scientific article; zbMATH DE number 6283558

zbMATH Open1287.60003MaRDI QIDQ5409097FDOQ5409097

Publication date: 14 April 2014

Title of this publication is not available (Why is that?)

Processes with independent increments; Lévy processes (60G51) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Self-similar stochastic processes (60G18)

Cited In (only showing first 100 items - show all)

On free generalized inverse Gaussian distributions
A Gaussian approximation theorem for Lévy processes
A remake of Bourgain-Brezis-Mironescu characterization of Sobolev spaces
Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid
On joint weak convergence of partial sum and maxima processes
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
Occupation times of general Lévy processes
Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise
Heat kernel of anisotropic nonlocal operators
Stationary solutions of damped stochastic 2-dimensional Euler's equation
Lévy processes with finite variance conditioned to avoid an interval
On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence
Discretization of the Lamperti representation of a positive self-similar Markov process
Risk Theory with Affine Dividend Payment Strategies
Convex minorants and the fluctuation theory of L\'evy processes
A note on the suboptimality of path-dependent pay-offs in Lévy markets
Multidimensional Lévy white noise in weighted Besov spaces
Continuous-time locally stationary time series models
On some distributional properties of subordinated Gaussian random fields
Decision principles derived from risk measures
On Convergence to the Exponential Utility Problem with Jumps
BSDEs, càdlàg martingale problems, and orthogonalization under basis risk
Blow-up and stability of semilinear PDEs with gamma generators
Asymptotics of non-local perimeters
Random matrix models for datasets with fixed time horizons
Erratum to: ``Asymptotic behaviour of first passage time distributions for Lévy processes
A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations
Stochastic processes with orthogonal polynomial eigenfunctions
Finitely polynomially determined Lévy processes
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
On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion
A Liouville theorem for Lévy generators
Schauder estimates for equations associated with Lévy generators
Branching-stable point measures and processes
Recurrence of direct products of diffusion processes in random media having zero potentials
Lévy Processes, Generalized Moments and Uniform Integrability
On solutions to backward stochastic partial differential equations for Lévy processes
Asymptotic shape of the concave majorant of a Lévy process
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation
On multivariate quasi-infinitely divisible distributions
First exit times of SDEs driven by stable Lévy processes
On moments of integral exponential functionals of additive processes
FROM BOUNDARY CROSSING OF NON-RANDOM FUNCTIONS TO BOUNDARY CROSSING OF STOCHASTIC PROCESSES
Title not available (Why is that?)
The asymptotics of the clustering transition for random constraint satisfaction problems
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
On recurrence and transience of some Lévy-type processes in ℝ
Hardy-Stein identity for non-symmetric Lévy processes and Fourier multipliers
Dirichlet problems with discontinuous coefficients and Feller semigroups
Variational solutions to nonlocal problems
Modelling Lévy space‐time white noises
On quasi-infinitely divisible distributions
Wavelet statistics of sparse and self-similar images
Completely random signed measures
Subordinated Gaussian random fields in elliptic partial differential equations
Title not available (Why is that?)
Quasi-invariance properties of a class of subordinators
Well-posedness for the Keller-Segel equation with fractional Laplacian and the theory of propagation of chaos
The Tracy-Widom distribution is not infinitely divisible
The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
On scaling limits of multitype Galton-Watson trees with possibly infinite variance
Fractal dimensions of the Rosenblatt process
General Law of iterated logarithm for Markov processes: Liminf laws
On the Besov regularity of periodic Lévy noises
On the Hougaard subordinated Gaussian Lévy processes
Lévy processes and stochastic integrals in the sense of generalized convolutions
On the distribution of sample mean in finite populations. I
A general framework for simulation of fractional fields
Large-time asymptotics of a fractional drift-diffusion-Poisson system via the entropy method
Finite variation of fractional Lévy processes
On future drawdowns of Lévy processes
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
On the Range of Exponential Functionals of Lévy Processes
Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields
Gradient and stability estimates of heat kernels for fractional powers of elliptic operator
The suprema of infinitely divisible processes
Non-symmetric stable operators: regularity theory and integration by parts
Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
Monotone increment processes, classical Markov processes, and Loewner chains
Subexponential densities of compound Poisson sums and the supremum of a random walk
A general approach to approximation theory of operator semigroups
Non-local conservation law from stochastic particle systems
Prediction in a mixed Poisson cluster model
Ergodic properties of generalized Ornstein-Uhlenbeck processes
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
Regularity of transition densities and ergodicity for affine jump‐diffusions
Geometric ergodicity of the multivariate COGARCH(1,1) process
Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes
A converse to the neo-classical inequality with an application to the Mittag-Leffler function
Exponential functionals of Markov additive processes
Wavelet analysis of the Besov regularity of Lévy white noise
Large time unimodality for classical and free Brownian motions with initial distributions
Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes

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)