scientific article

zbMath0589.60015MaRDI QIDQ3717907

V. M. Zolotarev

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

characterizationscharacteristic functionstable distributionsapplication of stable distributionsestimation of stable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items

Uniqueness of translation-covariant zero-temperature metastate in disordered Ising ferromagnets, Estimation of the parameters of fractional-stable laws by the method of minimum distance, On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws, Estimating the degree of activity of jumps in high frequency data, Fractional absolute moments of heavy tailed distributions, Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes, Ergodic property of stable-like Markov chains, Hölder-Lipschitz norms and their duals on spaces with semigroups, with applications to earth mover's distance, Asymptotic and structural properties of special cases of the Wright function arising in probability theory, The first passage time problem over a moving boundary for asymptotically stable Lévy processes, The first passage time of a stable process conditioned to not overshoot, Robust estimation of \(U\)-statistics, Product representations for random variables with Weibull distributions and their applications, A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications, A note on functional limit theorems for compound Cox processes, Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises, On fractional tempered stable processes and their governing differential equations, Multivariate versions and two problems of Schoenberg, The asymptotics of stable measures on \(\mathbb R^n\) for small values of the exponent, Modal properties of stable, nearly symmetric distributions, Statistical estimation of parameters of fractionally stable distributions, The law of large numbers in a metric space with a convex combination operation, Fractional governing equations for coupled random walks, Limit theorems for continuous-time random walks in the double-array limit scheme, Asymptotic behaviour of first passage time distributions for Lévy processes, On the speed of spread for fractional reaction-diffusion equations, POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks, Estimation of the activity of jumps in time-changed Lévy models, Pricing CDO tranches in an intensity based model with the mean reversion approach, Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements, New families of subordinators with explicit transition probability semigroup, On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications, Bayesian analysis of multivariate stable distributions using one-dimensional projections, Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion, Application of the fractional-stable distributions for approximation of the gene expression profiles, On temporally completely monotone functions for Markov processes, Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks, Invariance principles for Galton-Watson trees conditioned on the number of leaves, From Sturm-Liouville problems to fractional and anomalous diffusions, Spectrum of non-Hermitian heavy tailed random matrices, On the fractional counterpart of the higher-order equations, Modeling chinese stock returns with stable distribution, Master equations for subordinated processes, A class of discrete distributions induced by stable laws, Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation, Average sample number function for Pareto heavy tailed distributions, Recurrence and transience criteria for two cases of stable-like Markov chains, Supersymmetric quantum mechanics with Lévy disorder in one dimension, Adaptive estimation of and oracle inequalities for probability densities and characteristic functions, Sharp heat kernel estimates for relativistic stable processes in open sets, Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows, Sharper estimates on the eigenvalues of Dirichlet fractional Laplacian, Applications of inverse tempered stable subordinators, Unimodality of Boolean and monotone stable distributions, Precise tabulation of the maximally-skewed stable distributions and densities, The stochastic nature of complexity evolution in the fractional systems, Modeling of financial processes with a space-time fractional diffusion equation of varying order, On fractal nature of groundwater level fluctuations due to rainfall process, Heavy-tailedness and threshold sex determination, Simulation of the continuous time random walk of the space-fractional diffusion equations, Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations, Calibrated FFT-based density approximations for \(\alpha\)-stable distributions, A note on the asymptotic distribution of the \(F\)-statistic for random variables with infinite variance, Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations, One-step R-estimation in linear models with stable errors, Model identification for infinite variance autoregressive processes, How random is a random vector?, A heavy-tailed empirical Bayes method for replicated microarray data, Self-similar solutions in one-dimensional kinetic models: a probabilistic view, On simulation of tempered stable random variates, Total positivity in stable semigroups, A geometric theory for Lévy distributions, The impact of hierarchically constrained dynamics with a finite mean of cluster sizes on relaxation properties, Limit theorems for power variations of pure-jump processes with application to activity estima\-tion, Estimates of tempered stable densities, On two approaches to approximation of multidimensional stable laws, Bessel processes and hyperbolic Brownian motions stopped at different random times, A GARCH option pricing model with \(\alpha\)-stable innovations, Successive normalization of rectangular arrays, Generalized Fokker-Planck equation: derivation and exact