Pages that link to "Item:Q452033"
From MaRDI portal
The following pages link to Geometric Brownian motion with tempered stable waiting times (Q452033):
Displayed 11 items.
- Geometric Brownian motion with tempered stable waiting times (Q452033) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- Tempered stable Lévy motion driven by stable subordinator (Q1673024) (← links)
- Modeling anomalous diffusion by a subordinated integrated Brownian motion (Q1798476) (← links)
- Trade duration risk in subdiffusive financial models (Q2137643) (← links)
- Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- Large deviations for a class of tempered subordinators and their inverse processes (Q3383678) (← links)
- Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator (Q5024938) (← links)