Saved in:
| Main Authors: | Azmoodeh, Ehsan, Beelders, Noah, Mishura, Yuliya |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2406.02248 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Quasihelix properties of selected Volterra Gaussian processes
by: Mishura, Yuliya, et al.
Published: (2026)
by: Mishura, Yuliya, et al.
Published: (2026)
Differential Shannon and Rényi entropies revisited
by: Mishura, Yuliya, et al.
Published: (2025)
by: Mishura, Yuliya, et al.
Published: (2025)
Existence and uniqueness theorems for solutions of McKean--Vlasov stochastic equations
by: Mishura, Yuliya S., et al.
Published: (2016)
by: Mishura, Yuliya S., et al.
Published: (2016)
Discrete-time weak approximation of a Black-Scholes model with drift and volatility Markov switching
by: Golomoziy, Vitaliy, et al.
Published: (2025)
by: Golomoziy, Vitaliy, et al.
Published: (2025)
Driven by Brownian motion Cox-Ingersoll-Ross and squared Bessel processes: interaction and phase transition
by: Mishura, Yuliya, et al.
Published: (2024)
by: Mishura, Yuliya, et al.
Published: (2024)
Entropy of Wiener integrals with respect to fractional Brownian motion
by: Bodnarchuk, Iryna, et al.
Published: (2025)
by: Bodnarchuk, Iryna, et al.
Published: (2025)
Lévy processes under level-dependent Poissonian switching
by: Beelders, Noah, et al.
Published: (2025)
by: Beelders, Noah, et al.
Published: (2025)
Lévy processes with partially stochastic resetting
by: Palmowski, Zbigniew, et al.
Published: (2026)
by: Palmowski, Zbigniew, et al.
Published: (2026)
Option pricing in Sandwiched Volterra Volatility model
by: Di Nunno, Giulia, et al.
Published: (2022)
by: Di Nunno, Giulia, et al.
Published: (2022)
Properties of the Shannon, Rényi and other entropies: dependence in parameters, robustness in distributions and extremes
by: Bodnarchuk, Iryna, et al.
Published: (2024)
by: Bodnarchuk, Iryna, et al.
Published: (2024)
Parameter estimation of integrated fractional Brownian motion
by: Mastrogiovanni, Marco, et al.
Published: (2025)
by: Mastrogiovanni, Marco, et al.
Published: (2025)
Fractional Gaussian noise: Projections, prediction, norms
by: Bodnarchuk, Iryna, et al.
Published: (2024)
by: Bodnarchuk, Iryna, et al.
Published: (2024)
Polynomial Stein operators: a noncommutative algebra perspective
by: Azmoodeh, Ehsan, et al.
Published: (2022)
by: Azmoodeh, Ehsan, et al.
Published: (2022)
Entropies of the Poisson distribution as functions of intensity: "normal" and "anomalous" behavior
by: Finkelshtein, Dmitri, et al.
Published: (2024)
by: Finkelshtein, Dmitri, et al.
Published: (2024)
Drift parameter estimation in the double mixed fractional Brownian model via solutions of Fredholm equations with singular kernels
by: Mishura, Yuliya, et al.
Published: (2026)
by: Mishura, Yuliya, et al.
Published: (2026)
Entropies of Cox-Ingersoll-Ross and Bessel processes as functions of time and of related parameters
by: Kucha, Ivan, et al.
Published: (2025)
by: Kucha, Ivan, et al.
Published: (2025)
Gatheral double stochastic volatility model with Skorokhod reflection
by: Mishura, Yuliya, et al.
Published: (2025)
by: Mishura, Yuliya, et al.
Published: (2025)
Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
by: Mishura, Yuliya, et al.
Published: (2024)
by: Mishura, Yuliya, et al.
Published: (2024)
Gaussian Volterra processes as models of electricity markets
by: Mishura, Yuliya, et al.
Published: (2023)
by: Mishura, Yuliya, et al.
Published: (2023)
Hadamard fractional Brownian motion: path properties and Wiener integration
by: Beghin, Luisa, et al.
Published: (2025)
by: Beghin, Luisa, et al.
Published: (2025)
Properties of the entropic risk measure EVaR in relation to selected distributions
by: Mishura, Yuliya, et al.
Published: (2024)
by: Mishura, Yuliya, et al.
Published: (2024)
Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter
by: Braiman, Volodymyr, et al.
