scientific article; zbMATH DE number 6283558
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Publication:5409097
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- Infinitely divisible OS-positive processes
- Ergodic properties of generalized Ornstein-Uhlenbeck processes
- Amalgamated free Lévy processes as limits of sample covariance matrices
- \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders
- Fine asymptotics for models with Gamma type moments
- Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear Lévy(-type) processes
- Notes on discrete compound Poisson model with applications to risk theory
- Nonparametric estimation of the kernel function of symmetric stable moving average random functions
- Space-time coupled evolution equations and their stochastic solutions
- Compactness criteria for quasi-infinitely divisible distributions on the integers
- Dense blowup for parabolic SPDEs
- Ventcel' boundary value problems for elliptic Waldenfels operators
- One-dimensional stable probability density functions for rational index \(0<\alpha \leqslant 2\)
- Freezing limits for beta-Cauchy ensembles
- Probability of total domination for transient reflecting processes in a quadrant
- Feller generators with measurable lower order terms
- Bottom crossing probability for symmetric jump processes
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
- The domain of definition of the Lévy white noise
- Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields
- Burkholder-Davis-Gundy inequalities in UMD Banach spaces
- 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
- Gradient and stability estimates of heat kernels for fractional powers of elliptic operator
- The \(n\)-term approximation of periodic generalized Lévy processes
- Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
- Uniform Hausdorff dimension result for the inverse images of stable Lévy processes
- Large time unimodality for classical and free Brownian motions with initial distributions
- The suprema of infinitely divisible processes
- Regularity of transition densities and ergodicity for affine jump‐diffusions
- Continuity properties and the support of killed exponential functionals
- Towards a classification of multi-faced independence: a representation-theoretic approach
- Monotone increment processes, classical Markov processes, and Loewner chains
- Non-local conservation law from stochastic particle systems
- Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions
- Non-symmetric stable operators: regularity theory and integration by parts
- Schauder theorems for a class of (pseudo-)differential operators on finite- and infinite-dimensional state spaces
- On the range of exponential functionals of Lévy processes
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- Geometric ergodicity of the multivariate COGARCH(1,1) process
- Characterizations of discrete compound Poisson distributions
- Homogenization of Lévy-type Operators with Oscillating Coefficients
- A Liouville theorem for the higher-order fractional Laplacian
- On Exponential Functionals of Processes with Independent Increments
- A limit theorem of two-type Galton-Watson branching processes with immigration
- Inheritance of strong mixing and weak dependence under renewal sampling
- Bochner's subordination and fractional caloric smoothing in Besov and Triebel–Lizorkin spaces
- Extremal clustering under moderate long range dependence and moderately heavy tails
- Compound Poisson point processes, concentration and oracle inequalities
- Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
- On moments of downward passage times for spectrally negative Lévy processes
- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
- Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes
- Gaussian and sparse processes are limits of generalized Poisson processes
- Prediction in a mixed Poisson cluster model
- On limit theory for functionals of stationary increments Lévy driven moving averages
- Existence of densities for multi-type continuous-state branching processes with immigration
- A structural heath-Jarrow-Morton framework for consistent intraday spot and futures electricity prices
- Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators
- Nonlocal complement value problem for a global in time parabolic equation
- Decision principles derived from risk measures
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- On joint weak convergence of partial sum and maxima processes
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- The asymptotics of the clustering transition for random constraint satisfaction problems
- Some large deviations principles for time-changed Gaussian processes
- Subexponential densities of infinitely divisible distributions on the half-line
- Wavelet statistics of sparse and self-similar images
- Dirichlet problems with discontinuous coefficients and Feller semigroups
- Variational solutions to nonlocal problems
- Fractal dimensions of the Rosenblatt process
- On solutions to backward stochastic partial differential equations for Lévy processes
- On the Hougaard subordinated Gaussian Lévy processes
- On Convergence to the Exponential Utility Problem with Jumps
- From boundary crossing of non-random functions to boundary crossing of stochastic processes
- Blow-up and stability of semilinear PDEs with gamma generators
- BSDEs, càdlàg martingale problems, and orthogonalization under basis risk
- A Liouville theorem for Lévy generators
- Lévy processes and stochastic integrals in the sense of generalized convolutions
- Schauder estimates for equations associated with Lévy generators
- scientific article; zbMATH DE number 6703664 (Why is no real title available?)
- On the distribution of sample mean in finite populations. I
- A general framework for simulation of fractional fields
- Quasi-invariance properties of a class of subordinators
- Large-time asymptotics of a fractional drift-diffusion-Poisson system via the entropy method
- Occupation times of general Lévy processes
- Stochastic processes with orthogonal polynomial eigenfunctions
- Lévy processes with finite variance conditioned to avoid an interval
- General Law of iterated logarithm for Markov processes: Liminf laws
- A note on the suboptimality of path-dependent pay-offs in Lévy markets
- First exit times of SDEs driven by stable Lévy processes
- On free generalized inverse Gaussian distributions
- Modelling Lévy space‐time white noises
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