## Found 5,857 Documents (Results 1–100)

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### $$\ell^{\infty}$$ Poisson invariance principles from two classical Poisson limit theorems and extension to non-stationary independent sequences. (English. French summary)Zbl 07567968

MSC:  60E07 60F17
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MSC:  60G51
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### Reflected BSDEs in non-convex domains. (English)Zbl 07565240

MSC:  60D05 60G65 60J60
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### Optimal dividend strategy Under Parisian ruin with affine penalty. (English)Zbl 07565012

MSC:  93E20 60G51 91Gxx
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MSC:  62-XX
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### Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise. (English)Zbl 07556862

MSC:  60H20 60G22 34K50
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MSC:  60G15
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### Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes. (English)Zbl 07554280

MSC:  60H10 60G51
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### Estimation of tempered stable Lévy models of infinite variation. (English)Zbl 07554084

MSC:  62M09 60G51 91G05
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MSC:  91G05
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### On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance. (English)Zbl 07552976

MSC:  91G20 60G51
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### On operator fractional Lévy motion: integral representations and time-reversibility. (English)Zbl 07549540

MSC:  60G22 60G51 60H05
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### Synchronization of multi-links systems with Lévy noise and application. (English)Zbl 07548856

MSC:  93E15 93C55 60G51
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### Modeling high frequency stock market data by using stochastic models. (English)Zbl 07548153

MSC:  91G80 60J70
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### Geometrically convergent simulation of the extrema of Lévy processes. (English)Zbl 07548062

MSC:  60G51 65C05
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### Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric $$\alpha$$-stable processes in $$\mathbb{R}$$. (English)Zbl 07547837

MSC:  60G51 60G52 60J65
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### Extinguishing behaviors for continuous-state nonlinear branching processes. (English)Zbl 07545063

MSC:  60J80 60G50
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### Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise. (English)Zbl 07544520

MSC:  22E46 53C35 57S20
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### On weak solution of SDE driven by inhomogeneous singular Lévy noise. (English)Zbl 07542895

MSC:  60H10 60G51 47G20
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### A note on Lévy subordinators in cones of fuzzy sets in Banach spaces. (English)Zbl 07541643

MSC:  60A86 60G51 60G20
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### Markovian structure in the concave majorant of Brownian motion. (English)Zbl 07541191

MSC:  60G51 60G55 60J65
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### Stochastic maximum principle for optimal control problem under G-expectation utility. (English)Zbl 07537010

MSC:  60G65 91B30 49K35
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### Dynamical behavior of a stochastic predator-prey model with general functional response and nonlinear jump-diffusion. (English)Zbl 07536442

MSC:  92D25 60G51 60J74
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### Intermittency in the small-time behavior of Lévy processes. (English)Zbl 1487.60093

MSC:  60G51 60F05
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MSC:  62Mxx
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### Impact of information and Lévy noise on stochastic COVID-19 epidemic model under real statistical data. (English)Zbl 07532851

MSC:  92D30 60G51
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### Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models. (English)Zbl 07532606

MSC:  91G20 60G51
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### Saddlepoint approximation for the generalized inverse Gaussian Lévy process. (English)Zbl 07531716

MSC:  60G51 60G55 33C10
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MSC:  62Mxx
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### Social context modulates scale-free movements in a social insect. (English)Zbl 07526894

MSC:  92D50 60G51
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### Multidimensional SDE with distributional drift and Lévy noise. (English)Zbl 07526605

MSC:  60Hxx 60Jxx 60Gxx
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### Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English)Zbl 07526586

MSC:  60J25 60H25 60G51
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### A Cramér-Wold device for infinite divisibility of $$\mathbb{Z}^d$$-valued distributions. (English)Zbl 07526584

MSC:  60Exx 60Gxx 81Vxx
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### Nonparametric regression for locally stationary random fields under stochastic sampling design. (English)Zbl 07526583