solutions, Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels, Structural properties of semilinear SPDEs driven by cylindrical stable processes, Central limit theorem for a class of one-dimensional kinetic equations, Ergodic properties of anomalous diffusion processes, Analytic expressions for predictive distributions in mixture autoregressive models, Parameter estimation for fractional Poisson processes, Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry, Volatility estimators for discretely sampled Lévy processes, Relaxation dynamics of the fastest channel in multichannel parallel relaxation mechanism, Portfolio diversification under local and moderate deviations from power laws, Efficient computations of \(\ell _1\) and \(\ell _{\infty }\) rearrangement distances, Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics, Fractional motions, A note on limiting distribution for jumps of Lévy insurance risk model, Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation, n\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\), On free regular and Bondesson convolution semigroups, The peeling process of infinite Boltzmann planar maps, On simulation and properties of the stable law, Atypical case of the dielectric relaxation responses and its fractional kinetic equation, Almost isometric operators: functional model, invariant subspaces, commutant, Option pricing beyond Black-Scholes based on double-fractional diffusion, Beyond lognormal inequality: the Lorenz flow structure, Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models, Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility, Estimation problems for distributions with heavy tails, Higher order PDEs and symmetric stable processes, Finite sample distributions of self-normalized sums, Stable windings at the origin, Uniform convergence of sums of order statistics to stable laws, On characterization of multivariate stable distributions via random linear statistics, Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise, The exactly resolved nonlattice model of random media based on Markov walks with a stable law for jumps, Efficient estimation of stable Lévy process with symmetric jumps, Mathematical modeling of the distribution of galaxies in the universe, Explicit analytical expressions for the densities of stable laws, The argmin process of random walks, Brownian motion and Lévy processes, Local limit theorems for sums of independent random vectors, Sample quantiles and additive statistics: Information, sufficiency, estimation, Gaussian measures on linear spaces, Infinite divisibility of random variables and their integer parts, A rate of convergence in the Poissonian representation of stable distributions, Locally most powerful two-sample rank tests for Lévy distributions, Recent results in applications and processing of \(\alpha\)-stable-distributed time series, Generalised fractional evolution equations of Caputo type, Likelihood-free Bayesian inference for \(\alpha\)-stable models, Banks' criterion and symmetric stable laws with index of stability between one-half and one, New properties and representations for members of the power-variance family. I, On the extreme flights of one-sided Lévy processes, A class of continuous kernels and Cauchy type heavy tail distributions, Local asymptotic normality for the scale parameter of stable processes., Asymptotic properties of stable densities and the asymmetric large deviation problems., Analytical properties of generalized Gaussian distributions, Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis., Poisson shot noise traffic model and approximation of significant functionals, On the behavior of Tukey's depth and median under symmetric stable distributions., Gradient and stability estimates of heat kernels for fractional powers of elliptic operator, On extremal indices greater than one for a scheme of series, Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process, The tempered discrete Linnik distribution, Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations, Decomposable branching processes with two types of particles, Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey, On densities of the product, quotient and power of independent subordinators, Anomalous diffusion with ballistic scaling: a new fractional derivative, Limit theorems for free Lévy processes, Extremes of totally skewed stable motion, Euclidean quotients of finite metric spaces, Generalized negative binomial distributions as mixed geometric laws and related limit theorems, A stable Langevin model with diffusive-reflective boundary conditions, Ruin probabilities and overshoots for general Lévy insurance risk processes, The Busemann-Petty problem for arbitrary measures, Space-time duality for semi-fractional diffusions, Hardy's inequality and Green function on metric measure spaces, Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model, Codifference as a practical tool to measure interdependence, Integral representations of one-dimensional projections for multivariate stable densities, Selection from a stable box, Stochastic classical solutions for space-time fractional evolution equations on a bounded domain, Some properties of extreme stable laws and related infinitely divisible random variables, Some explicit identities associated with positive self-similar Markov processes, Fractional diffusion equations and processes with randomly varying time, Logarithmic averages of stable random variables are asymptotically normal, Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation, Probabilistic study of the speed of approach to equilibrium for an inelastic Kac model, Monte Carlo EM estimation for multivariate stable distributions, A new approach to complex-valued fractional Brownian motion via rotating white noise, Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach, Intersection bodies in \(\mathbb{R}^4\), An application of the Fourier transform to