scientific article; zbMATH DE number 6283558
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Publication:5409097
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- Self-similar solution for Hardy operator
- Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
- Log-unimodality for free positive multiplicative Brownian motion
- A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes
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- On a Cameron-Martin type quasi-invariance theorem and applications to subordinate Brownian motion
- Gradient and stability estimates of heat kernels for fractional powers of elliptic operator
- A remake of Bourgain-Brezis-Mironescu characterization of Sobolev spaces
- The suprema of infinitely divisible processes
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- On distributions of exponential functionals of the processes with independent increments
- Some large deviations principles for time-changed Gaussian processes
- Subexponential densities of infinitely divisible distributions on the half-line
- The log-Lévy moment problem via Berg-Urbanik semigroups
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- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
- A criterion and a Cramér-Wold device for quasi-infinite divisibility for discrete multivariate probability laws
- Optimal regularity of SPDEs with additive noise
- Upper functions for sample paths of Lévy(-type) processes
- Stationary solutions of damped stochastic 2-dimensional Euler's equation
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise
- Second order elliptic partial differential equations driven by Lévy white noise
- Heat kernel of anisotropic nonlocal operators
- The Liouville theorem for a class of Fourier multipliers and its connection to coupling
- Lévy processes with finite variance conditioned to avoid an interval
- A structural heath-Jarrow-Morton framework for consistent intraday spot and futures electricity prices
- Speed of extinction for continuous state branching processes in subcritical Lévy environments: the strongly and intermediate regimes
- Wasserstein distance on solutions to stochastic differential equations with jumps
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- A general approach to approximation theory of operator semigroups
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- Singular integrals of subordinators with applications to structural properties of SPDEs
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- Ergodic properties of generalized Ornstein-Uhlenbeck processes
- Prediction in a mixed Poisson cluster model
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process
- Multidimensional Lévy white noise in weighted Besov spaces
- Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients
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- General path integrals and stable SDEs
- scientific article; zbMATH DE number 7639712 (Why is no real title available?)
- The domain of definition of the Lévy white noise
- The \(n\)-term approximation of periodic generalized Lévy processes
- Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
- On some distributional properties of subordinated Gaussian random fields
- Decision principles derived from risk measures
- Continuous-time locally stationary time series models
- On stable random variables with a complex stability index
- Regularity of transition densities and ergodicity for affine jump‐diffusions
- Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes
- Geometric ergodicity of the multivariate COGARCH(1,1) process
- Blow-up and stability of semilinear PDEs with gamma generators
- Convolution inequalities for Besov and Triebel-Lizorkin spaces, and applications to convolution semigroups
- A converse to the neo-classical inequality with an application to the Mittag-Leffler function
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- Structural properties of generalised Planck distributions
- Additive logistic processes in option pricing
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon
- On Convergence to the Exponential Utility Problem with Jumps
- Exponential functionals of Markov additive processes
- Construction and simulation of generalized multivariate Hawkes processes
- Erratum to: ``Asymptotic behaviour of first passage time distributions for Lévy processes
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- Continuous-state branching processes with competition: duality and reflection at infinity
- A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations
- An extension of the Liouville theorem for Fourier multipliers to sub-exponentially growing solutions
- Wavelet analysis of the Besov regularity of Lévy white noise
- Random matrix models for datasets with fixed time horizons
- Moments and ergodicity of the jump-diffusion CIR process
- The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
- Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities
- Large time unimodality for classical and free Brownian motions with initial distributions
- Quasi-infinite divisibility of a class of distributions with discrete part
- Exit Problems as the Generalized Solutions of Dirichlet Problems
- Geometrically convergent simulation of the extrema of Lévy processes
- Stochastic processes with orthogonal polynomial eigenfunctions
- Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process
- Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise
- Drift burst test statistic in the presence of infinite variation jumps
- Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes
- On q-scale functions of spectrally negative Lévy processes
- On the range of exponential functionals of Lévy processes
- A Liouville theorem for Lévy generators
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