Leonte, Dan; Veraart, Almut E. D. Simulation methods and error analysis for trawl processes and ambit fields. (English) Zbl 1540.60091 Math. Comput. Simul. 215, 518-542 (2024). MSC: 60G57 60H05 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Karwowski, Witold Random processes on non-Archimedean spaces. (English) Zbl 1534.60113 Hilbert, Astrid (ed.) et al., Quantum and stochastic mathematical physics. Sergio Albeverio, adventures of a mathematician, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 377, 315-342 (2023). MSC: 60J74 60J35 60G51 11F85 11F72 × Cite Format Result Cite Review PDF Full Text: DOI
Krystecki, Konrad Cumulative Parisian ruin probability for two-dimensional Brownian risk model. (English) Zbl 1532.60068 Probab. Math. Stat. 43, No. 1, 63-81 (2023). MSC: 60G15 60G70 60G51 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Khoshnevisan, Davar; Sanz-Solé, Marta Optimal regularity of SPDEs with additive noise. (English) Zbl 1530.60052 Electron. J. Probab. 28, Paper No. 142, 31 p. (2023). MSC: 60H15 35E05 35R60 60G51 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Merkle, Robin; Barth, Andrea Subordinated Gaussian random fields in elliptic partial differential equations. (English) Zbl 1518.60059 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 2, 819-867 (2023). MSC: 60H15 65C30 46E35 35R30 60G51 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Ma, Chunsheng Multivariate exponential power Lévy processes and random fields. (English) Zbl 1515.60132 Stat. Probab. Lett. 197, Article ID 109806, 10 p. (2023). MSC: 60G51 60G60 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Gilliers, Nicolas Quantum holonomy fields. (English) Zbl 1523.81126 J. Geom. Phys. 189, Article ID 104832, 40 p. (2023). MSC: 81T13 46L53 51N20 43A40 81Q70 60K35 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ma, Chunsheng Power-law Lévy processes, power-law vector random fields, and some extensions. (English) Zbl 1521.60023 Proc. Am. Math. Soc. 151, No. 3, 1311-1323 (2023). Reviewer: Pavel Gapeev (London) MSC: 60G51 60G60 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Merkle, Robin; Barth, Andrea On some distributional properties of subordinated Gaussian random fields. (English) Zbl 1506.60055 Methodol. Comput. Appl. Probab. 24, No. 4, 2661-2688 (2022). MSC: 60G60 60G51 60G55 60G15 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Glück, Jochen; Roth, Stefan; Spodarev, Evgeny A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages. (English) Zbl 1496.62166 Scand. J. Stat. 49, No. 3, 1244-1273 (2022). MSC: 62M40 62G07 60G51 60H20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Pilipauskaitė, Vytautė; Surgailis, Donatas Local scaling limits of Lévy driven fractional random fields. (English) Zbl 1511.60076 Bernoulli 28, No. 4, 2833-2861 (2022). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 60G60 60F05 60G18 60G22 60G51 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Krystecki, Konrad Parisian ruin probability for two-dimensional Brownian risk model. (English) Zbl 1478.60112 Stat. Probab. Lett. 182, Article ID 109327, 10 p. (2022). MSC: 60G15 60G51 91G05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Daus, Esther S.; Ptashnyk, Mariya; Raithel, Claudia Derivation of a fractional cross-diffusion system as the limit of a stochastic many-particle system driven by Lévy noise. (English) Zbl 1502.35177 J. Differ. Equations 309, 386-426 (2022). MSC: 35Q92 92B05 60G60 60J60 60G51 60G22 35B65 35A01 35A02 47H10 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Griffiths, Matthew; Riedle, Markus Modelling Lévy space-time white