sections of star bodies, The fractal nature of the asymptotic solution of an integral equation with stable (in Lévy's sense) kernel, The wrapped stable family of distributions as a flexible model for circular data, Multivariate stable densities as functions of one dimensional projections, On the rate of convergence of sums of extremes to a stable law, A low complexity robust detector in impulsive noise, On the equivalence of the parallel channel and the correlated cluster relaxation models, On exact simulation algorithms for some distributions related to Jacobi theta functions, Differentiable measures and the Malliavin calculus, On the existence of a nonzero mass density for a fractal set of independent pointlike masses with a power-type distribution, Asymptotic properties of conditional quantiles of the Cauchy distribution in Hilbert space, Simulation of random vectors from three-dimensional spherically symmetric stable distributions, Efficient posterior integration in stable paretian models, Local prelimit theorems and their applications to finance, A simple robust estimation method for the thickness of heavy tails, Exact solutions of the problem of a one-dimensional random walk of a particle with finite free-motion speed, Approximation of Lévy-Feller diffusion by random walk, Numerical Bayesian inference with arbitrary prior, Monte Carlo inference in econometric models with symmetric stable disturbances, Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law, Maximum likelihood estimation of stable Paretian models., Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence, Fractional moment estimation of Linnik and Mittag-Leffler parameters, Classification rules for stable distributions, Estimation of stable spectral measures, The distribution of test statistics for outlier detection in heavy-tailed samples, Moving-maximum models for extrema of time series, Geometric stable distributions in Banach spaces, Some probability densities and fundamental solutions of fractional evolution equations, A triptych of discrete distributions related to the stable law, Maximum likelihood estimators in regression models with infinite variance innovations, On the Power-Variance Family of Probability Distributions, Stable Random Variables with Complex Stability Index, II, ASYMPTOTIC EQUIVALENCE IN LEE'S MOMENT FORMULAS FOR THE IMPLIED VOLATILITY, ASSET PRICE MODELS WITHOUT MOMENT EXPLOSIONS, AND PITERBARG'S CONJECTURE, Estimating the Renewal Function When the Second Moment Is Infinite, Stable Random Variables with Complex Stability Index, I, First exit time of a Lévy flight from a bounded region in ℝ^N, Estimation of block sparsity in compressive sensing, Estimating the wrapped stable distribution via indirect inference, The ECF-WS estimator for univariate symmetric stable distributions with application in seismic trace signals, Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations, Estimation of Mittag-Leffler Parameters, MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION, First passage time moments of asymmetric Lévy flights, Random Measures and Applications, Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation, On the fractional Bessel operator, A Bayesian approach for estimating the parameters of an α-stable distribution, Modeling asset returns with alternative stable distributions^*, Stationarity and Ergodicity for an Affine Two-Factor Model, On the Laplace transform of the Fréchet distribution, A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven byα-stable white noise, Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator, Asymptotics of maximum likelihood estimation for stable law with continuous parameterization, Bayesian Inference Using Artificial Augmenting Regressions, Quantifying Statistical Interdependence by Message Passing on Graphs—Part I: One-Dimensional Point Processes, Lévy flights: Exact results and asymptotics beyond all orders, d -dimensional Lévy flights: Exact and asymptotic, INFINITE VARIANCE STABLE ARMA PROCESSES, Fractional dynamics of allometry, Statistical process control (SPC) for short production run with Cauchy distribution, a case study with corrected numbers approach, Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations, Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence, Some analytical results on bivariate stable distributions with an application in operational risk, Asymptotic properties of Brownian motion delayed by inverse subordinators, Indirect Estimation of α-Stable Distributions and Processes, Multifractal vector fields and stochastic Clifford algebra, Unnamed Item, A note on the Cauchy-type mixture distributions, In Memory of V. M. Zolotarev (02.27.1931--11.07.2019), A two-parameter extension of Urbanik’s product convolution semigroup, Calculation of multidimensional stable densities, Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise, Limit Distributions for Doubly Stochastically Rarefied Renewal Processes and Their Properties, Unnamed Item, Testing for persistence in stock returns with GARCH-stable shocks, Detection of changes in a random financial sequence with a stable distribution, Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws, On the nonlinear modeling of shot noise, Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations, FOURIER AND CAUCHY–STIELTJES TRANSFORMS OF POWER LAWS INCLUDING STABLE DISTRIBUTIONS, Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance, Computing the exponent of a Lebesgue space, Asymmetric Lévy flights in the presence of absorbing boundaries, Condensation for random variables conditioned by the value of their sum, Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection, Fractional Moments of Solutions to Stochastic Recurrence Equations, Estimating a Stability Parameter: Asymptotics and Simulations, Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling, ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS, Limit