Pages that link to "Item:Q1596083"
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The following pages link to Can one see \(\alpha\)-stable variables and processes? (Q1596083):
Displayed 32 items.
- Langevin picture of Lévy walks and their extensions (Q425196) (← 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)
- 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)
- 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)
- Boundary Harnack principle for $Δ+ Δ^{𝛼/2}$ (Q2841349) (← links)
- Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients (Q5454669) (← links)
- Rank tests of unit root hypothesis with infinite variance errors (Q5944500) (← links)