A limit theorem for generalized tempered stable processes and their quadratic variations with stable index tending to two
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Fukasawa, Masaaki, Hirokane, Mikio |
|---|---|
| Format: | Preprint |
| Publié: |
2023
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
The compact support property for solutions to stochastic heat equations with stable noise
par: Hughes, Thomas
Publié: (2022)
par: Hughes, Thomas
Publié: (2022)
Exponential stock models driven by tempered stable processes
par: Küchler, Uwe, et autres
Publié: (2019)
par: Küchler, Uwe, et autres
Publié: (2019)
SPDEs driven by standard symmetric $α$-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
par: Bodó, Gergely, et autres
Publié: (2024)
par: Bodó, Gergely, et autres
Publié: (2024)
Gaussian Volterra processes as models of electricity markets
par: Mishura, Yuliya, et autres
Publié: (2023)
par: Mishura, Yuliya, et autres
Publié: (2023)
$α$-stable Lévy processes entering the half space or a slab
par: Kyprianou, Andreas E., et autres
Publié: (2024)
par: Kyprianou, Andreas E., et autres
Publié: (2024)
Small-time heat decay for stable processes on fractal drums
par: Park, Hyunchul, et autres
Publié: (2026)
par: Park, Hyunchul, et autres
Publié: (2026)
Perturbation of an alpha-stable type stochastic process by a pseudo-gradient
par: Boiko, Mykola, et autres
Publié: (2023)
par: Boiko, Mykola, et autres
Publié: (2023)
Strong and weak convergence rates for fully coupled multiscale stochastic differential equations driven by $α$-stable processes
par: Yin, Kun
Publié: (2025)
par: Yin, Kun
Publié: (2025)
SDE driven by cylindrical $α$-stable process with distributional drift
par: Hao, Zimo, et autres
Publié: (2023)
par: Hao, Zimo, et autres
Publié: (2023)
Stochastic homogenization of stable-like process with divergence free drift
par: Chen, Xin, et autres
Publié: (2025)
par: Chen, Xin, et autres
Publié: (2025)
Stable and tempered stable distributions and processes: an overview toward trajectory simulation
par: Jalal, Taher
Publié: (2024)
par: Jalal, Taher
Publié: (2024)
Central limit theorems describing isolation by distance under various forms of power-law dispersal
par: Forien, Raphaël, et autres
Publié: (2022)
par: Forien, Raphaël, et autres
Publié: (2022)
Criteria for the absence of arbitrage in general diffusion markets
par: Criens, David, et autres
Publié: (2023)
par: Criens, David, et autres
Publié: (2023)
A large deviation principle for the normalized excursion of $α$-stable Lévy processes without negative jumps
par: Dort, Léo, et autres
Publié: (2023)
par: Dort, Léo, et autres
Publié: (2023)
A generalized central limit theorem for critical marked Hawkes processes
par: Talarczyk, Anna
Publié: (2025)
par: Talarczyk, Anna
Publié: (2025)
Fast and explicit European option pricing under tempered stable processes
par: Agazzotti, Gaetano, et autres
Publié: (2025)
par: Agazzotti, Gaetano, et autres
Publié: (2025)
Symmetry and functional inequalities for stable Lévy-type operators
par: Huang, Lu-Jing, et autres
Publié: (2023)
par: Huang, Lu-Jing, et autres
Publié: (2023)
Mean field limits of interacting particle systems with positive stable jumps
par: Loukianova, Dasha, et autres
Publié: (2023)
par: Loukianova, Dasha, et autres
Publié: (2023)
Asymptotics of survival probabilities and lower tail probability problem
par: Boyarchenko, Svetlana, et autres
Publié: (2025)
par: Boyarchenko, Svetlana, et autres
Publié: (2025)
Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
par: Friesen, Martin, et autres
Publié: (2024)
par: Friesen, Martin, et autres
Publié: (2024)
Higher-Order Multifractional Stable Motion: Definition and Fundamental Properties
par: Lechiheb, Atef
Publié: (2026)