Theorems for a Generalized Feller Game, Path Properties of Subdiffusion—A Martingale Approach, The fractional Fick's law for non-local transport processes, Applications of a General Stable Law Regression Model, On the asymptotic behaviour of the integral \(\int_0^\infty e^{itx}\left(\frac{1}{x^\alpha}-\frac{1}{[x^\alpha+1}\right)dx (t\to 0)\) and rates of convergence to \(\alpha\)-stable limit laws], Conditioned stable Lévy processes and the Lamperti representation, Analytical solution of space-time fractional telegraph-type equations involving Hilfer and Hadamard derivatives, Thou Shalt not Diversify: Why ‘Two Of Every Sort’?, Classical scale mixtures of Boolean stable laws, Multiplicative strong unimodality for positive stable laws, Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives, The Self‐Similar and Multifractal Nature of a Network Traffic Model, Practical computing for finite moment log-stable distributions to model financial risk, Convergence results for compound Poisson distributions and applications to the standard Luria–Delbrück distribution, Homomorphisms relative to additive convolutions and max-convolutions: Free, boolean and classical cases, Lévy Processes with Two-Sided Reflection, Persistence Probabilities and Exponents, Small Deviation Probabilities for a Weighted Sum of Independent Positive Random Variables with Common Distribution Function That Can Decrease at Zero Fast Enough, Minimum-Distance Estimator for Stable Exponent, Density behaviour related to Lévy processes, Measure of location-based estimators in simple linear regression, Saddlepoint approximations for subordinator processes, Empirical cumulant function based parameter estimation in stable laws, Apparent multifractality of self-similar Lévy processes, Models of gradient type with sub-quadratic actions, On the future infimum of positive self-similar Markov processes, Limit theorems for additive functionals of continuous time random walks, Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise, ON THE UBIQUITY OF THE LÉVY INTEGRAL — ITS RELATIONSHIP WITH THE GENERALIZED EULER-JACOBI SERIES AND THEIR ASYMPTOTICS BEYOND ALL ORDERS, Some Utilizations of LambertWFunction in Distribution Theory, Positive stable densities and the bell-shape, Refined eigenvalue bounds on the Dirichlet fractional Laplacian, PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS, Conditional Limit Theorems for the Terms of a Random Walk Revisited, Asymptotic estimates of multi-dimensional stable densities and their applications, Nash type inequalities for fractional powers of non-negative self-adjoint operators, Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables, Risk processes perturbed by α-stable Lévy motion, DISTRIBUTION OF LINEAR FRACTAL INTERPOLATION FUNCTION FOR RANDOM DATASET WITH STABLE NOISE, First-passage properties of asymmetric Lévy flights, On tails of symmetric and totally asymmetric alpha-stable distributions, Subordination principle and approximation of fractional resolvents and applications to fractional evolution equations, On self-similar Bernstein functions and corresponding generalized fractional derivatives, Blow-up for a non-linear stable non-Gaussian process in fractional time, Particle filtering for Gumbel‐distributed daily maxima of methane and nitrous oxide, Confidence disc and square for the Cauchy distributions, Characterization-based approach for construction of goodness-of-fit test for Lévy distribution, Gevrey type regularity of the Riesz-Feller operator perturbed by gradient in \(L^p(\mathbb{R})\), On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \(\alpha\)-sun operator, Optimal Controls for Fractional Backward Nonlocal Evolution Systems, Propagation of input uncertainties in particle transport and the distribution of the sum of \(N\) independent stochastic variables a generalization of the Irwin-Hall distribution, On the discrete distribution generated by Levy probability, Analysis of fractional Cauchy problems with some probabilistic applications, The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1, Hierarchy of temporal responses of multivariate self-excited epidemic processes, Inheritance of strong mixing and weak dependence under renewal sampling, Asymptotic expansion of the nonlocal heat content, On the Convergence Rate in Precise Asymptotics, On the Number of Trees of a Given Size in a Galton--Watson Forest in the Critical Case, Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models, Decorated stable trees, Tail behavior of ACD models and consequences for likelihood-based estimation, Generalized unimodality and subordinators, with applications to stable laws and to the Mittag-Leffler function, Asymptotic stochastic dominance rules for sums of i.i.d. random variables, Multifractal processes: definition, properties and new examples, Harmonic statistics, Estimates of heat kernels of non-symmetric Lévy processes, Truncated realized covariance when prices have infinite variation jumps, Sub-exponential tail bounds for conditioned stable Bienaymé-Galton-Watson trees, Zooming in at the root of the stable tree, Optimal estimation of the supremum and occupation times of a self-similar Lévy process, Cramér's estimate for stable processes with power drift, The fixed points of the multivariate smoothing transform, Stable Lévy motion with inverse Gaussian subordinator, A functional LIL for \(d\)-dimensional stable processes; invariance for Lévy- and other weakly convergent processes, Randomness and fractional stable distributions, Universal Poisson-process limits for general random walks, Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes, The zeros of the partition function of the pinning model, Sensitivity of portfolio VaR and CVaR to portfolio return characteristics, New properties and representations for members of the power-variance family. II, Modeling and simulation studies for some truncated discrete