UB Paderborn / Katalog / Suche / in CDI

Estimates of transition densities and their derivatives for jump Lévy processes

Journal of mathematical analysis and applications, 2015-11, Vol.431 (1), p.260-282

2015

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Analysis of multiscale methods for stochastic dynamical systems driven by α-stable processes

Applied mathematics letters, 2023-02, Vol.136, p.108462, Article 108462

2023

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Transition density estimates for jump Lévy processes

Stochastic processes and their applications, 2011-06, Vol.121 (6), p.1245-1265

Sztonyk, Paweł

2011

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Multivariate exponential power Lévy processes and random fields

Statistics & probability letters, 2023-06, Vol.197, p.109806, Article 109806

Ma, Chunsheng

2023

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Tempering stable processes

Stochastic processes and their applications, 2007-06, Vol.117 (6), p.677-707

ROSINSKI, Jan

2007

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Space–time modelling of extreme events

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2014-03, Vol.76 (2), p.439-461

2014

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Estimation of Hüsler–Reiss distributions and Brown–Resnick processes

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2015-01, Vol.77 (1), p.239-265

2015

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Dependence properties of spatial rainfall extremes and areal reduction factors

Journal of hydrology (Amsterdam), 2018-10, Vol.565, p.711-719

2018

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Stability of Dirichlet heat kernel estimates for non-local operators under Feynman-Kac perturbation

Transactions of the American Mathematical Society, 2015-07, Vol.367 (7), p.5237-5270

2015

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Weak convergence of censored and reflected stable processes

Stochastic processes and their applications, 2006-12, Vol.116 (12), p.1792-1814

Kim, Panki

2006

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Bayesian modeling of air pollution extremes using nested multivariate max‐stable processes

Biometrics, 2019-09, Vol.75 (3), p.831-841

2019

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Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data

Scandinavian journal of statistics, 2022-09, Vol.49 (3), p.1023-1059

2022

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Derivative formulas and gradient estimates for SDEs driven by α-stable processes

Stochastic processes and their applications, 2013-04, Vol.123 (4), p.1213-1228

Zhang, Xicheng

2013

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Inner spike and slab Bayesian nonparametric models

Econometrics and statistics, 2023-07, Vol.27, p.120-135

2023

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Explicit representation of characteristic function of tempered α‐stable Ornstein–Uhlenbeck process

Mathematical methods in the applied sciences, 2023-05, Vol.46 (7), p.8324-8333

Gajda, Janusz

2023

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Fractional partial differential equations with boundary conditions

Journal of Differential Equations, 2018-01, Vol.264 (2), p.1377-1410

2018

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Sharp heat kernel estimates for relativistic stable processes in open sets

The Annals of probability, 2012-01, Vol.40 (1)

2012

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Bayesian inference with dependent normalized completely random measures

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2014-08, Vol.20 (3), p.1260-1291

2014

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Geostatistics of Dependent and Asymptotically Independent Extremes

Mathematical geosciences, 2013-07, Vol.45 (5), p.511-529

2013

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On highly skewed fractional log‐stable noise sequences and their application

Journal of time series analysis, 2023-07, Vol.44 (4), p.337-358

2023

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Bivariate sub-Gaussian model for stock index returns

Physica A, 2017-11, Vol.486, p.628-637

2017

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Long time behaviour for population model by α-stable processes with Markov switching

Nonlinear analysis. Hybrid systems, 2023-11, Vol.50, p.101386, Article 101386

2023

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DIRICHLET HEAT KERNEL ESTIMATES FOR FRACTIONAL LAPLACIAN WITH GRADIENT PERTURBATION

The Annals of probability, 2012-11, Vol.40 (6), p.2483-2538

2012

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HITTING DISTRIBUTIONS OF α-STABLE PROCESSES VIA PATH CENSORING AND SELF-SIMILARITY

The Annals of probability, 2014-01, Vol.42 (1), p.398-430

2014

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Derivative formula for the Feynman–Kac semigroup of SDEs driven by rotationally invariant α-stable process

Statistics & probability letters, 2020-03, Vol.158, p.108664, Article 108664

2020

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Estimates of transition densities and their derivatives for jump Lévy processes

Analysis of multiscale methods for stochastic dynamical systems driven by α-stable processes

Transition density estimates for jump Lévy processes

Multivariate exponential power Lévy processes and random fields

Tempering stable processes

Space–time modelling of extreme events

Estimation of Hüsler–Reiss distributions and Brown–Resnick processes

Dependence properties of spatial rainfall extremes and areal reduction factors

Stability of Dirichlet heat kernel estimates for non-local operators under Feynman-Kac perturbation

Weak convergence of censored and reflected stable processes

Bayesian modeling of air pollution extremes using nested multivariate max‐stable processes

Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data

Derivative formulas and gradient estimates for SDEs driven by α-stable processes

Inner spike and slab Bayesian nonparametric models

Explicit representation of characteristic function of tempered α‐stable Ornstein–Uhlenbeck process

Fractional partial differential equations with boundary conditions

Sharp heat kernel estimates for relativistic stable processes in open sets

Bayesian inference with dependent normalized completely random measures

Geostatistics of Dependent and Asymptotically Independent Extremes

On highly skewed fractional log‐stable noise sequences and their application

Bivariate sub-Gaussian model for stock index returns

Long time behaviour for population model by α-stable processes with Markov switching

DIRICHLET HEAT KERNEL ESTIMATES FOR FRACTIONAL LAPLACIAN WITH GRADIENT PERTURBATION

HITTING DISTRIBUTIONS OF α-STABLE PROCESSES VIA PATH CENSORING AND SELF-SIMILARITY

Derivative formula for the Feynman–Kac semigroup of SDEs driven by rotationally invariant α-stable process

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