Laws of the iterated logarithm of Chover-type for operator stable Lévy processes

Statistics & Probability Letters ◽

10.1016/j.spl.2014.04.025 ◽

2014 ◽

Vol 92 ◽

pp. 17-25 ◽

Cited By ~ 1

Author(s):

Wensheng Wang

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Iterated Logarithm ◽

Operator Stable

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Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks

The Annals of Probability ◽

10.1214/009117906000000520 ◽

2007 ◽

Vol 35 (3) ◽

pp. 954-1006 ◽

Cited By ~ 1

Author(s):

Xia Chen

Keyword(s):

Random Walks ◽

Lévy Processes ◽

Levy Processes ◽

Moderate Deviations ◽

Local Times ◽

Iterated Logarithm ◽

Additive Lévy Processes

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Laws of the iterated logarithm for self-normalised Lévy processes at zero

Transactions of the American Mathematical Society ◽

10.1090/s0002-9947-2014-06112-6 ◽

2014 ◽

Vol 367 (3) ◽

pp. 1737-1770

Author(s):

Boris Buchmann ◽

Ross A. Maller ◽

David M. Mason

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Iterated Logarithm

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On the Double Points of Operator Stable Lévy Processes

Journal of Theoretical Probability ◽

10.1007/s10959-015-0638-4 ◽

2015 ◽

Vol 30 (1) ◽

pp. 297-325 ◽

Cited By ~ 2

Author(s):

Tomasz Luks ◽

Yimin Xiao

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Double Points ◽

Operator Stable

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Laws of the Iterated Logarithm for the Local Times of Symmetric Levy Processes and Recurrent Random Walks

The Annals of Probability ◽

10.1214/aop/1176988723 ◽

1994 ◽

Vol 22 (2) ◽

pp. 626-658 ◽

Cited By ~ 8

Author(s):

Michael B. Marcus ◽

Jay Rosen

Keyword(s):

Random Walks ◽

Lévy Processes ◽

Levy Processes ◽

Local Times ◽

Iterated Logarithm

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Dimension results for sample paths of operator stable Lévy processes

Stochastic Processes and their Applications ◽

10.1016/j.spa.2004.08.004 ◽

2005 ◽

Vol 115 (1) ◽

pp. 55-75 ◽

Cited By ~ 12

Author(s):

Mark M. Meerschaert ◽

Yimin Xiao

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Sample Paths ◽

Operator Stable

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Lévy Processes and Stochastic Calculus

10.1017/cbo9780511755323 ◽

2004 ◽

Cited By ~ 439

Author(s):

David Applebaum

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Stochastic Calculus

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On correlating Lévy processes

The Journal of Risk ◽

10.21314/jor.2010.219 ◽

2010 ◽

Vol 13 (1) ◽

pp. 3-16 ◽

Cited By ~ 36

Author(s):

Ernst Eberlein ◽

Dilip Madan

Keyword(s):

Lévy Processes ◽

Levy Processes

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Fast Pricing and Calculation of Sensitivities of OTM European Options Under Levy Processes

SSRN Electronic Journal ◽

10.2139/ssrn.1589809 ◽

2010 ◽

Cited By ~ 6

Author(s):

Sergei Z. Levendorskii ◽

Jiayao Xie

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

European Options

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Perpetual Put-Like and Call-Like American Options under Levy Processes, and Incremental Capital Expansion

SSRN Electronic Journal ◽

10.2139/ssrn.510423 ◽

2004 ◽

Author(s):

Svetlana I. Boyarchenko ◽

Sergei Z. Levendorskii

Keyword(s):

Lévy Processes ◽

American Options ◽

Levy Processes

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On scale functions for Lévy processes with negative phase-type jumps

Queueing Systems ◽

10.1007/s11134-021-09696-w ◽

2021 ◽

Author(s):

Jevgenijs Ivanovs

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Negative Phase ◽

Scale Functions ◽

Phase Type

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