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Results: 1 to 23 of 23 found      Go to page: 1

[1] S. V. Bodnarchuk and D. O. Ivanenko. A method for checking efficiency of estimators in statistical models driven by L\'evy's noise. Theor. Probability and Math. Statist. 92 (2016) 1-15.
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[2] Steven N. Evans and Ilya Molchanov. The semigroup of metric measure spaces and its infinitely divisible probability measures. Trans. Amer. Math. Soc.
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[3] Ariel Neufeld and Marcel Nutz. Nonlinear L\'evy processes and their characteristics. Trans. Amer. Math. Soc.
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[4] Yu. S. Mishura, O. Yu. Ragulina and O. M. Stroev. Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Theor. Probability and Math. Statist. 91 (2015) 131-143.
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[5] Víctor Rivero. Entrance laws for positive self-similar Markov processes. Contemporary Mathematics 656 (2016) 119-140.
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[6] Marcin Magdziarz and Tomasz Zorawik. Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, L\'evy noise and space-time-dependent coefficients. Proc. Amer. Math. Soc. 144 (2016) 1767-1778.
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[7] Y. Mishura and V. Zubchenko. Properties of integrals with respect to fractional Poisson processes with compact kernels. Theor. Probability and Math. Statist. 89 (2014) 143-152.
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[8] Victoria Knopova. Compound kernel estimates for the transition probability density of a L\'evy process in $\mathbb R^n$. Theor. Probability and Math. Statist. 89 (2014) 57-70.
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[9] Boris Buchmann, Ross A. Maller and David M. Mason. Laws of the iterated logarithm for self-normalised L\'evy processes at zero. Trans. Amer. Math. Soc. 367 (2015) 1737-1770.
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[10] A. G. Moroz. Properties of the optimal stopping domain in the L\'evy model. Theor. Probability and Math. Statist. 87 (2013) 163-170.
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[11] Panki Kim and Ante Mimica. Green function estimates for subordinate Brownian motions: Stable and beyond. Trans. Amer. Math. Soc. 366 (2014) 4383-4422.
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[12] Arturo Kohatsu-Higa, Salvador Ortiz-Latorre and Peter Tankov. Optimal simulation schemes for L\'evy driven stochastic differential equations. Math. Comp. 83 (2014) 2293-2324.
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[13] S. V. Bodnarchuk and O. M. Kulik. Stochastic control based on time-change transformations for stochastic processes with L\'evy noise. Theor. Probability and Math. Statist. 86 (2013) 13-31.
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[14] Laurent E. Calvet and Adlai J. Fisher. Extreme Risk and Fractal Regularity in Finance. Contemporary Mathematics 601 (2013) 65-94.
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[15] A. G. Moroz and G. M. Shevchenko. The structure of the stopping region in a L\'{e}vy model. Theor. Probability and Math. Statist. 84 (2012) 107-115.
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[16] Emmanuel Roy. Poisson-Pinsker factor and infinite measure preserving group actions. Proc. Amer. Math. Soc. 138 (2010) 2087-2094. MR 2596046.
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[17] Ross Maller and David M. Mason. Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes. Trans. Amer. Math. Soc. 362 (2010) 2205-2248. MR 2574893.
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[18] Sonia Fourati. Fluctuations of Lévy processes and scattering theory. Trans. Amer. Math. Soc. 362 (2010) 441-475. MR 2550159.
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[19] Bernt Øksendal. Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes. Quart. Appl. Math. 66 (2008) 521-537. MR 2445527.
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[20] Toshiro Watanabe. Asymptotic estimates of multi-dimensional stable densities and their applications. Trans. Amer. Math. Soc. 359 (2007) 2851-2879. MR 2286060.
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[21] A. M. Kulik. Malliavin calculus for Lévy processes with arbitrary Lévy measures. Theor. Probability and Math. Statist. 72 (2006) 75-92. MR 2168138.
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[22] Tadeusz Kulczycki and Bartlomiej Siudeja. Intrinsic ultracontractivity of the Feynman-Kac semigroup for relativistic stable processes. Trans. Amer. Math. Soc. 358 (2006) 5025-5057. MR 2231884.
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[23] Y. Gordon, A. E. Litvak, C. Schütt and E. Werner. On the minimum of several random variables. Proc. Amer. Math. Soc. 134 (2006) 3665-3675. MR 2240681.
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Results: 1 to 23 of 23 found      Go to page: 1


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