Small time expansions for transition probabilities of some Lev́y processes.
Marchal, Philippe (2009)
Electronic Communications in Probability [electronic only]
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “Small deviations of iterated processes in the space of trajectories”
Small time expansions for transition probabilities of some Lev́y processes.
Some properties of exponential integrals of Levy processes and examples.
Kondo, Hitoshi, Maejima, Makoto, Sato, Ken-Iti (2006)
Electronic Communications in Probability [electronic only]
Similarity:
Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct.
Lambert, Amaury (2007)
Electronic Journal of Probability [electronic only]
Similarity:
On some sample path properties of Skorohod integral processes
Martin T. Barlow, Peter Imkeller (1992)
Séminaire de probabilités de Strasbourg
Similarity:
Limit theorems for exceedances of sequence of branching processes.
Rahimov, Ibrahim, Hasan, Husna (1998)
Bulletin of the Malaysian Mathematical Society. Second Series
Similarity:
Statistical causality and adapted distribution
Ljiljana Petrović, Sladjana Dimitrijević (2011)
Czechoslovak Mathematical Journal
Similarity:
In the paper D. Hoover, J. Keisler: Adapted probability distributions, Trans. Amer. Math. Soc. 286 (1984), 159–201 the notion of adapted distribution of two stochastic processes was introduced, which in a way represents the notion of equivalence of those processes. This very important property is hard to prove directly, so we continue the work of Keisler and Hoover in finding sufficient conditions for two stochastic processes to have the same adapted distribution. For this purpose we...
Markovian bridges and reversible diffusion processes with jumps
Nicolas Privault, Jean-Claude Zambrini (2004)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Limit theorems for the process of exceedances in large populations.
Rahimov, Ibrahim, Hasan, Husna (2000)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
Similarity:
Self-similar processes in collective risk theory.
Michna, Zbigniew (1998)
Journal of Applied Mathematics and Stochastic Analysis
Similarity: