Pages that link to "Item:Q3528725"
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The following pages link to Time Change, Volatility, and Turbulence (Q3528725):
Displaying 18 items.
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Self-similarity and Lamperti convergence for families of stochastic processes (Q392772) (← links)
- Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise (Q501514) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
- On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- Hybrid simulation scheme for volatility modulated moving average fields (Q1997699) (← links)
- A weak solution theory for stochastic Volterra equations of convolution type (Q2075334) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- Extreme value analysis of multivariate high-frequency wind speed data (Q2320812) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Ambit Fields: Survey and New Challenges (Q5038271) (← links)
- On operator fractional Lévy motion: integral representations and time-reversibility (Q5084793) (← links)
- On fully nonlinear parabolic mean field games with nonlocal and local diffusions (Q6612257) (← links)