MSC:  62Gxx 62Mxx 60Gxx
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### Second order subexponentiality and infinite divisibility. (English)Zbl 1487.60034

MSC:  60E07 60G50 60G51
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### Zooming in at the root of the stable tree. (English)Zbl 1487.60157

MSC:  60J80 60G55 60G52
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### Background driving distribution functions and series representations for log-gamma self-decomposable random variables. (English)Zbl 07523562

Theory Probab. Appl. 67, No. 1, 105-117 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 134-149 (2022).
MSC:  60E07 60E05 60G51
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### Reflecting Lévy processes and associated families of linear operators. II. (English. Russian original)Zbl 07523556

Theory Probab. Appl. 67, No. 1, 17-27 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 23-36 (2022).
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### Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises. (English)Zbl 07523359

MSC:  60G35 60G51 60H10
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### Time-changed space-time fractional Poisson process. (English)Zbl 07523355

MSC:  60G22 60G55
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### A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles. (English)Zbl 07522873

MSC:  60G60 60G65 35Q53 60G10 35Q58
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### Tempered stable processes with time-varying exponential tails. (English)Zbl 07518203

MSC:  91G20 60G51 62P05
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### Additive normal tempered stable processes for equity derivatives and power-law scaling. (English)Zbl 07518201

MSC:  91G20 60G51
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### Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities. (English)Zbl 07517678

MSC:  60E07 60G51
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### The stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects. (English)Zbl 07517551

MSC:  60G51 60H10 34A37
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### Pricing with variance gamma information. (English)Zbl 07516352

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 371-392 (2022).
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### Heat kernel models for asset pricing. (English)Zbl 07516348

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 237-270 (2022).
MSC:  91G30 35K08
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### Signal processing with Lévy information. (English)Zbl 07516347

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 215-236 (2022).
MSC:  94A12 94A15 60G51
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### Lévy information and the aggregation of risk aversion. (English)Zbl 07516346

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 195-213 (2022).
MSC:  91G30 91G15 60G51
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### Heat kernel interest rate models with time-inhomogeneous Markov processes. (English)Zbl 07516345

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 179-193 (2022).
MSC:  91G30 35K08 60G51
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### Lévy random bridges and the modelling of financial information. (English)Zbl 07516343

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 127-155 (2022).
MSC:  91G20 91B44 60G51
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### On the extinction of continuous state branching processes with competition. (English)Zbl 07512050

MSC:  60J80 60J85 92D25
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### Persistence and extinction of a modified Leslie-Gower Holling-type II two-predator one-prey model with Lévy jumps. (English)Zbl 1486.92158

MSC:  92D25 60G51 60J60
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### Scalar conservation laws with white noise initial data. (English)Zbl 07511158

MSC:  60G51 60J65 60J60 60J75 35L65
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### Term structure modeling under volatility uncertainty. (English)Zbl 1484.91496

MSC:  91G30 60G65
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### The suprema of infinitely divisible processes. (English)Zbl 07496864

MSC:  60G15 60G17
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### Interior Schauder estimates for elliptic equations associated with Lévy operators. (English)Zbl 07496363

MSC:  60G51 45K05 60J35
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### Probabilistic Stirling numbers of the second kind and applications. (English)Zbl 1484.60009

MSC:  60E05 05A19 60G51
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### Transition densities of spectrally positive Lévy processes. (English)Zbl 1485.60073

MSC:  60J35 60G51
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### Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises. (English)Zbl 07485070

MSC:  60H10 60J60 60J76
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### Comparison theorem for neutral stochastic functional differential equations driven by $$G$$-Brownian motion. (English)Zbl 07484436

MSC:  60H10 60G65
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### Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one. (English)Zbl 07484414

MSC:  60G51 60J25 60J76
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### Potentials for non-local Schrödinger operators with zero eigenvalues. (English)Zbl 07483924

MSC:  47D08 60G51 47D03
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