noises. (English) Zbl 1485.60042 J. Lond. Math. Soc., II. Ser. 104, No. 3, 1452-1474 (2021). Reviewer: Andriy Olenko (Melbourne) MSC: 60G20 60G57 60G60 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Ma, Chunsheng Hyperbolic cosine ratio and hyperbolic sine ratio random fields. (English) Zbl 1476.60089 Stat. Probab. Lett. 179, Article ID 109212, 10 p. (2021). MSC: 60G60 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Frolov, Andrei N. The Erdős-Rényi law and strong limit theorems of probability. (English) Zbl 1488.60047 Stud. Sci. Math. Hung. 58, No. 2, 263-273 (2021). MSC: 60F15 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Pham, Viet Son Lévy-driven causal CARMA random fields. (English) Zbl 1454.60067 Stochastic Processes Appl. 130, No. 12, 7547-7574 (2020). MSC: 60G60 60G51 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sauri, Orimar On the divergence and vorticity of vector ambit fields. (English) Zbl 1455.60071 Stochastic Processes Appl. 130, No. 10, 6184-6225 (2020). MSC: 60G60 60E07 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berger, David Lévy driven CARMA generalized processes and stochastic partial differential equations. (English) Zbl 1455.60070 Stochastic Processes Appl. 130, No. 10, 5865-5887 (2020). MSC: 60G60 60H15 60G51 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barrera, Gerardo; Pardo, Juan Carlos Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes. (English) Zbl 1468.60057 Electron. J. Probab. 25, Paper No. 15, 33 p. (2020). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60G51 60G60 60G10 60E07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kaleta, Kamil; Pietruska-Pałuba, Katarzyna The quenched asymptotics for nonlocal Schrödinger operators with Poissonian potentials. (English) Zbl 1435.60036 Potential Anal. 52, No. 2, 161-202 (2020). MSC: 60G51 60H25 60K37 47D08 60G60 47G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Roth, Stefan On a linear functional for infinitely divisible moving average random fields. (English) Zbl 1444.60043 Mod. Stoch., Theory Appl. 6, No. 4, 443-478 (2019). MSC: 60G60 60G51 62M09 60E07 62M05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Passeggeri, Riccardo; Veraart, Almut E. D. Mixing properties of multivariate infinitely divisible random fields. (English) Zbl 1480.60040 J. Theor. Probab. 32, No. 4, 1845-1879 (2019). MSC: 60E07 37A25 60G60 62M40 60G10 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Dalang, Robert C.; Humeau, Thomas Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises. (English) Zbl 1447.60097 Electron. J. Probab. 24, Paper No. 60, 28 p. (2019). MSC: 60H15 60G60 60G51 60H40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Karcher, Wolfgang; Roth, Stefan; Spodarev, Evgeny; Walk, Corinna An inverse problem for infinitely divisible moving average random fields. (English) Zbl 1425.62130 Stat. Inference Stoch. Process. 22, No. 2, 263-306 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M40 62G08 62G05 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Fangfang; Ma, Chunsheng \(\ell_1\)-symmetric vector random fields. (English) Zbl 1478.60159 Stochastic Processes Appl. 129, No. 7, 2466-2484 (2019). MSC: 60G60 60E07 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Bakken, Erik; Weisbart, David Continuous time \(p\)-adic random walks and their path integrals. (English) Zbl 1447.60007 J. Theor. Probab. 32, No. 2, 781-805 (2019). MSC: 60B10 60B11 60G50 60G51 47D08 47S10 46S10 × Cite Format Result Cite Review PDF Full Text: DOI
