scientific article; zbMATH DE number 6302927

zbMATH Open1305.60072MaRDI QIDQ5419902FDOQ5419902

Authors: F. Avram, Nikolai N. Leonenko, N. Šuvak 

Publication date: 11 June 2014

scientific article; zbMATH DE number Title of this publication is (Why is no real title available?)

Recommendations

• On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions
• Diffusion approximation for Fokker Planck with heavy tail equilibria: a spectral method in dimension 1
• Heavy-tailed fractional Pearson diffusions
• Spectral analysis of a family of symmetric, scale-invariant diffusions with singular coefficients and associated limit theorems
• Spectral analysis of diffusions with jump boundary
• Spectral asymptotics of some functionals arising in statistical inference for SPDEs
• scientific article; zbMATH DE number 3047100
• Spectral analysis of discrete metastable diffusions
• Differentiability of spectral functions for nearly stable processes and large deviations

zbMATH Keywords

diffusion processinfinitesimal generatortransition densitySturm-Liouville equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Other special orthogonal polynomials and functions (33C47)

Cited In (2)

• Heavy-tailed fractional Pearson diffusions
• On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions

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 Q5419902)