Limit theorems for stochastic exponentials of matrix-valued Lévy processes
Fuente:
arXiv
Saved in:
| Main Authors: | Behme, Anita, Mentemeier, Sebastian |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Lévy Langevin Monte Carlo for sampling from heavy-tailed target distributions
by: Behme, Anita, et al.
Published: (2025)
by: Behme, Anita, et al.
Published: (2025)
A Poisson representation of the positive sojourn time of Lévy processes
by: Pitters, Helmut H.
Published: (2025)
by: Pitters, Helmut H.
Published: (2025)
Existence and uniqueness for singular stochastic differential equations with piecewise well-behaved coefficients
by: Mazzonetto, Sara, et al.
Published: (2026)
by: Mazzonetto, Sara, et al.
Published: (2026)
Duals and inverse flows of generalized Ornstein-Uhlenbeck processes
by: Behme, Anita, et al.
Published: (2025)
by: Behme, Anita, et al.
Published: (2025)
Limit theorems for first passage times of multivariate perpetuity sequences
by: Mentemeier, Sebastian, et al.
Published: (2023)
by: Mentemeier, Sebastian, et al.
Published: (2023)
Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches
by: Behme, Anita
Published: (2024)
by: Behme, Anita
Published: (2024)
Maxima of stationary systems of randomly time-changed Lévy particles
by: Scheffel, Ioan
Published: (2026)
by: Scheffel, Ioan
Published: (2026)
Martingale Problem and Quadratic Family
by: Wang, Haoming
Published: (2025)
by: Wang, Haoming
Published: (2025)
Regularity of multiplicative processes on infinite-dimensional Lie groups
by: Behme, Anita, et al.
Published: (2025)
by: Behme, Anita, et al.
Published: (2025)
Some FKG inequalities for stochastic processes
by: Legrand, Alexandre
Published: (2024)
by: Legrand, Alexandre
Published: (2024)
Rare events in a polling system: Rays and Spirals
by: Foley, Robert D., et al.
Published: (2024)
by: Foley, Robert D., et al.
Published: (2024)
Explosion rates for continuous-state branching processes in a Lévy environment
by: Cardona-Tobón, Natalia, et al.
Published: (2023)
by: Cardona-Tobón, Natalia, et al.
Published: (2023)
Invariant measures for the box-ball system based on stationary Markov chains and periodic Gibbs measures
by: Croydon, David A., et al.
Published: (2019)
by: Croydon, David A., et al.
Published: (2019)
1D stochastic pressure equation with log-correlated Gaussian coefficients
by: Avelin, Benny, et al.
Published: (2024)
by: Avelin, Benny, et al.
Published: (2024)
Study of discrete-time Hawkes process and its compensator
by: Sarma, Utpal Jyoti Deba, et al.
Published: (2024)
by: Sarma, Utpal Jyoti Deba, et al.
Published: (2024)
A class of d-dimensional directed polymers in a Gaussian environment
by: Chen, Le, et al.
Published: (2026)
by: Chen, Le, et al.
Published: (2026)
Some quenched and annealed limit theorems of superprocesses in random environments
by: Fan, Zeteng, et al.
Published: (2024)
by: Fan, Zeteng, et al.
Published: (2024)
Stochastic integration with respect to a Lévy basis
by: Riedle, Markus
Published: (2026)
by: Riedle, Markus
Published: (2026)
Strong local nondeterminism for stochastic time-fractional slow and fast diffusion equations
by: Chen, Le, et al.
Published: (2026)
by: Chen, Le, et al.
Published: (2026)
Extending the noise of splitting to its completion and stability of Brownian maxima
by: Vidmar, Matija, et al.
Published: (2024)
by: Vidmar, Matija, et al.
Published: (2024)
Limit theorems for anisotropic functionals of stationary Gaussian fields with Gneiting covariance function
by: Leonenko, Nikolai, et al.
Published: (2026)
by: Leonenko, Nikolai, et al.
Published: (2026)
Probability inequalities for strongly left-invariant metric semigroups/monoids, including all Lie groups
by: Khare, Apoorva
Published: (2023)
by: Khare, Apoorva
Published: (2023)
Limit theorems for stochastic Volterra processes
by: Bianchi, Luigi Amedeo, et al.