Klüppelberg, Claudia; Pham, Viet Son Estimation of causal CARMA random fields. arXiv:1902.04962 Preprint, arXiv:1902.04962 [math.ST] (2019). MSC: 60G51 62F12 62M30 62M40 × Cite Format Result Cite Full Text: arXiv OA License
López, Sergio I.; Pimentel, Leandro P. R. On the location of the maximum of a process: Lévy, Gaussian and random field cases. (English) Zbl 1502.60051 Stochastics 90, No. 8, 1221-1237 (2018). MSC: 60G17 60G10 60G15 60G51 60G60 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Rosiński, Jan Representations and isomorphism identities for infinitely divisible processes. (English) Zbl 1439.60021 Ann. Probab. 46, No. 6, 3229-3274 (2018). Reviewer: Alexander Iksanov (Kiev) MSC: 60E07 60G15 60G17 60G51 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Barth, Andrea; Stein, Andreas Approximation and simulation of infinite-dimensional Lévy processes. (English) Zbl 1402.60054 Stoch. Partial Differ. Equ., Anal. Comput. 6, No. 2, 286-334 (2018). MSC: 60G51 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut E. D. Ambit stochastics. (English) Zbl 1472.60002 Probability Theory and Stochastic Modelling 88. Cham: Springer (ISBN 978-3-319-94128-8/hbk; 978-3-319-94129-5/ebook). xxv, 402 p. (2018). Reviewer: Jordan M. Stoyanov (Sofia) MSC: 60-02 60G60 60G51 76F02 91G20 × Cite Format Result Cite Review PDF Full Text: DOI
Pham, Viet Son; Chong, Carsten Volterra-type Ornstein-Uhlenbeck processes in space and time. (English) Zbl 1405.60064 Stochastic Processes Appl. 128, No. 9, 3082-3117 (2018). MSC: 60G51 60G10 60G17 60G60 60J75 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Fangfang; Leonenko, Nikolai; Ma, Chunsheng Isotropic random fields with infinitely divisible marginal distributions. (English) Zbl 1390.60188 Stochastic Anal. Appl. 36, No. 2, 189-208 (2018). MSC: 60G60 60G51 60E07 × Cite Format Result Cite Review PDF Full Text: DOI Link
Brockwell, Peter J.; Matsuda, Yasumasa Continuous auto-regressive moving average random fields on \(\mathbb{R}^n\). (English) Zbl 1411.62277 J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 3, 833-857 (2017). MSC: 62M40 62M10 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Dalang, Robert C.; Humeau, Thomas Lévy processes and Lévy white noise as tempered distributions. (English) Zbl 1391.60103 Ann. Probab. 45, No. 6B, 4389-4418 (2017). Reviewer: Nikola Sandrić (Zagreb) MSC: 60G51 60G60 60G20 60H40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Chong, Carsten Lévy-driven Volterra equations in space and time. (English) Zbl 1386.60179 J. Theor. Probab. 30, No. 3, 1014-1058 (2017). MSC: 60G60 60G10 60H15 60H20 60G51 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cébron, Guillaume; Dahlqvist, Antoine; Gabriel, Franck The generalized master fields. (English) Zbl 1368.81122 J. Geom. Phys. 119, 34-53 (2017). MSC: 81T13 53C07 62M02 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Chong, Carsten Stochastic PDEs with heavy-tailed noise. (English) Zbl 1367.60080 Stochastic Processes Appl. 127, No. 7, 2262-2280 (2017). MSC: 60H15 60H20 60G60 60G52 60G48 60G51 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barndorff-Nielsen, Ole E.; Sauri, Orimar; Szozda, Benedykt Selfdecomposable fields. (English) Zbl 1423.60034 J. Theor. Probab. 30, No. 1, 233-267 (2017). Reviewer: Alexander Iksanov (Kiev) MSC: 60E07 60G51 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Galerne, Bruno Random fields of bounded variation and computation of their variation intensity. (English) Zbl 1358.60065 Adv. Appl. Probab. 48, No. 4, 947-971 (2016). MSC: 60G60 60G17 60G51 60D05 × Cite Format Result Cite Review PDF Full Text: DOI Euclid HAL
