Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
26 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Short-time behavior of solutions to Lévy-driven stochastic differential equations;Journal of Applied Probability;2023-01-12
2. Extensions of Regularity for a Lévy Process;Theory of Probability & Its Applications;2018-01
3. Strong laws at zero for trimmed Lévy processes;Electronic Journal of Probability;2015-01-01
4. The Wiener–Hopf Factorisation;Fluctuations of Lévy Processes with Applications;2014
5. General Storage Models and Paths of Bounded Variation;Fluctuations of Lévy Processes with Applications;2014