scientific article; zbMATH DE number 932659
From MaRDI portal
Publication:4894945
zbMATH Open0946.60028MaRDI QIDQ4894945FDOQ4894945
Authors: Aleksander Janicki, Aleksander Weron 
Publication date: 8 October 1996
Title of this publication is not available (Why is that?)
Recommendations
- scientific article; zbMATH DE number 897221
- Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion
- scientific article; zbMATH DE number 431863
- Can one see \(\alpha\)-stable variables and processes?
- Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables
Infinitely divisible distributions; stable distributions (60E07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sample path properties (60G17) Stochastic integrals (60H05)
Cited In (55)
- Goodness-of-fit test for stochastic processes using even empirical moments statistic
- Lévy noise influences basin stability in a delayed vegetation-water dynamical system
- Trajectory fitting estimation for a class of SDEs with small Lévy noises
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions
- Simulation of infinitely divisible random fields
- Asymptotic equivalence in Lee's moment formulas for the implied volatility, asset price models without moment explosions, and Piterbarg's conjecture
- Estimation of Additive Error in Mixed Spectra for Stable Processes
- Sample paths of \(\alpha\)-chaos
- A Lévy HJM multiple-curve model with application to CVA computation
- Residual aperiodic stochastic resonance in Lévy noise
- Subdiffusion in the presence of reactive boundaries: a generalized Feynman-Kac approach
- On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise
- SIR model of epidemic spread with accumulated exposure
- Drift perturbation of subordinate Brownian motions with Gaussian component
- Heat kernel estimates for the Dirichlet fractional Laplacian
- A relationship between asymmetric Lévy-stable distributions and the dielectric susceptibility
- Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data
- Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes
- Multiscale conservation laws driven by Lévy stable and Linnik diffusions: asymptotics, shock creation, preservation and dissolution
- Student's \(t\) vector random fields with power-law and log-law decaying direct and cross covariances
- Decomposition of stationary \(\alpha\)-stable random fields.
- Germ fields for harmonizable symmetric stable processes with rational spectral densities
- Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients
- Ornstein-Uhlenbeck-Cauchy process.
- On simulating truncated stable random variables
- Can one see \(\alpha\)-stable variables and processes?
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
- A GARCH option pricing model with \(\alpha\)-stable innovations
- Bayesian stable mixture model of state densities of generalized Chua's circuit
- Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach
- Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables
- Study of on-line measurement of traffic self-similarity
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
- Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion
- A tail estimator for the index of the stable paretian distribution∗
- Asymptotic properties of Brownian motion delayed by inverse subordinators
- Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions
- Convergence in various topologies for stochastic integrals driven by semimartingales
- Title not available (Why is that?)
- Extracting governing laws from sample path data of non-Gaussian stochastic dynamical systems
- Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions
- On symmetric stable-type processes with degenerate/singular Lévy densities
- The Lévy noise-induced current reversal phenomenon for self-propelled particles in a two-dimensional potential
- \(\alpha\)-Chaos
- Noise-induced transition in an underdamped asymmetric bistable system driven by Lévy noise
- Simulation of a local time fractional stable motion
- Solving multidimensional fractional Fokker-Planck equations via unbiased density formulas for anomalous diffusion processes
- The synchronization of coupled stochastic systems driven by symmetric \(\alpha\)-stable process and Brownian motion
- Maximum likelihood estimation for symmetric \(\alpha\)-stable Ornstein-Uhlenbeck processes
- A characterization theorem for stable random measures
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes
- The Stochastic$\alpha$ Method: A Numerical Method for Simulation of Noisy Second Order Dynamical Systems
- Lévy noise induced transitions and enhanced stability in a birhythmic Van der Pol system
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4894945)