Koroliuk, V. S.; Samoilenko, I. V. Large deviations problem for random evolution processes. (English. Ukrainian original) Zbl 1357.60032 Theory Probab. Math. Stat. 93, 93-101 (2016); translation from Teor. Jmovirn. Mat. Stat. 93, 87-94 (2015). MSC: 60F10 60G51 60J60 60J55 60F17 60G60 60-02 × Cite Format Result Cite Review PDF Full Text: DOI
Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise. (English) Zbl 1355.60068 Fract. Calc. Appl. Anal. 19, No. 6, 1356-1392 (2016). MSC: 60H05 60G51 60G44 60G22 26A33 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pilipauskaitė, Vytautė; Surgailis, Donatas Anisotropic scaling of the random grain model with application to network traffic. (English) Zbl 1351.60064 J. Appl. Probab. 53, No. 3, 857-879 (2016). MSC: 60G60 60G22 60G51 60K25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rønn-Nielsen, Anders; Jensen, Eva B. Vedel Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure. (English) Zbl 1337.60032 J. Appl. Probab. 53, No. 1, 244-261 (2016). MSC: 60F10 60G60 60E07 60G51 60D05 × Cite Format Result Cite Review PDF Full Text: DOI Euclid Link
Sanz-Solé, Marta; Süß, André Non-elliptic SPDEs and ambit fields: existence of densities. (English) Zbl 1336.60124 Benth, Fred Espen (ed.) et al., Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014–2015. Cham: Springer (ISBN 978-3-319-23424-3/hbk; 978-3-319-23425-0/ebook). Springer Proceedings in Mathematics & Statistics 138, 121-144 (2016). MSC: 60H15 60G60 60H05 60G51 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lodhia, Asad; Sheffield, Scott; Sun, Xin; Watson, Samuel S. Fractional Gaussian fields: a survey. (English) Zbl 1334.60055 Probab. Surv. 13, 1-56 (2016). MSC: 60G22 60G60 60G15 60G51 60G52 60-02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Schertzer, Daniel; Tchiguirinskaia, Ioulia Multifractal vector fields and stochastic Clifford algebra. (English) Zbl 1374.60096 Chaos 25, No. 12, 123127, 13 p. (2015). MSC: 60G60 15A66 28A80 60G51 × Cite Format Result Cite Review PDF Full Text: DOI Link OA License
Eyjolfsson, Heidar Approximating ambit fields via Fourier methods. (English) Zbl 1360.60095 Stochastics 87, No. 5, 885-917 (2015). MSC: 60G51 60G60 91G20 × Cite Format Result Cite Review PDF Full Text: DOI
Veraart, Almut E. D. Stationary and multi-self-similar random fields with stochastic volatility. (English) Zbl 1337.60104 Stochastics 87, No. 5, 848-870 (2015). MSC: 60G60 60G10 60G18 60G51 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Benth, Fred Espen; Krühner, Paul Derivatives pricing in energy markets: an infinite-dimensional approach. (English) Zbl 1347.60082 SIAM J. Financ. Math. 6, 825-869 (2015). MSC: 60H30 60H15 60H10 60G60 60G51 91G20 91G80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Samoilenko, Igor V. Large deviations for random evolutions with independent increments in the scheme of Lévy approximation with split and double merging. (English) Zbl 1321.60052 Random Oper. Stoch. Equ. 23, No. 2, 137-149 (2015). MSC: 60F10 60G51 60J55 60F17 60G46 60G60 60B10 × Cite Format Result Cite Review PDF Full Text: DOI
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut E. D. Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency. (English) Zbl 1312.60063 Palczewski, Andrzej (ed.) et al., Advances in mathematics of finance. Selected papers of the 6th general AMaMeF and Banach Center Conference, Warsaw, Poland, June 10–15, 2013. Warszawa: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-27-0). Banach Center Publications 104, 25-60 (2015). MSC: 60G60 60G10 60G51 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Richard, Alexandre A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter. (English) Zbl 1319.60111 Stochastic Processes Appl. 125, No. 4, 1394-1425 (2015). MSC: 60G60 60G22 60G15 60G51 60G17 28C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chow, Pao-Liu Stochastic partial differential equations. 2nd ed. (English) Zbl 1321.60003 Advances in Applied Mathematics (Boca Raton). Boca Raton, FL: CRC Press (ISBN 978-1-4665-7955-2/hbk). xv, 317 p. (2015). Reviewer: Ruhollah Jahanipur (Kashan) MSC: 60-02 60H15 60H05 60G51 60G55 60G60 35R60 60K37 92D25 91G80 × Cite Format Result Cite Review PDF