par: Lechiheb, Atef
Publié: (2026)
Functional quantization of rough volatility and applications to volatility derivatives
par: Bonesini, Ofelia, et autres
Publié: (2021)
par: Bonesini, Ofelia, et autres
Publié: (2021)
Dynkin Games for Lévy Processes
par: Aspirot, Laura, et autres
Publié: (2024)
par: Aspirot, Laura, et autres
Publié: (2024)
No arbitrage and the existence of ACLMMs in general diffusion models
par: Criens, David, et autres
Publié: (2024)
par: Criens, David, et autres
Publié: (2024)
Global well-posedness for hyperbolic SPDEs with non-Lipschitz coefficients driven by space-time Lévy white noise
par: Balan, Raluca M., et autres
Publié: (2025)
par: Balan, Raluca M., et autres
Publié: (2025)
Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model
par: Baños, David R., et autres
Publié: (2023)
par: Baños, David R., et autres
Publié: (2023)
Mild solutions of HJB equations associated with cylindrical stable Lévy noise in infinite dimensions
par: Bondi, Alessandro, et autres
Publié: (2025)
par: Bondi, Alessandro, et autres
Publié: (2025)
On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula
par: Das, Kaustav, et autres
Publié: (2021)
par: Das, Kaustav, et autres
Publié: (2021)
Functional limit theorems for edge counts in dynamic random connection hypergraphs
par: Hirsch, Christian, et autres
Publié: (2025)
par: Hirsch, Christian, et autres
Publié: (2025)
Strassen's theorem for biased convex order
par: Acciaio, Beatrice, et autres
Publié: (2025)
par: Acciaio, Beatrice, et autres
Publié: (2025)
A Limit Order Book Model for High Frequency Trading with Rough Volatility
par: Chen-Shue, Yun, et autres
Publié: (2024)
par: Chen-Shue, Yun, et autres
Publié: (2024)
Strong propagation of chaos for systems of interacting particles with nearly stable jumps
par: Löcherbach, Eva, et autres
Publié: (2024)
par: Löcherbach, Eva, et autres
Publié: (2024)
Rough Bergomi turns grey
par: Jacquier, Antoine, et autres
Publié: (2025)
par: Jacquier, Antoine, et autres
Publié: (2025)
Affine realizations with affine state processes for stochastic partial differential equations
par: Tappe, Stefan
Publié: (2019)
par: Tappe, Stefan
Publié: (2019)
Existence of affine realizations for stochastic partial differential equations driven by Lévy processes
par: Tappe, Stefan
Publié: (2019)
par: Tappe, Stefan
Publié: (2019)
From constant to rough: A survey of continuous volatility modeling
par: Di Nunno, Giulia, et autres
Publié: (2023)
par: Di Nunno, Giulia, et autres
Publié: (2023)
The second fluctuation-dissipation theorem for the generalized Langevin equation
par: Hanke, Martin
Publié: (2025)
par: Hanke, Martin
Publié: (2025)
Wide stable neural networks: Sample regularity, functional convergence and Bayesian inverse problems
par: Soto, Tomás
Publié: (2024)
par: Soto, Tomás
Publié: (2024)
$L^{α-1}$ distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric $α$-stable process
par: Nakagawa, Takuya
Publié: (2025)
par: Nakagawa, Takuya
Publié: (2025)
Log-concavity and concentration bounds for a single gap between GUE eigenvalues
par: Johnston, Samuel G. G.
Publié: (2026)
par: Johnston, Samuel G. G.
Publié: (2026)
Documents similaires
-
The compact support property for solutions to stochastic heat equations with stable noise
par: Hughes, Thomas
Publié: (2022) -
Exponential stock models driven by tempered stable processes
par: Küchler, Uwe, et autres
Publié: (2019) -
SPDEs driven by standard symmetric $α$-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
par: Bodó, Gergely, et autres
Publié: (2024) -
Gaussian Volterra processes as models of electricity markets
par: Mishura, Yuliya, et autres
Publié: (2023) -
$α$-stable Lévy processes entering the half space or a slab
par: Kyprianou, Andreas E., et autres
Publié: (2024)