CiteULike: ansobol's levy-process [33 articles]

	Concave majorant of stochastic processes and structure of shocks in Burgers turbulence [My Copy] (6 Sep 2009) by Raphael Lachieze-Rey posted to random levy-process convex burgers by ansobol on 2009-09-09 12:29:56 as
	Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process [My Copy] (22 Jul 2008) by Shota Gugushvili posted to estimation levy-process statistics by ansobol on 2008-07-23 11:03:49 as
	Asymptotics for first-passage times of Lévy processes and random walks [My Copy] (5 Dec 2007) by Denis Denisov, Vsevolod Shneer posted to large-deviation levy-process by ansobol on 2007-12-07 07:14:22 as
	Malliavin calculus and Clark-Ocone formula for functionals of a square-integrable Lévy process [My Copy] (25 Jul 2007) by Jean-François Renaud, Bruno Rémillard posted to levy-process malliavin-calculus by ansobol on 2007-07-26 08:23:13 as
	The coding complexity of Lévy processes [My Copy] (20 Jul 2007) by Frank Aurzada, Steffen Dereich posted to complexity information levy-process probability-course by ansobol on 2007-07-23 18:12:55 as
	$My PDF tarasov_07_fractional.pdf$ Fractional Generalization of Kac Integral [My Copy] (7 May 2007) by Vasily E. Tarasov, George M. Zaslavsky posted to levy levy-process path-intergral by ansobol on 2007-05-08 07:01:46 as
	Continuous time random walk and parametric subordination in fractional diffusion [My Copy] (6 Jan 2007) by Rudolf Gorenflo, Francesco Mainardi, Alessandro Vivoli posted to markov-process levy-process ctrw by ansobol on 2007-01-09 20:32:05 as
	Feller Semigroups Obtained by Variable Order Subordination [My Copy] (2 Aug 2006) by Kristian P. Evans posted to feller levy-process pseudodifferential by ansobol on 2006-08-03 11:31:08 as
	Median, Concentration and Fluctuation for Lévy Processes [My Copy] (3 Jul 2006) by C. Houdré, P. Marchal posted to levy-process by ansobol on 2006-07-04 08:55:12 as
	The Feynman graph representation of convolution semigroups and its applications to Levy statistics [My Copy] (12 Jan 2006) by H. Gottschalk, B. Smii, H. Thaler posted to feynman levy-process perturbative-expansion by ansobol on 2006-01-14 11:36:13 as along with 1 person pqnelson
	Handbook of Heavy Tailed Distributions in Finance [My Copy] (01 February 2003) by S. T. Rachev edited by S. T. Rachev posted to finance levy levy-process pareto statistics by ansobol on 2005-12-15 15:19:22 as along with 3 people Scis0000002 joeionnojitsu RobHayward
	Chaotic States and Stochastic Integration in Quantum Systems [My Copy] (13 Dec 2005) by V. P. Belavkin posted to levy-process quantum stochastic-integral by ansobol on 2005-12-14 14:34:25 as
	Levy processes: Capacity and Hausdorff dimension [My Copy] (2 Dec 2005) by Davar Khoshnevisan, Yimin Xiao posted to hausdorff-dimension levy-process by ansobol on 2005-12-05 10:25:40 as
	$My PDF chen_05_fractional.pdf$ Fractional and fractal derivatives modeling of turbulence [My Copy] (30 Nov 2005) by Wen Chen posted to fractal fractional-calculus kolmogorov levy-process turbulence by ansobol on 2005-12-01 08:28:21 as
	Exponential functionals of Levy processes [My Copy] (10 Nov 2005) by Jean Bertoin, Marc Yor posted to levy-process by ansobol on 2005-11-11 13:43:00 as
	Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process [My Copy] (30 Sep 2005) by Fabien Panloup posted to levy-process sde by ansobol on 2005-10-04 18:52:39 as
	Random Trees, Levy Processes and Spatial Branching Processes [My Copy] (23 Sep 2005) by Thomas Duquesne, Jean-Francois Le Gall posted to levy-process random random-tree tree by ansobol on 2005-09-26 13:07:22 as along with 1 person larrard
	Growth of Levy trees [My Copy] (22 Sep 2005) by Thomas Duquesne, Matthias Winkel posted to gromov levy levy-process metric-space random-tree tree by ansobol on 2005-09-23 18:17:42 as
	Lévy processes---from probability to finance and quantum groups [My Copy] Notices Amer. Math. Soc., Vol. 51, No. 11. (2004), pp. 1336-1347. by David Applebaum posted to khintchine levy-process by ansobol on 2005-09-15 14:10:40 as along with 1 person abelikoff
	Brownian motion on time scales, basic hypergeometric functions, and some continued fractions of Ramanujan [My Copy] (12 Sep 2005) by Shankar Bhamidi, Steven N. Evans, Ron Peled, Peter Ralph posted to brownian-motion levy-process q ramanujan by ansobol on 2005-09-14 16:20:54 as
	Stochastic Loewner evolution driven by Levy processes [My Copy] (7 Sep 2005) by I. Rushkin, P. Oikonomou, L. P. Kadanoff, I. A. Gruzberg posted to levy-process sle by ansobol on 2005-09-09 16:44:03 as
	Levy processes: Hitting time, overshoot and undershoot II - Asymptotic behaviour [My Copy] (10 Jul 2005) by Bernard Roynette, Pierre Vallois, Agnes Volpi posted to levy-process by ansobol on 2005-07-12 10:35:57 as
	Levy Processes: Hitting time, overshoot and undershoot - part I: Functional equations [My Copy] (2 Jul 2005) by Bernard Roynette, Pierre Vallois, Agnes Volpi posted to levy-process by ansobol on 2005-07-06 10:34:42 as
	Levy-Kolmogorov scaling of turbulence [My Copy] (15 June 2005) by W. Chen, H. Zhou posted to 3d kolmogorov levy levy-process turbulence by ansobol on 2005-06-16 14:11:06 as
	Delay differential equations driven by Levy processes: stationarity and Feller properties [My Copy] (31 May 2005) by M. Reiss, M. Riedle, O. v. van Gaans posted to delay levy-process by ansobol on 2005-06-01 09:52:57 as
	Sinai's condition for real valued Lévy processes [My Copy] (24 May 2005) by Victor Rivero posted to levy-process sinai by ansobol on 2005-05-25 15:45:48 as
	Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications [My Copy] Physics Reports, Vol. 195 (1990), pp. 127-293. by J. Bouchaud, A. Georges posted to levy-process probability-course by ansobol on 2005-04-22 10:51:19 as
	On 1/f noise and other distributions with long tails [My Copy] Proceedings of the National Academy of Sciences of the USA, Vol. 79, No. 10. (May 1982), pp. 3380-3383. by Elliott W. Montroll, Michael F. Shlesinger posted to 1f-noise levy-process probability by ansobol on 2005-04-22 10:49:30 as
	On processes which are infinitely divisible with respect to time [My Copy] (20 April 2005) by Roger Mansuy posted to infinite-divisibility levy-process by ansobol on 2005-04-21 16:02:34 as
	The heat equation with multiplicative stable Lévy noise [My Copy] (1 April 2005) by Carl Mueller, Leonid Mytnik, Aurel Stan posted to heat-equation levy-process by ansobol on 2005-04-04 13:57:47 as
	Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications [My Copy] Physics Reports, Vol. 195, No. 4-5. (November 1990), pp. 127-293. by J. Bouchaud posted to levy-process by ansobol on 2005-03-25 10:53:24 as along with 3 people mc1975 leonidov ARobson
	Lévy processes and Jacobi fields [My Copy] (9 March 2005) by Eugene Lytvynov posted to levy-process riemannian-manifold by ansobol on 2005-03-10 19:44:06 as
	The Schroedinger Problem, Levy Processes Noise in Relativistic Quantum Mechanics [My Copy] (9 May 1995) by P. Garbaczewski, J. R. Klauder, R. Olkiewicz posted to levy-process quantum-relativity relativity by ansobol on 2005-02-01 17:13:39 as

ansobol's levy-process [33 articles] Export

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