Limnios, N.; Samoilenko, I. V. Poisson approximation of processes with locally independent increments and Markov switching. (English) Zbl 1329.60077 Theory Probab. Math. Stat. 89, 115-126 (2014); translation from Teor. Jmovirn. Mat. Stat. 89, 104–114 (2013). MSC: 60F17 60F05 60J55 60G55 60G51 60B10 60G48 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Samoĭlenko, I. V. Large deviations for impulsive processes in the scheme of the Lévy approximation. (English. Ukrainian original) Zbl 1329.60057 Theory Probab. Math. Stat. 88, 151-160 (2014); translation from Teor. Jmovirn. Mat. Stat. 88, 135-143 (2013). MSC: 60F10 60G51 60J75 60J55 60F17 60B10 60G60 60G46 × Cite Format Result Cite Review PDF Full Text: DOI
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut E. D. Modelling electricity futures by ambit fields. (English) Zbl 1304.91213 Adv. Appl. Probab. 46, No. 3, 719-745 (2014). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 91G20 91G99 60G51 60G57 60G60 60H05 60H30 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Biermé, Hermine; Durieu, Olivier Invariance principles for self-similar set-indexed random fields. (English) Zbl 1330.60055 Trans. Am. Math. Soc. 366, No. 11, 5963-5989 (2014). Reviewer: Jurgita Markeviciute (Vilnius) MSC: 60F17 60G60 60G18 60F05 60G10 60G52 60G51 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Pérez-Abreu, Victor; Stelzer, Robert Infinitely divisible multivariate and matrix gamma distributions. (English) Zbl 1294.60026 J. Multivariate Anal. 130, 155-175 (2014). MSC: 60E07 60G51 60B20 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bo, Lijun; Jiao, Ying; Yang, Xuewei Credit derivatives pricing based on Lévy field driven term structure. (English) Zbl 1302.91185 Stochastic Anal. Appl. 32, No. 2, 229-252 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91G40 91B25 91G20 91G80 60G60 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Tsirelson, Boris Noise as a Boolean algebra of \(\sigma\)-fields. (English) Zbl 1317.60066 Ann. Probab. 42, No. 1, 311-353 (2014). Reviewer: Michael Skeide (Campobasso) MSC: 60G99 60A10 60G51 60G20 60G60 06E99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Hakassou, Antoine; Ouknine, Youssef IDT processes and associated Lévy processes with explicit constructions. (English) Zbl 1326.60065 Stochastics 85, No. 6, 1073-1111 (2013). Reviewer: Bernhard Burgstaller (Florianópolis) MSC: 60G51 60G15 60G60 60E07 60G48 60G44 60G10 60G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shalizi, Cosma Rohilla; Rinaldo, Alessandro Consistency under sampling of exponential random graph models. (English) Zbl 1269.91066 Ann. Stat. 41, No. 2, 508-535 (2013). MSC: 91D30 62B05 60G51 62M99 62M09 62P25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Herbin, Erick; Merzbach, Ely The set-indexed Lévy process: stationarity, Markov and sample paths properties. (English) Zbl 1295.60043 Stochastic Processes Appl. 123, No. 5, 1638-1670 (2013). