Hausdorff dimension of the image of additive processes
Limit theorems for multipower variation in the presence of jumps
A packing dimension theorem for Gaussian random fields
The Hausdorff dimension of the sample path of a subordinator
Packing and covering indices for a general Lévy process
Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on \(C_0\)
Local times of additive Lévy processes.
Heat trace asymptotics of subordinate Brownian motion in Euclidean space
Activity signature functions for high-frequency data analysis
High-frequency Donsker theorems for Lévy measures
Intermittency in the small-time behavior of Lévy processes
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
Upper functions for sample paths of Lévy(-type) processes
A new look at short-term implied volatility in asset price models with jumps
A local-time correspondence for stochastic partial differential equations
Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
Uniform dimension results for processes with independent increments
Exit Properties of Stochastic Processes with Stationary Independent Increments
The log-Lévy moment problem via Berg-Urbanik semigroups
Multiple Points of a Random Field
On a small-time limit behavior of the probability that a Lévy process stays positive
Finiteness of integrals of functions of Lévy processes
Packing dimension of the range of a Lévy process
Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
Some results on local growth of two-parameter Lévy processes
Stable processes: Sample function growth at a local minimum
La variation d'ordre p des semi-martingales
Variational sums of infinitesimal systems
Multiple points for transient symmetric L�vy processes in R d
Multiple points for transient symmetric L�vy processes in R d
On the potential theory of subordinators
Multifractal analysis of Lévy fields
Extensions of regularity for a Lévy process
Local extinction in continuous-state branching processes with immigration
Limit Theorems for Variational Sums
On the stochastic heat equation with spatially-colored random forcing
On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
Aspects of micro-local analysis and geometry in the study of Lévy-type generators
Spectral expansions of non-self-adjoint generalized Laguerre semigroups
Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes
Geometrically convergent simulation of the extrema of Lévy processes
Exact packing measure of the range of \(\psi\)-super Brownian motions
Existence and estimates of moments for Lévy-type processes
The correct measure function for the graph of a transient stable process

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