Published: (2024)
by: Braiman, Volodymyr, et al.
Published: (2024)
From constant to rough: A survey of continuous volatility modeling
by: Di Nunno, Giulia, et al.
Published: (2023)
by: Di Nunno, Giulia, et al.
Published: (2023)
Functional limit theorems for a time-changed multidimensional Wiener process
by: Mishura, Yuliia, et al.
Published: (2025)
by: Mishura, Yuliia, et al.
Published: (2025)
Generalized Families of Fractional Stochastic Dominance
by: Azmoodeh, Ehsan, et al.
Published: (2023)
by: Azmoodeh, Ehsan, et al.
Published: (2023)
Introduction to Quantum Groups and Yang-Baxter Equation For Probabilists
by: Kuan, Jeffrey
Published: (2025)
by: Kuan, Jeffrey
Published: (2025)
Probabilistic $(m,n)$-Parking Functions
by: Harris, Pamela E., et al.
Published: (2025)
by: Harris, Pamela E., et al.
Published: (2025)
The Donsker-Varadhan Action Functional for Probabilistic Cellular Automata
by: Eizenberg, Alex
Published: (2025)
by: Eizenberg, Alex
Published: (2025)
Probabilistic Correlation Functions of the Schwarzian Field Theory
by: Losev, Ilya
Published: (2024)
by: Losev, Ilya
Published: (2024)
Logarithmic Sobolev inequalities for generalised Cauchy measures
by: Huguet, Baptiste Nicolas
Published: (2024)
by: Huguet, Baptiste Nicolas
Published: (2024)
Convergence rate of the diagonal-valued Cauchy-transform for permutation invariant random matrices
by: Imbert, Alexis
Published: (2026)
by: Imbert, Alexis
Published: (2026)
A Probabilistic Interpretation of the Master Equation Arising from Mean Field Games with Jump Diffusion
by: Liu, Jiusheng, et al.
Published: (2026)
by: Liu, Jiusheng, et al.
Published: (2026)
Cluster and statistical analysis of spatial earthquake patterns in the South Caucasus region
by: Skurativskyi, Sergii, et al.
Published: (2025)
by: Skurativskyi, Sergii, et al.
Published: (2025)
Cauchy-Born Rule from Microscopic Models with Non-convex Potentials
by: Adams, Stefan, et al.
Published: (2019)
by: Adams, Stefan, et al.
Published: (2019)
Non symmetric Cauchy kernel, crystals and last passage percolation
by: Azenhas, Olga, et al.
Published: (2022)
by: Azenhas, Olga, et al.
Published: (2022)
Functional Stochastic Differential Equations with Positivity Constraints Driven by Fractional Brownian Motion
by: Monir, Chadad
Published: (2024)
by: Monir, Chadad
Published: (2024)
Proof of the Diaconis--Freedman Conjecture on partially-exchangeable processes
by: Halberstam, Noah, et al.
Published: (2024)
by: Halberstam, Noah, et al.
Published: (2024)
Kaminsky Type Functional Equations and Bivariate Residual Lifetimes Distributions
by: Mulinacci, Sabrina, et al.
Published: (2025)
by: Mulinacci, Sabrina, et al.
Published: (2025)
Cholesky decomposition and well-posedness of Cauchy problem for Fokker-Planck equations with unbounded coefficients
by: Lee, Haesung
Published: (2025)
by: Lee, Haesung
Published: (2025)
Poincar{é} inequalities and integrated curvature-dimension criterion for generalised Cauchy and convex measures
by: Huguet, Baptiste Nicolas
Published: (2023)
by: Huguet, Baptiste Nicolas
Published: (2023)
Similar Items
-
Quasihelix properties of selected Volterra Gaussian processes
by: Mishura, Yuliya, et al.
Published: (2026) -
Differential Shannon and Rényi entropies revisited
by: Mishura, Yuliya, et al.
Published: (2025) -
Existence and uniqueness theorems for solutions of McKean--Vlasov stochastic equations
by: Mishura, Yuliya S., et al.
Published: (2016) -
Discrete-time weak approximation of a Black-Scholes model with drift and volatility Markov switching
by: Golomoziy, Vitaliy, et al.
Published: (2025) -
Driven by Brownian motion Cox-Ingersoll-Ross and squared Bessel processes: interaction and phase transition
by: Mishura, Yuliya, et al.
Published: (2024)