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G10 60G15 60G17 60G51 60G57 60G60 60E07 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kozubowski, Tomasz J.; Podgórski, Krzysztof; Rychlik, Igor Multivariate generalized Laplace distribution and related random fields. (English) Zbl 1260.60100 J. Multivariate Anal. 113, 59-72 (2013). Reviewer: Miroslav M. Ristic (Niš) MSC: 60G60 60G10 60G17 62M10 60E05 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Engelke, Sebastian Brown-Resnick processes: analysis, inference and generalizations. (English) Zbl 1300.60006 Göttingen: Univ. Göttingen (Diss.). vii, 98 p. (2012). MSC: 60-02 60G51 60G52 60J65 62M40 × Cite Format Result Cite Review PDF Full Text: Link
Barndorff-Nielsen, O. E.; Pedersen, J. Meta-times and extended subordination. (English. Russian original) Zbl 1260.60088 Theory Probab. Appl. 56, No. 2, 319-327 (2012); translation from Teor. Veroyatn. Primen. 56, No. 2, 398-407 (2011). MSC: 60G51 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Durand, Arnaud; Jaffard, Stéphane Multifractal analysis of Lévy fields. (English) Zbl 1247.60066 Probab. Theory Relat. Fields 153, No. 1-2, 45-96 (2012). MSC: 60G51 60G60 60G17 60D05 28A78 28A80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lü, Xuebin; Huang, Zhiyuan; Dai, Wanyang Generalized fractional Lévy random fields on Gel’fand triple: a white noise approach. (English) Zbl 1288.60086 Front. Math. China 6, No. 3, 493-506 (2011). MSC: 60H40 60E07 60G20 60G51 60G52 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Koroliuk, Volodymyr S. Large deviation problems for Markov random evolution with independent increments in the scheme of asymptotically small diffusion. (English) Zbl 1315.60036 Commun. Stat., Theory Methods 40, No. 19-20, 3385-3395 (2011). MSC: 60F10 60G51 60G60 60J25 × Cite Format Result Cite Review PDF Full Text: DOI
Barndorff-Nielsen, Ole E. Stationary infinitely divisible processes. (English) Zbl 1244.60037 Braz. J. Probab. Stat. 25, No. 3, 294-322 (2011). Reviewer: Miroslav M. Ristic (Niš) MSC: 60G10 60E07 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Covo, Shai Two-parameter Lévy processes along decreasing paths. (English) Zbl 1213.60091 J. Theor. Probab. 24, No. 1, 150-169 (2011). MSC: 60G51 60G60 60E07 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hirsch, Francis; Roynette, Bernard; Yor, Marc Applying Itō’s motto: “Look at the infinite dimensional picture” by constructing sheets to obtain processes increasing in the convex order. (English) Zbl 1274.60052 Period. Math. Hung. 61, No. 1-2, 195-211 (2010). MSC: 60E15 60G44 60G48 60G60 60G15 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Takenaka, Shigeo Stable random fields and geometry. (English) Zbl 1210.60049 Misiewicz, Jolanta K. (ed.), Stability in probability. Selected papers based on the presentations at the 28th international seminar on stability problems for stochastic models, Zakopane, Poland, May 31 – June 5, 2009. Warszawa: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-09-6/pbk). Banach Center Publications 90, 225-241 (2010). MSC: 60G52 60G60 60G51 53C65 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lévy, Thierry Two-dimensional Markovian holonomy fields. (English) Zbl 1200.60003 Astérisque 329. Paris: Société Mathématique de France (SMF) (ISBN 978-2-85629-283-9/hbk). vi, 172 p. (2010). Reviewer: H. M. Mai (Berlin) MSC: 60-02 60G60 60G51 60B15 57Mxx 81T13 81T27 × Cite Format Result Cite Review PDF Full Text: arXiv
