scientific article; zbMATH DE number 3159046

zbMATH Open0097.33703MaRDI QIDQ3276933FDOQ3276933

Authors: R. M. Blumenthal, R. K. Getoor 

Publication date: 1961

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zbMATH Keywords

probability theory

Cited In (only showing first 100 items - show all)

• The Hausdorff dimension of the sample path of a subordinator
• Generalized dimensions of images of measures under Gaussian processes
• Path properties of superprocesses with a general branching mechanism
• Exit Properties of Stochastic Processes with Stationary Independent Increments
• Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
• The growth of additive processes
• Passage of Lévy processes across power law boundaries at small times
• Small-time moment asymptotics for Lévy processes
• Aspects of micro-local analysis and geometry in the study of Lévy-type generators
• A packing dimension theorem for Gaussian random fields
• 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
• The correct measure function for the graph of a transient stable process
• Identifying the successive Blumenthal-Getoor indices of a discretely observed process
• Sample path properties of processes with stable components
• Conditional characteristic functions of Molchan-Golosov fractional Lévy processes with application to credit risk
• Renewal sets and random cutouts
• Near-optimal estimation of jump activity in semimartingales
• On the stochastic heat equation with spatially-colored random forcing
• Estimating the degree of activity of jumps in high frequency data
• The Hausdorff dimension of the range of the Lévy multistable processes
• Finiteness of integrals of functions of Lévy processes
• High-frequency Donsker theorems for Lévy measures
• Multidimensional Lévy white noise in weighted Besov spaces
• Lower functions for increasing random walks and subordinators
• 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
• The strong p-variation of martingales and orthogonal series
• Hölder exponent for a two-parameter Lévy process
• Lévy processes: capacity and Hausdorff dimension
• Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
• Convergence of extreme values of Poisson point processes at small times
• Schauder estimates for equations associated with Lévy generators
• A local-time correspondence for stochastic partial differential equations
• 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
• Hunt's hypothesis (H) for the sum of two independent Lévy processes
• Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
• Asymptotically optimal discretization of hedging strategies with jumps
• Realized Laplace transforms for estimation of jump diffusive volatility models
• Path behavior of processes with stationary independent increments
• Zooming in on a Lévy process at its supremum
• Local times of additive Lévy processes.
• Local extinction in continuous-state branching processes with immigration
• A small-time coupling between \(\Lambda\)-coalescents and branching processes
• Stable processes: Sample function growth at a local minimum
• A new look at short-term implied volatility in asset price models with jumps
• Tempered stable distributions and processes
• Semi-stable Markov processes. I
• Measuring the range of an additive Lévy process
• Random fractals determined by Lévy processes
• The graph and range singularity spectra of \(b\)-adic independent cascade functions
• How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
• The variation of a stable path is stable
• Limit theorems for power variations of pure-jump processes with application to activity estima\-tion
• Variations of processes with stationary, independent increments
• Multiple points for transient symmetric L�vy processes in R d
• Small and large time stability of the time taken for a Lévy process to cross curved boundaries
• Path behavior of processes with stationary independent increments
• Multifractal properties of sample paths of ground state-transformed jump processes
• Rough functions: \(p\)-variation, calculus, and index estimation
• On a small-time limit behavior of the probability that a Lévy process stays positive
• On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
• Limit theorems for multipower variation in the presence of jumps
• Exact packing measure of the range of \(\psi\)-super Brownian motions
• Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
• Lower envelopes near zero and infinity for processes with stable components
• Activity signature functions for high-frequency data analysis
• Packing and covering indices for a general Lévy process
• The packing indices for some Lévy processes
• Jumps and betas: a new framework for disentangling and estimating systematic risks
• La variation d'ordre p des semi-martingales
• Additive Functionals of Markov Processes in Duality
• Some results on local growth of two-parameter Lévy processes
• The exact hausdorff measure of the zero set of a stable process
• Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
• On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators
• Maximal speed of particles in super-lévy process
• Path properties of processes with independent and interchangeable increments
• Hausdorff and Fourier dimension of graph of continuous additive processes
• The log-Lévy moment problem via Berg-Urbanik semigroups
• 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
• Multiple Points of a Random Field
• From Markov processes to semimartingales
• Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing
• The \(n\)-term approximation of periodic generalized Lévy processes
• Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
• Local times for Markov processes
• Unbiased parameter inference for a class of partially observed Lévy-process models
• Uniform dimension results for processes with independent increments
• Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on \(C_0\)
• Spectral asymptotics for fractional Laplacians
• Wavelet analysis of the Besov regularity of Lévy white noise
• Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process

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