scientific article; zbMATH DE number 6283558

zbMATH Open1287.60003MaRDI QIDQ5409097FDOQ5409097

Publication date: 14 April 2014

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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)

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
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
Gaussian and sparse processes are limits of generalized Poisson processes
Characterizations of discrete compound Poisson distributions
On moments of downward passage times for spectrally negative Lévy processes
Nonparametric estimation of the kernel function of symmetric stable moving average random functions
Space-time coupled evolution equations and their stochastic solutions
Probability of total domination for transient reflecting processes in a quadrant
Fine asymptotics for models with Gamma type moments
One-dimensional stable probability density functions for rational index \(0<\alpha \leqslant 2\)
Ventcel' boundary value problems for elliptic Waldenfels operators
Towards a classification of multi-faced independence: a representation-theoretic approach
A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices
\(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders
Bochner's subordination and fractional caloric smoothing in Besov and Triebel–Lizorkin spaces
Compactness criteria for quasi-infinitely divisible distributions on the integers
Compound Poisson point processes, concentration and oracle inequalities
Notes on discrete compound Poisson model with applications to risk theory
Schauder theorems for a class of (pseudo‐)differential operators on finite‐ and infinite‐dimensional state spaces
Bottom crossing probability for symmetric jump processes
Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions
Existence of densities for multi-type continuous-state branching processes with immigration
Infinitely divisible OS-positive processes
Extremal clustering under moderate long range dependence and moderately heavy tails
On Exponential Functionals of Processes with Independent Increments
A limit theorem of two-type Galton-Watson branching processes with immigration
On limit theory for functionals of stationary increments Lévy driven moving averages
Amalgamated free Lévy processes as limits of sample covariance matrices
Burkholder-Davis-Gundy inequalities in UMD Banach spaces
Global solutions to stochastic Volterra equations driven by Lévy noise
A Liouville theorem for the higher-order fractional Laplacian
Inheritance of strong mixing and weak dependence under renewal sampling
Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators
Dense blowup for parabolic SPDEs
Freezing limits for beta-Cauchy ensembles
Feller generators with measurable lower order terms
Continuity properties and the support of killed exponential functionals
Homogenization of Lévy-type Operators with Oscillating Coefficients
Nonlocal complement value problem for a global in time parabolic equation
On the law of killed exponential functionals
Uniform Hausdorff dimension result for the inverse images of stable Lévy processes
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

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