Peccati, G.; Solé, J. L.; Taqqu, M. S.; Utzet, F. Stein’s method and normal approximation of Poisson functionals. (English) Zbl 1195.60037 Ann. Probab. 38, No. 2, 443-478 (2010). Reviewer: V. M. Kruglov (Moskva) MSC: 60F05 60G51 60G60 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bingham, N. H. Book review of: M. B. Marcus and J. Rosen, Markov processes, Gaussian processes, and local times. (English) Zbl 1378.00020 J. Am. Stat. Assoc. 104, No. 486, 862 (2009). MSC: 00A17 60-02 60G15 60J40 60J55 60G10 60G17 60G51 60G60 60J05 60J25 60J60 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Buchmann, B. Weighted empirical processes in the nonparametric inference for Lévy processes. (English) Zbl 1282.60049 Math. Methods Stat. 18, No. 4, 281-309 (2009). MSC: 60G51 62G09 62G05 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Ming Lebesgue measure of the range of additive Lévy processes. (English) Zbl 1163.60021 Probab. Theory Relat. Fields 143, No. 3-4, 597-613 (2009). MSC: 60G51 60G60 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
Peccati, Giovanni; Taqqu, Murad S. Limit theorems for multiple stochastic integrals. (English) Zbl 1162.60311 ALEA, Lat. Am. J. Probab. Math. Stat. 4, 393-413 (2008). MSC: 60F05 60G51 60G60 60H05 × Cite Format Result Cite Review PDF
Lijoi, Antonio; Prünster, Igor; Walker, Stephen G. Investigating nonparametric priors with Gibbs structure. (English) Zbl 1252.60048 Stat. Sin. 18, No. 4, 1653-1668 (2008). MSC: 60G60 60E07 60G57 × Cite Format Result Cite Review PDF Full Text: Link
Øksendal, Bernt Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes. (English) Zbl 1153.60037 Q. Appl. Math. 66, No. 3, 521-537 (2008). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 60H40 60G51 60G57 60G60 35R60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Yang, Ming On a theorem in multi-parameter potential theory. (English) Zbl 1128.60042 Electron. Commun. Probab. 12, 267-275 (2007). MSC: 60G60 60G51 60G17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv EuDML
Marcus, Michael B.; Rosen, Jay Markov processes, Gaussian processes, and local times. (English) Zbl 1129.60002 Cambridge Studies in Advanced Mathematics 100. Cambridge: Cambridge University Press (ISBN 0-521-86300-7/hbk). x, 620 p. (2006). Reviewer: René L. Schilling (Dresden) MSC: 60-02 60G15 60J40 60J55 60G10 60G17 60G51 60G60 60J05 60J25 60J60 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Özkan, Fehmi; Schmidt, Thorsten Credit risk with infinite dimensional Lévy processes. (English) Zbl 1125.60069 Stat. Decis. 23, No. 4, 281-299 (2005). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H30 91G40 60H15 60G60 46N30 60G51 × Cite Format Result Cite Review PDF Full Text: DOI Link
Shamarov, N. N. Fourier transforms of distributions of homogeneous random fields with independent increments and complex Markov-Maslov chains. (English. Russian original) Zbl 1113.60021 Math. Notes 75, No. 2, 284-290 (2004); translation from Mat. Zametki 75, No. 2, 311-317 (2004). Reviewer: Alexander Kachurovskij (Novosibirsk) MSC: 60E10 60G51 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Albeverio, Sergio; Lytvynov, Eugene; Mahnig, Andrea A model of the term structure of interest rates based on Lévy fields. (English) Zbl 1151.91471 Stochastic Processes Appl. 114, No. 2, 251-263 (2004). MSC: 91B28 60J75 60H15 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Korolyuk, Vladimir S.; Limnios, Nikolaos Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space. (English) Zbl 1041.60061 Ann. Appl. Probab. 