Pages that link to "Item:Q4435706"

The following pages link to Infinitely Divisible Laws Associated with Hyperbolic Functions (Q4435706):

Displaying 45 items.

• Slash distributions of the sum of independent logistic random variables (Q273707) (← links)
• Reviewing alternative characterizations of Meixner process (Q431510) (← links)
• Gamma expansion of the Heston stochastic volatility model (Q483714) (← links)
• Thorin classes of Lévy processes and their transforms (Q616540) (← links)
• The mean first rotation time of a planar polymer (Q635780) (← links)
• On distributional properties of perpetuities (Q842395) (← links)
• The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation (Q985349) (← links)
• Lamperti-type laws (Q990380) (← links)
• Hyperbolic measures, moments and coefficients. Algebra on hyperbolic functions (Q999837) (← links)
• Large deviations for statistics of the Jacobi process (Q1004404) (← links)
• On exact simulation algorithms for some distributions related to Jacobi theta functions (Q1036738) (← links)
• Size bias for one and all (Q1755506) (← links)
• On a Pitman-Yor problem (Q1770064) (← links)
• On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
• Formulas of absolute moments (Q2023852) (← links)
• Implied price processes anchored in statistical realizations (Q2085829) (← links)
• High dimensional Markovian trading of a single stock (Q2085831) (← links)
• Additive logistic processes in option pricing (Q2238772) (← links)
• Hyperbolic cosine ratio and hyperbolic sine ratio random fields (Q2244534) (← links)
• Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations (Q2274975) (← links)
• A geometric interpretation of the transition density of a symmetric Lévy process (Q2392936) (← links)
• Modified Nörlund polynomials (Q2397070) (← links)
• Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities (Q2428531) (← links)
• Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion (Q2435231) (← links)
• Elementary fixed points of the BRW smoothing transforms with infinite number of summands (Q2485797) (← links)
• Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
• The Kolmogorov Operator and Classical Mechanics (Q2798592) (← links)
• Intrinsic volumes of Sobolev balls with applications to Brownian convex hulls (Q2822723) (← links)
• THE DOTHAN PRICING MODEL REVISITED (Q3084606) (← links)
• SELF-DECOMPOSABILITY AND OPTION PRICING (Q3446058) (← links)
• On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes (Q3653081) (← links)
• On Adjoint Additive Processes (Q4999833) (← links)
• (Q4999841) (← links)
• On the Semi-Mittag-Leffler Distributions (Q5043617) (← links)
• OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
• Power-law Lévy processes, power-law vector random fields, and some extensions (Q5060372) (← links)
• Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP) (Q5092651) (← links)
• MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)
• Filtering Response Directions (Q5162853) (← links)
• Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021) (← links)
• Some definite integrals arising from selfdecomposable characteristic functions (Q6054050) (← links)
• Exposure valuations and their capital requirements (Q6078123) (← links)
• Discrete Whittaker processes (Q6086821) (← links)
• Fock space associated with quadrabasic Hermite orthogonal polynomials (Q6102356) (← links)
• Financial activity time (Q6147107) (← links)