Pages that link to "Item:Q1596083"

The following pages link to Can one see \(\alpha\)-stable variables and processes? (Q1596083):

Displaying 47 items.

• Langevin picture of Lévy walks and their extensions (Q425196) (← links)
• Densities of scaling limits of coupled continuous time random walks (Q501526) (← links)
• Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise (Q508838) (← links)
• Estimating the codifference function of linear time series models with infinite variance (Q537535) (← links)
• First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise (Q609627) (← links)
• Option pricing in subdiffusive Bachelier model (Q650194) (← links)
• Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
• Stochastic flow cascades (Q664572) (← links)
• Precise tabulation of the maximally-skewed stable distributions and densities (Q673281) (← links)
• Black-Scholes formula in subdiffusive regime (Q841145) (← links)
• Wavelet-based estimation for univariate stable laws (Q870496) (← links)
• Weighted Poincaré inequality and heat kernel estimates for finite range jump processes (Q957873) (← links)
• Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
• Epidemics with short and long-range interactions: role of vector dispersal patterns (Q978947) (← links)
• Stochastic models for risk estimation in volatile markets: a survey (Q993727) (← links)
• Symmetric jump processes and their heat kernel estimates (Q1042974) (← links)
• Hausdorff dimension of regular points in stochastic Burgers flows with Lévy \(\alpha\)-stable initial data (Q1285202) (← links)
• Simulation of random vectors from three-dimensional spherically symmetric stable distributions (Q1291199) (← links)
• A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
• Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
• Drift transforms and Green function estimates for discontinuous processes (Q1405094) (← links)
• Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
• Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
• A characterization of mixing processes of type G (Q1908202) (← links)
• Fractional Fokker-Planck equation with space and time dependent drift and diffusion (Q1938842) (← links)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
• Beyond the universal Dyson singularity for 1-D chains with hopping disorder (Q2063568) (← links)
• On the Calderón problem for nonlocal Schrödinger equations with homogeneous, directionally antilocal principal symbols (Q2109351) (← links)
• Fractional Lévy stable motion: finite difference iterative forecasting model (Q2120387) (← links)
• Stable Lévy motion with inverse Gaussian subordinator (Q2147665) (← links)
• Mellin convolution for subordinated stable processes (Q2255662) (← links)
• The estimates of the mean first exit time from a ball for the \(\alpha \)-stable Ornstein-Uhlenbeck processes (Q2381973) (← links)
• Langevin picture of subdiffusion with infinitely divisible waiting times (Q2390967) (← links)
• On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes (Q2471029) (← links)
• On using random walks to solve the space-fractional advection-dispersion equations (Q2494506) (← links)
• Relaxation functions in dipolar materials (Q2500003) (← links)
• Asymptotic distributions of continuous-time random walks: A probabilistic approach (Q2500103) (← links)
• A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
• Boundary Harnack principle for $Δ+ Δ^{𝛼/2}$ (Q2841349) (← links)
• To hit or to pass it over—remarkable transient behavior of first arrivals and passages for Lévy flights in finite domains (Q2960261) (← links)
• Resonant activation in 2D and 3D systems driven by multi-variate Lévy noise (Q3302051) (← links)
• Classification of stochastic processes by convolutional neural networks (Q5053937) (← links)
• Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement (Q5054705) (← links)
• Deterministic force-free resonant activation (Q5857510) (← links)
• Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions (Q6055561) (← links)
• A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas (Q6160858) (← links)
• Fractional kinetic model for granular compaction (Q6176708) (← links)