14, No. 1, 489-516 (2004). Reviewer: Dominique Lepingle (Orléans) MSC: 60J55 60B10 60F17 60K10 60G46 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Barndorff-Nielsen, O. E.; Schmiegel, J. Lévy-based spatial-temporal modelling, with applications to turbulence. (English. Russian original) Zbl 1062.60039 Russ. Math. Surv. 59, No. 1, 65-90 (2004); translation from Usp. Mat. Nauk 59, No. 1, 63-90 (2004). Reviewer: Aurel Spătaru (Bucureşti) MSC: 60G35 76F55 62P05 91B28 60E07 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Kochubei, Anatoly N. Analysis and probability over infinite extensions of a local field. II: A multiplicative theory. (English) Zbl 1130.60301 Schikhof, W.H. (ed.) et al., Ultrametric functional analysis. Proceedings of the seventh international conference on \(p\)-adic functional analysis, Nijmegen, The Netherlands, June 17–21, 2002. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-2889-4/pbk). Contemp. Math. 319, 167-177 (2003). Reviewer: Min Ho Lee (Cedar Falls) MSC: 60B99 11S99 60B15 12J25 60G51 43A75 × Cite Format Result Cite Review PDF Full Text: arXiv
Marcus, Michael B.; Rosiński, Jan Sufficient conditions for boundedness of moving average processes. (English) Zbl 1043.60030 Giné, Evariste (ed.) et al., Stochastic inequalities and applications. Selected papers presented at the Euroconference on “Stochastic inequalities and their applications”, Barcelona, June 18–22, 2002. Basel: Birkhäuser (ISBN 3-7643-2197-0/hbk). Prog. Probab. 56, 113-128 (2003). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G17 60G51 60G15 60H05 × Cite Format Result Cite Review PDF
Christensen, Bent Jesper Financial risk modelling and econometric inference. (English) Zbl 1054.91034 Acta Appl. Math. 78, No. 1-3, 73-85 (2003). MSC: 91B28 35K15 62B05 62H25 49L20 60G40 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Mishura, Yu. S.; Zolota, A. V. The structure of martingales generated by restrictions on stochastically continuous fields with independent increments to curves. III. (Ukrainian, English) Zbl 1026.60067 Teor. Jmovirn. Mat. Stat. 65, 136-151 (2001); translation in Theory Probab. Math. Stat. 65, 153-170 (2002). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 60G60 60G44 60J65 × Cite Format Result Cite Review PDF
Mumford, David; Gidas, Basilis Stochastic models for generic images. (English) Zbl 1159.68598 Q. Appl. Math. 59, No. 1, 85-111 (2001). MSC: 68T45 60G60 60G51 60G55 62M40 × Cite Format Result Cite Review PDF Full Text: DOI
Applebaum, D.; Estrade, A. Isotropic Lévy processes on Riemannian manifolds. (English) Zbl 1044.60035 Ann. Probab. 28, No. 1, 166-184 (2000). MSC: 60G51 58J65 60J25 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Mishura, Yu. S.; Zolota, A. V. The structure of martingales generated by restrictions on stochastically continuous fields with independent increments to curves. I. (English. Ukrainian original) Zbl 0986.60041 Theory Probab. Math. Stat. 61, 137-152 (2000); translation from Teor. Jmovirn. Mat. Stat. 61, 131-144 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60G60 60G51 60G44 × Cite Format Result Cite Review PDF
Mishura, Yu. S.; Zolota, A. V. The structure of martingales generated by restrictions of stochastically continuous fields with independent increments to curves. II. (English. Ukrainian original) Zbl 1004.60053 Theory Probab. Math. Stat. 62, 113-126 (2001); translation from Teor. Jmovirn. Mat. Stat. 62, 105-118 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60G60 60J65 60G44 × Cite Format Result Cite Review PDF
Qiu, De Hua Compound generalized Poisson sheets. (Chinese. English summary) Zbl 1504.60082 Math. Theory Appl. 19, No. 1, 54-56 (1999). MSC: 60G60 60G51 × Cite Format Result Cite Review PDF
Brix, Anders Generalized gamma measures and shot-noise Cox processes. (English) Zbl 0957.60055 Adv. Appl. Probab. 31, No. 4, 929-953 (1999). Reviewer: Peter Weiß (Linz) MSC: 60G57 60G60 65C05 60G51 × Cite Format Result Cite Review PDF Full Text: DOI Link