Pages that link to "Item:Q1766032"

The following pages link to Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032):

Displaying 21 items.

• Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
• Escape rates for multidimensional shift self-similar additive sequences (Q325903) (← links)
• An integral representation of dilatively stable processes with independent increments (Q347477) (← links)
• Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
• Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets (Q607068) (← links)
• Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) (← links)
• Mehler semigroups, Ornstein-Uhlenbeck processes and background driving Lévy processes on locally compact groups and on hypergroups (Q766198) (← links)
• Infinite divisibility for stochastic processes and time change (Q867076) (← links)
• A new factorization property of the selfdecomposable probability measures. (Q1879827) (← links)
• Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order (Q1945283) (← links)
• Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences (Q2101467) (← links)
• Parameter estimation of selfsimilarity exponents (Q2482610) (← links)
• Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions. (Q2485446) (← links)
• Random integral representation of operator-semi-self-similar processes with independent incre\-ments. (Q2574630) (← links)
• Classes of Infinitely Divisible Distributions and Examples (Q2807247) (← links)
• Fractional Integrals and Extensions of Selfdecomposability (Q3079737) (← links)
• SELF-DECOMPOSABILITY AND OPTION PRICING (Q3446058) (← links)
• OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
• Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables (Q5074424) (← links)
• Additive Processes with Bilateral Gamma Marginals (Q5149265) (← links)
• Selfsimilar free additive processes and freely selfdecomposable distributions (Q6111886) (← links)