scientific article
From MaRDI portal
Publication:3583833
zbMath1198.60022MaRDI QIDQ3583833
Juan Carlos Pardo, José Luis Pérez Garmendia, Maria-Emilia Caballero
Publication date: 18 August 2010
Full work available at URL: http://www.math.uni.wroc.pl/~pms/files/30.1/Abstract/30.1.1.abs.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)
Related Items (27)
Tightness and convergence of trimmed Lévy processes to normality at small times ⋮ On Exact Sampling of Nonnegative Infinitely Divisible Random Variables ⋮ Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators ⋮ Small-time sharp bounds for kernels of convolution semigroups ⋮ Coupling property and gradient estimates of Lévy processes via the symbol ⋮ Positive self-similar Markov processes obtained by resurrection ⋮ Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps ⋮ Meromorphic Lévy processes and their fluctuation identities ⋮ Explicit identities for Lévy processes associated to symmetric stable processes ⋮ The Lamperti representation of real-valued self-similar Markov processes ⋮ Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity ⋮ Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes ⋮ Local extinction in continuous-state branching processes with immigration ⋮ A Wiener-Hopf Monte Carlo simulation technique for Lévy processes ⋮ The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise ⋮ A generalization result regarding the small and large scale behavior of infinitely divisible processes ⋮ Asian options and meromorphic Lévy processes ⋮ Exact and asymptotic \(n\)-tuple laws at first and last passage ⋮ Quasi-stationary distributions and Yaglom limits of self-similar Markov processes ⋮ Pricing CoCos with a Market Trigger ⋮ On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation ⋮ Double hypergeometric Lévy processes and self-similarity ⋮ The \(\beta\)-Meixner model ⋮ The extended hypergeometric class of Lévy processes ⋮ Continuous-State Branching Processes and Self-Similarity
This page was built for publication: