Limit theorems for multipower variations of Lévy driven and fractional-Lévy-motion driven processes

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: Dortmund, Technische Universität, Dissertation, 2019

Keyword: Variations
Motion
Lévy-Prozess
Grenzwertsatz

Event: Veröffentlichung

(where): Dortmund

(who): Universitätsbibliothek Dortmund

(when): 2019

Creator: Pessik, Andre

Contributor: Woerner, Jeannette
Dehling, Herold

Handle: 2003/38112

URN: urn:nbn:de:101:1-2019062803423267420376

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:57 AM CEST

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Pessik, Andre
Woerner, Jeannette
Dehling, Herold
Universitätsbibliothek Dortmund

Time of origin

2019

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Limit theorems for multipower variations of Lévy driven and fractional-Lévy-motion driven processes

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Other Objects (12)

Support Theorem for Lévy-driven Stochastic Differential Equations

Limit theorems of the power variation of fractional Lévy processes

Approximation theorems for Lévy-driven Marcus (canonical) stochastic differential equations

Parameter estimation for Ornstein–Uhlenbeck processes driven by fractional Lévy process

A dual Yamada–Watanabe theorem for Lévy driven stochastic differential equations

Limits of multiplicative inhomogeneous random graphs and Lévy trees: limit theorems

Well-balanced Lévy driven Ornstein-Uhlenbeck processes

Stochastic calculus for Lévy-driven Volterra processes

Stochastic Approximation Procedures for Lévy-Driven SDEs

Asymptotic analysis of Lévy-driven tandem queues

A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise

Planar random recurrence equations and Lévy driven models

Support Theorem for Lévy-driven Stochastic Differential Equations

Limit theorems of the power variation of fractional Lévy processes

Approximation theorems for Lévy-driven Marcus (canonical) stochastic differential equations

Parameter estimation for Ornstein–Uhlenbeck processes driven by fractional Lévy process

A dual Yamada–Watanabe theorem for Lévy driven stochastic differential equations

Limits of multiplicative inhomogeneous random graphs and Lévy trees: limit theorems

Well-balanced Lévy driven Ornstein-Uhlenbeck processes

Stochastic calculus for Lévy-driven Volterra processes

Stochastic Approximation Procedures for Lévy-Driven SDEs

Asymptotic analysis of Lévy-driven tandem queues

A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise

Planar random recurrence equations and Lévy driven models

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Limit theorems of the power variation of fractional Lévy processes

Approximation theorems for Lévy-driven Marcus (canonical) stochastic differential equations

Parameter estimation for Ornstein–Uhlenbeck processes driven by fractional Lévy process

A dual Yamada–Watanabe theorem for Lévy driven stochastic differential equations

Limits of multiplicative inhomogeneous random graphs and Lévy trees: limit theorems

Well-balanced Lévy driven Ornstein-Uhlenbeck processes

Stochastic calculus for Lévy-driven Volterra processes

Stochastic Approximation Procedures for Lévy-Driven SDEs

Asymptotic analysis of Lévy-driven tandem queues

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Planar random recurrence equations and Lévy driven models

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