scientific article; zbMATH DE number 6283558
From MaRDI portal
Publication:5409097
Cited in
(only showing first 100 items - show all)- Completely random signed measures
- Stochastic processes with orthogonal polynomial eigenfunctions
- Infinitely divisible OS-positive processes
- Non-local conservation law from stochastic particle systems
- Large-time asymptotics of a fractional drift-diffusion-Poisson system via the entropy method
- Ergodic properties of generalized Ornstein-Uhlenbeck processes
- Bottom crossing probability for symmetric jump processes
- Occupation times of general Lévy processes
- Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions
- Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields
- Gradient and stability estimates of heat kernels for fractional powers of elliptic operator
- On moments of integral exponential functionals of additive processes
- Continuity properties and the support of killed exponential functionals
- Uniform Hausdorff dimension result for the inverse images of stable Lévy processes
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
- Burkholder-Davis-Gundy inequalities in UMD Banach spaces
- On free generalized inverse Gaussian distributions
- The domain of definition of the Lévy white noise
- Recurrence of direct products of diffusion processes in random media having zero potentials
- Discretization of the Lamperti representation of a positive self-similar Markov process
- Uniform a priori estimates for solutions of higher critical order fractional equations
- Two hypotheses on the exponential class in the class of O-subexponential infinitely divisible distributions
- Nonparametric estimation of the kernel function of symmetric stable moving average random functions
- Space-time coupled evolution equations and their stochastic solutions
- Wavelet analysis of the Besov regularity of Lévy white noise
- On the law of killed exponential functionals
- A Liouville theorem for Lévy generators
- Compound Poisson point processes, concentration and oracle inequalities
- Extremal clustering under moderate long range dependence and moderately heavy tails
- On multivariate quasi-infinitely divisible distributions
- Freezing limits for beta-Cauchy ensembles
- Feller generators with measurable lower order terms
- Nonlocal complement value problem for a global in time parabolic equation
- Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
- Amalgamated free Lévy processes as limits of sample covariance matrices
- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
- Interior Schauder estimates for elliptic equations associated with Lévy operators
- The suprema of infinitely divisible processes
- On stable random variables with a complex stability index
- Structural properties of generalised Planck distributions
- Non-symmetric stable operators: regularity theory and integration by parts
- Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process
- Taylor's law for some infinitely divisible probability distributions from population models
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields
- Ventcel' boundary value problems for elliptic Waldenfels operators
- Exponential functionals of Markov additive processes
- Existence of densities for multi-type continuous-state branching processes with immigration
- Dirichlet forms and polymer models based on stable processes
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid
- -strong simulation of the convex minorants of stable processes and meanders
- Local characteristics and tangency of vector-valued martingales
- Uniform dimension results for the inverse images of symmetric Lévy processes
- On distributions of exponential functionals of the processes with independent increments
- Additive logistic processes in option pricing
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon
- Second order elliptic partial differential equations driven by Lévy white noise
- The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
- A Gaussian approximation theorem for Lévy processes
- A limit theorem of two-type Galton-Watson branching processes with immigration
- Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process
- On limit theory for functionals of stationary increments Lévy driven moving averages
- Dense blowup for parabolic SPDEs
- A two-scale scheme for finite horizon switching problems with delays
- Regular variation and free regular infinitely divisible laws
- Correction to ``Malliavin differentiability of indicator functions on canonical Lévy spaces
- Heat kernel of anisotropic nonlocal operators
- The \(n\)-term approximation of periodic generalized Lévy processes
- Gaussian and sparse processes are limits of generalized Poisson processes
- Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
- A general approach to approximation theory of operator semigroups
- On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence
- Compactness criteria for quasi-infinitely divisible distributions on the integers
- Hardy-Stein identity for non-symmetric Lévy processes and Fourier multipliers
- Global solutions to stochastic Volterra equations driven by Lévy noise
- On future drawdowns of Lévy processes
- First exit from an open set for a matrix-exponential Lévy process
- Boundary regularity for nonlocal operators with kernels of variable orders
- Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes
- Schauder estimates for equations associated with Lévy generators
- Lévy processes with finite variance conditioned to avoid an interval
- First exit times of SDEs driven by stable Lévy processes
- Notes on discrete compound Poisson model with applications to risk theory
- One-dimensional stable probability density functions for rational index \(0<\alpha \leqslant 2\)
- Continuous-state branching processes with competition: duality and reflection at infinity
- The asymptotics of the clustering transition for random constraint satisfaction problems
- Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators
- Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type
- Erratum to: ``Asymptotic behaviour of first passage time distributions for Lévy processes
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
- Upper functions for sample paths of Lévy(-type) processes
- Positive self-similar Markov processes obtained by resurrection
- Quasi-infinite divisibility and three-point probability laws
- On some distributional properties of subordinated Gaussian random fields
- Construction and simulation of generalized multivariate Hawkes processes
- Subexponential densities of compound Poisson sums and the supremum of a random walk
- A converse to the neo-classical inequality with an application to the Mittag-Leffler function
- MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022
- Wavelet statistics of sparse and self-similar images
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise
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 Q5409097)