Published: (2025)
by: Bianchi, Luigi Amedeo, et al.
Published: (2025)
Tail behavior of Markov-modulated generalized Ornstein-Uhlenbeck processes
by: Alsmeyer, Gerold, et al.
Published: (2026)
by: Alsmeyer, Gerold, et al.
Published: (2026)
Poissonization-based collision threshold derivation for random walks on lattices
by: Burton, Zachary
Published: (2025)
by: Burton, Zachary
Published: (2025)
Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes
by: Tappe, Stefan
Published: (2019)
by: Tappe, Stefan
Published: (2019)
Stochastic Volterra Equations for Local Times of Spectrally Positive Lévy Processes with Gaussian Components
by: Xu, Wei
Published: (2024)
by: Xu, Wei
Published: (2024)
Regularisation of cylindrical Lévy processes in Besov spaces
by: Griffiths, Matthew, et al.
Published: (2024)
by: Griffiths, Matthew, et al.
Published: (2024)
Reinforced Galton-Watson processes II: Large time behaviors
by: Bertoin, Jean, et al.
Published: (2023)
by: Bertoin, Jean, et al.
Published: (2023)
Asymptotic Results for Spectrally Positive Compound Poisson Processes
by: Cui, Zhi-Hao, et al.
Published: (2026)
by: Cui, Zhi-Hao, et al.
Published: (2026)
Large Deviations for Stochastic Differential Equations Driven by Semimartingales
by: Huang, Qiao, et al.
Published: (2019)
by: Huang, Qiao, et al.
Published: (2019)
Stochastic curve shortening flow driven by a transport-type pure jump Lévy noise
by: Ge, Xiaotian, et al.
Published: (2026)
by: Ge, Xiaotian, et al.
Published: (2026)
Stochastic partial differential equations for superprocesses in random environments
by: Hong, Jieliang, et al.
Published: (2024)
by: Hong, Jieliang, et al.
Published: (2024)
Transport equation driven by a stochastic measure
by: Radchenko, Vadym
Published: (2024)
by: Radchenko, Vadym
Published: (2024)
Averaging principle for equation driven by a stochastic measure
by: Radchenko, Vadym
Published: (2018)
by: Radchenko, Vadym
Published: (2018)
Stratonovich-type integral with respect to a general stochastic measure
by: Radchenko, Vadym
Published: (2016)
by: Radchenko, Vadym
Published: (2016)
Stochastic evolution equations driven by arbitrary cylindrical Lévy processes
by: Bodó, Gergely, et al.
Published: (2026)
by: Bodó, Gergely, et al.
Published: (2026)
Global well-posedness for hyperbolic SPDEs with non-Lipschitz coefficients driven by space-time Lévy white noise
by: Balan, Raluca M., et al.
Published: (2025)
by: Balan, Raluca M., et al.
Published: (2025)
Optimal Rates for Ergodic SDEs Driven by Multiplicative $α$-Stable Processes in Wasserstein-1 distance
by: Jin, Xinghu, et al.
Published: (2025)
by: Jin, Xinghu, et al.
Published: (2025)
Yamada-Watanabe uniqueness results for SPDEs driven by Wiener and pure jump processes
by: Fahim, Kistosil, et al.
Published: (2025)
by: Fahim, Kistosil, et al.
Published: (2025)
Similar Items
-
Lévy Langevin Monte Carlo for sampling from heavy-tailed target distributions
by: Behme, Anita, et al.
Published: (2025) -
A Poisson representation of the positive sojourn time of Lévy processes
by: Pitters, Helmut H.
Published: (2025) -
Existence and uniqueness for singular stochastic differential equations with piecewise well-behaved coefficients
by: Mazzonetto, Sara, et al.
Published: (2026) -
Duals and inverse flows of generalized Ornstein-Uhlenbeck processes
by: Behme, Anita, et al.
Published: (2025) -
Limit theorems for first passage times of multivariate perpetuity sequences
by: Mentemeier, Sebastian, et al.
Published: (2023)