distributions generated by stable densities, Periodic solutions and \(S\)-asymptotically periodic solutions to fractional evolution equations, Estimation of the characteristic exponent of stable laws, Asymptotic multivariate dominance: a financial application, A non-linear stable non-Gaussian process in fractional time, Mass-conserving tempered fractional diffusion in a bounded interval, Maximum likelihood estimation of asymmetric double type II Pareto distributions, Privacy protection with heavy-tailed noise for linear dynamical systems, Some properties of the free stable distributions, Inverse tempered stable subordinators and related processes with Mellin transform, Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution, On some characterizations of the Levy distribution, First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise, Nonparametric inference for discretely sampled Lévy processes, Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case, Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations, Recurrence and transience property for a class of Markov chains, On convergence of random walks generated by compound Cox processes to Lévy processes, A general correlation inequality and the almost sure local limit theorem for random sequences in the domain of attraction of a stable law, The influence of power law distributions on long-range trial dependency of response times, Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation, Kantorovich type topologies on spaces of measures and convergence of barycenters, Positivity of integrated random walks, Uniform convergence rates for the approximated halfspace and projection depth, Cauchy problem for fractional advection-diffusion-asymmetry equations, Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process, Random weighting estimation of stable exponent, Exact confidence sets and goodness-of-fit methods for stable distributions, On the properties of the coefficient of determination in regression models with infinite variance variables, On the robustness of location estimators in models of firm growth under heavy-tailedness, Estimating the parameters of an \({\alpha}\)-stable distribution using the existence of moments of order statistics, Continuous phase transitions for dynamical systems, Censored stable subordinators and fractional derivatives, Modelling tail risk with tempered stable distributions: an overview, Precise asymptotic approximations for kernels corresponding to Lévy processes, Heat kernel estimates for pseudodifferential operators, fractional Laplacians and Dirichlet-to-Neumann operators, Tail behavior of random products and stochastic exponentials, Mellin convolution for subordinated stable processes, A characterization for truncated Cauchy random variables with nonzero skewness parameter, On the first eigenfunction of the symmetric stable process in a bounded Lipschitz domain, Exponentially small expansions of the Wright function on the Stokes lines, Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions., On simulating truncated stable random variables, Lévy, Ornstein-Uhlenbeck, and subordination: spectral vs. jump description, On lower tail probabilities of positive random sums, A stochastic equation for the law of the random Dirichlet variance, Inversion of the space and time of stable Lévy processes, Notes on random walks in the Cauchy domain of attraction, On limit theory for functionals of stationary increments Lévy driven moving averages, Asymptotic distributions of continuous-time random walks: A probabilistic approach, Conformal accelerations method and efficient evaluation of stable distributions, Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses?, Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set, Large scale localization of a spatial version of Neveu's branching process, Modeling fat tails in stock returns: a multivariate stable-GARCH approach, Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups, Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises, Remarks on the stable \(S_{\alpha}(\beta, \gamma, \mu)\) distribution, Nonparametric estimation of the kernel function of symmetric stable moving average random functions, One-dimensional stable probability density functions for rational index \(0<\alpha \leqslant 2\), Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime, The value of power-related options under spectrally negative Lévy processes, Three classes of decomposable distributions, On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations, Levy distributed parameter control in differential evolution for numerical optimization, Scale mixtures of Fréchet distributions as asymptotic approximations of extreme precipitation, On a lower asymptotic bound of the overflow probability in a fluid queue with a heterogeneous fractional input, Series representation of the pricing formula for the European option driven by space-time fractional diffusion, Inverse stable prior for exponential models, Approximation to stable law by the Lindeberg principle, Stable distributions and Green's functions for fractional diffusions, The probabilistic point of view on the generalized fractional partial differential equations, Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise, On non-negative solutions to space-time partial differential equations of higher order, Asymptotic behaviour of the Urbanik semigroup, Quasi-independence of random variables and a property of the normal and gamma distributions, Anomalous pulsation, On the Calderón problem for nonlocal Schrödinger equations with homogeneous, directionally antilocal principal symbols, Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics, Scaling limits of random planar maps with a unique large face, The Bernstein technique for integro-differential equations, Transition densities of spectrally positive Lévy processes, Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters