Year of publication
Type of material
Licence
Language
1–20 of 1,870 hits
Sort by:
Sort by:
-
Fluctuation theory for level-dependent Lévy risk processes
Elsevier | 2019|Keywords: Refracted Lévy process, Multi-refracted Lévy process, Level-dependent Lévy process, Lévy process -
Finite Variation of Fractional Lévy Processes
Online Contents | 2011|Keywords: Fractional Lévy process, Lévy process -
Finite Variation of Fractional Lévy Processes
Online Contents | 2011|Keywords: Fractional Lévy process, Lévy process -
The class of distributions associated with the generalized Pollaczek-Khinchine formula
Project Euclid | 2012|Keywords: reflected Lévy process, supremum of a Lévy process, spectrally positive Lévy process, Lévy process with no negative jumps -
Approximate controllability of stochastic differential systems driven by a Lévy process
Taylor & Francis Verlag | 2013|Keywords: Lévy process -
A Note on Wiener–Hopf Factorization for Markov Additive Processes
Free accessOnline Contents | 2012|Keywords: Levy process -
Conditions for a Lévy process to stay positive near 0, in probability
Project Euclid | 2016|Keywords: Lévy process -
A Note on Wiener–Hopf Factorization for Markov Additive Processes
Online Contents | 2012|Keywords: Levy process -
An Euler-Poisson scheme for Lévy driven stochastic differential equations
Project Euclid | 2016|Keywords: meromorphic Lévy process, Lévy process -
On a formula on the potential operators of absorbing Lévy processes in the half space
Elsevier | 2007|Keywords: Lévy process, Absorbing Lévy process, Rotation invariant stable Lévy process -
A comparison of numerical solutions of fractional diffusion models in finance
Elsevier | 2008|Keywords: Lévy process -
Fractional Lévy processes with an application to long memory moving average processes
Project Euclid | 2006|Keywords: fractional Lévy process, Lévy process -
Harnack inequalities for stochastic equations driven by Lévy noise
Elsevier | 2012|Keywords: Lévy process -
Fractional Partial Differential Equations Associated with Lêvy Stable Process
Free accessDOAJ | 2020|Keywords: Lêvy process, fractional Lêvy process -
A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing
Taylor & Francis Verlag | 2010|Keywords: Lévy process, Multivariate Lévy process -
Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data
Taylor & Francis Verlag | 2011|Keywords: Symmetric stable Lévy process -
On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise
Taylor & Francis Verlag | 2009|Keywords: α-stable Lévy process, Lévy process, Series representation of Lévy process
Send my search to (beta)
Send your search query (search terms without filters) to other databases, portals and catalogues to find more interesting hits.
Dimensions:
full data search
or
title and abstract search
Dimensions is a database for abstracts and citations that links information on research funding with the resulting publications, studies and patents.
TIB AV portal
In the TIB AV-Portal, audiovisual media from science and teaching can be foundand own scientific videos can be published.
Specialised Information Service for Mobility and Transport Research (FID move)
Open Research Knowledge Graph (ORKG)
The FID move can be used to search for subject-specific literature, research data and other information from mobility and transport research.
The Open Research Knowledge Graph provides structured descriptions of research content and makes it comparable.
Common Union Catalogue (GVK)
Freely accessible part of the collaborative K10plus catalogue with materials relevant for interlibrary loan and direct delivery services.