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(1/[alpha])-Self similar [alpha]-stable processes with stationary increments

Journal of multivariate analysis, 1990, Vol.35 (2), p.308-313

1990

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1-D random walk in presence of a totally reflecting barrier

Physica status solidi. B. Basic research, 2003-09, Vol.239 (1), p.158-167

Orlowski, Marius

2003

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1-STABLE FLUCTUATIONS IN BRANCHING BROWNIAN MOTION AT CRITICAL TEMPERATURE I: THE DERIVATIVE MARTINGALE

The Annals of probability, 2019-09, Vol.47 (5), p.2953-3002

2019

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(1/α)-self similar α-stable processes with stationary increments

Journal of multivariate analysis, 1990-11, Vol.35 (2), p.308-313

1990

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11 - Levy Processes

Markov Processes for Stochastic Modeling, 2013, p.329-347

Oliver C. Ibe

Second Edition, 2013

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The first, the biggest, and other such considerations

Journal of statistical physics, 1986-01, Vol.42 (1-2), p.201-243

1986

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2D Tsallis Entropy for Image Segmentation Based on Modified Chaotic Bat Algorithm

Entropy (Basel, Switzerland), 2018-03, Vol.20 (4), p.239

2018

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A 3-component superposed Ornstein-Uhlenbeck model applied to financial stock markets

Research in mathematics (Philadelphia, Pa.), 2022-12, Vol.9 (1)

2022

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6 - Fractional Partial Differential Equation and Option Pricing

Fractional Calculus and Fractional Processes with Applications to Financial Economics, 2017, p.59-80

2017

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About Time of Reaching a High Level by a Random Walk in a Random Environment

Theory of probability and its applications, 2013-01, Vol.57 (4), p.547-567

Afanasyev, V. I.

2013

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Abrupt Lévy processes

Stochastic processes and their applications, 2003, Vol.103 (1), p.155-168

Vigon, Vincent

2003

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Absolute continuity for some one-dimensional processes

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2010-05, Vol.16 (2), p.343-360

2010

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Absolute continuity of distributions of one-dimensional Lévy processes

Journal of applied probability, 2017-09, Vol.54 (3), p.852-872

Chang, Tongkeun

2017

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Absolute Continuity of Measures in the Class of Markov and Semi-Markov Processes of Diffusion Type

Acta applicandae mathematicae, 2003-08, Vol.78 (1-3), p.165

Harlamov, B

2003

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Absolute continuity of operator-self-decomposable distributions on Rd

Journal of multivariate analysis, 1983-12, Vol.13 (4), p.550-560

Yamazato, Makoto

1983

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Absorption and emission in the non-Poissonian case

Physical review letters, 2004-07, Vol.93 (5), p.050601.1-050601.4, Article 050601

2004

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Accelerating Brownian motion: A fractional dynamics approach to fast diffusion

Europhysics letters, 2000-09, Vol.51 (5), p.492-498

2000

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Activity rates with very heavy tails

Stochastic processes and their applications, 2006-02, Vol.116 (2), p.131-155

2006

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Activity signature functions for high-frequency data analysis

Journal of econometrics, 2010-02, Vol.154 (2), p.125-138

2010

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Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance

Regis, Luca

2018

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An actuarial approach to option pricing under the physical measure and without market assumptions

Insurance, mathematics & economics, 1998-05, Vol.22 (1), p.65-73

1998

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Actuarial geometry

Risks (Basel), 2017-06, Vol.5 (2), p.1-44

Mildenhall, Stephen J

2017

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Actuarial Valuation and Hedging of Life Insurance Liabilities in the Presence of Stochastic Mortality Risk under the Locally Risk-Minimizing Hedging Approach

Symmetry (Basel), 2024-01, Vol.16 (2), p.165

2024

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Adaptive Estimation for Lévy Processes

Lévy Matters IV, 2015, p.77-177

2015

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Adaptive Exponential State Estimation for Markovian Jumping Neural Networks with Multi-delays and Lévy Noises

Circuits, systems, and signal processing, 2019-07, Vol.38 (7), p.3321-3339

2019

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(1/[alpha])-Self similar [alpha]-stable processes with stationary increments

1-D random walk in presence of a totally reflecting barrier

1-STABLE FLUCTUATIONS IN BRANCHING BROWNIAN MOTION AT CRITICAL TEMPERATURE I: THE DERIVATIVE MARTINGALE

(1/α)-self similar α-stable processes with stationary increments

11 - Levy Processes

The first, the biggest, and other such considerations

2D Tsallis Entropy for Image Segmentation Based on Modified Chaotic Bat Algorithm

A 3-component superposed Ornstein-Uhlenbeck model applied to financial stock markets

6 - Fractional Partial Differential Equation and Option Pricing

About Time of Reaching a High Level by a Random Walk in a Random Environment

Abrupt Lévy processes

Absolute continuity for some one-dimensional processes

Absolute continuity of distributions of one-dimensional Lévy processes

Absolute Continuity of Measures in the Class of Markov and Semi-Markov Processes of Diffusion Type

Absolute continuity of operator-self-decomposable distributions on Rd

Absorption and emission in the non-Poissonian case

Accelerating Brownian motion: A fractional dynamics approach to fast diffusion

Activity rates with very heavy tails

Activity signature functions for high-frequency data analysis

Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance

An actuarial approach to option pricing under the physical measure and without market assumptions

Actuarial geometry

Actuarial Valuation and Hedging of Life Insurance Liabilities in the Presence of Stochastic Mortality Risk under the Locally Risk-Minimizing Hedging Approach

Adaptive Estimation for Lévy Processes

Adaptive Exponential State Estimation for Markovian Jumping Neural Networks with Multi-delays and Lévy Noises

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