Pages that link to "Item:Q4821951"
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The following pages link to Lévy Processes and Stochastic Calculus (Q4821951):
Displayed 50 items.
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- Numerical computation of first-passage times of increasing Lévy processes (Q607622) (← links)
- First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise (Q609627) (← links)
- Random fractals determined by Lévy processes (Q616257) (← links)
- Path integral over reparametrizations: Lévy flights versus random walks (Q622737) (← links)
- Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
- Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction (Q627246) (← links)
- An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
- Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises (Q708497) (← links)
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- A stochastic differential equation model with jumps for fractional advection and dispersion (Q841148) (← links)
- Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise (Q849293) (← links)
- The scaling limit behaviour of periodic stable-like processes (Q850762) (← links)
- Delay differential equations driven by Lévy processes: stationarity and Feller properties (Q855685) (← links)
- On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space (Q867116) (← links)
- Canonical Lévy process and Malliavin calculus (Q867845) (← links)
- Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
- Multivariate CARMA processes (Q873609) (← links)
- Nonlinear Markov semigroups and interacting Lévy type processes (Q878366) (← links)
- Closure of the set of diffusion functionals -- the one-dimensional case (Q930376) (← links)
- Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- SLE and \(\alpha \)-SLE driven by Lévy processes (Q941295) (← links)
- The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes (Q941423) (← links)
- One-dimensional space-discrete transport subject to Lévy perturbations (Q960174) (← links)
- Time irregularity of generalized Ornstein-Uhlenbeck processes (Q960992) (← links)
- Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes (Q962030) (← links)
- Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises (Q965868) (← links)
- Symmetrization of Lévy processes and applications (Q973949) (← links)
- Hyperfinite stochastic integration for Lévy processes with finite-variation jump part (Q977450) (← links)
- Regularity of semigroups generated by Lévy type operators via coupling (Q988677) (← links)
- On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures (Q988681) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- Nonlinear stochastic integrals for hyperfinite Lévy processes (Q1000867) (← links)
- The Feynman graph representation of convolution semigroups and its applications to Lévy statistics (Q1002556) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
- A stochastic heat equation with the distributions of Lévy processes as its invariant measures (Q1004394) (← links)
- Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps (Q1005294) (← links)
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise (Q1009668) (← links)
- First exit times for Lévy-driven diffusions with exponentially light jumps (Q1019089) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Stochastic integration for Lévy processes with values in Banach spaces (Q1019618) (← links)
- Lévy-frailty copulas (Q1021855) (← links)
- Scaling limits for symmetric Itô-Lévy processes in random medium (Q1045789) (← links)
- Estimation of the characteristics of a Lévy process (Q2270272) (← links)