Pages that link to "Item:Q4821951"

The following pages link to Lévy Processes and Stochastic Calculus (Q4821951):

Displaying 50 items.

• \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284) (← links)
• Local Lipschitz continuity of the inverse of the fractional \(p\)-Laplacian, Hölder type continuity and continuous dependence of solutions to associated parabolic equations on bounded domains (Q265560) (← links)
• Asymptotic estimate of eigenvalues of pseudo-differential operators in an interval (Q268586) (← links)
• Barrier option under Lévy model: a PIDE and Mellin transform approach (Q272119) (← links)
• Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization (Q273588) (← links)
• Stochastic SEIR model with jumps (Q274329) (← links)
• Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
• On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) (← links)
• Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients (Q281856) (← links)
• Identification of the diffusion parameter in nonlocal steady diffusion problems (Q282071) (← links)
• Drift perturbation of subordinate Brownian motions with Gaussian component (Q283046) (← links)
• Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
• A jump model for fads in asset prices under asymmetric information (Q299877) (← links)
• The fractional Laplacian operator on bounded domains as a special case of the nonlocal diffusion operator (Q316199) (← links)
• A discontinuous mispricing model under asymmetric information (Q319248) (← links)
• Ergodicity of stochastic magneto-hydrodynamic equations driven by \(\alpha\)-stable noise (Q321823) (← links)
• Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
• Processes iterated ad libitum (Q326834) (← links)
• Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
• Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value (Q342752) (← links)
• Analysis and approximation of a nonlocal obstacle problem (Q344251) (← links)
• Combinatorial identities derived from the Kou jump-diffusion model (Q350817) (← links)
• Properties and numerical evaluation of the Rosenblatt distribution (Q358142) (← links)
• Well-posedness for the stochastic 2D primitive equations with Lévy noise (Q370911) (← links)
• Well-posedness of abstract distributed-order fractional diffusion equations (Q380154) (← links)
• Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997) (← links)
• Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise (Q402962) (← links)
• Gradient flows of the entropy for jump processes (Q405499) (← links)
• Shell model of turbulence perturbed by Lévy noise (Q408972) (← links)
• Stochastic Lagrangian particle approach to fractal Navier-Stokes equations (Q411375) (← links)
• Stochastic hybrid system with non-homogeneous jumps (Q417755) (← links)
• Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
• Space-time fractional diffusion on bounded domains (Q432404) (← links)
• V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
• Pathwise uniqueness for singular SDEs driven by stable processes (Q436052) (← links)
• \(H\)-extendible copulas (Q443789) (← links)
• Recent results in the theory and applications of CARMA processes (Q457274) (← links)
• Stochastic analysis of reaction-diffusion processes (Q458701) (← links)
• Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
• Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions (Q468735) (← links)
• Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise (Q470380) (← links)
• First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
• On the existence and explicit estimates for the coupling property of Lévy processes with drift (Q471534) (← links)
• Synchronization of coupled stochastic systems driven by \(\alpha \)-stable Lévy noises (Q474508) (← links)
• Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← links)
• Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
• Calculations of greeks for jump diffusion processes (Q493354) (← links)
• Stochastic model for spread of AIDS driven by Lévy noise (Q494358) (← links)
• Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
• On exponential functionals of Lévy processes (Q495707) (← links)