UB Paderborn / Katalog / Suche / in CDI

Tempering stable processes

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

ROSINSKI, Jan

2007

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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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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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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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Fractional partial differential equations with boundary conditions

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

2018

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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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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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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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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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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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Pricing discretely monitored Asian options under Lévy processes

Journal of banking & finance, 2008-10, Vol.32 (10), p.2076-2088

2008

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Parameter estimation for non-stationary reflected Ornstein–Uhlenbeck processes driven by α-stable noises

Statistics & probability letters, 2020-01, Vol.156, p.108617, Article 108617

2020

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Spatial deformation for nonstationary extremal dependence

Environmetrics (London, Ont.), 2021-08, Vol.32 (5), p.n/a

2021

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Limits of invariant measures of stochastic Burgers equations driven by two kinds of α-stable processes

Stochastic processes and their applications, 2022-04, Vol.146, p.1-21

Liu, Xianming

2022

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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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A spatial hybrid approach for downscaling of extreme precipitation fields

Journal of geophysical research. Atmospheres, 2015-05, Vol.120 (10), p.4534-4550

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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Mapping extreme snowfalls in the French Alps using max-stable processes

Water resources research, 2013-02, Vol.49 (2), p.1079-1098

2013

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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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Assessing Climate Change Impact on the Spatial Dependence of Extreme Snow Depth Maxima in the French Alps

Water resources research, 2018-10, Vol.54 (10), p.7820-7840

2018

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Valuación de opciones sobre índices de la temperatura de la Ciudad de México

Contaduría, administración, 2021, Vol.66 (3), p.268

2021

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Least squares estimator for Ornstein–Uhlenbeck processes driven by α -stable motions

Stochastic processes and their applications, 2009-08, Vol.119 (8), p.2465-2480

2009

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Tempering stable processes

Estimates of transition densities and their derivatives for jump Lévy processes

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

Transition density estimates for jump Lévy processes

Fractional partial differential equations with boundary conditions

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

Multivariate exponential power Lévy processes and random fields

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

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

Space–time modelling of extreme events

Pricing discretely monitored Asian options under Lévy processes

Parameter estimation for non-stationary reflected Ornstein–Uhlenbeck processes driven by α-stable noises

Spatial deformation for nonstationary extremal dependence

Limits of invariant measures of stochastic Burgers equations driven by two kinds of α-stable processes

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

A spatial hybrid approach for downscaling of extreme precipitation fields

Weak convergence of censored and reflected stable processes

Mapping extreme snowfalls in the French Alps using max-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

Assessing Climate Change Impact on the Spatial Dependence of Extreme Snow Depth Maxima in the French Alps

Valuación de opciones sobre índices de la temperatura de la Ciudad de México

Least squares estimator for Ornstein–Uhlenbeck processes driven by α -stable motions

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