文章引用情况
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Multivariate stochastic delay differential equations and CAR representations of CARMA processes2
Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean3
Central limit theorem for functionals of a generalized self-similar Gaussian process4
Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility5
Strong convergence of the Euler-Maruyama approximation for a class of Levy-driven SDEs6
A continuous-state polynomial branching process7
Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Levy process8
Smooth solutions to portfolio liquidation problems under price-sensitive market impact9
Non-equilibrium and stationary fluctuations of a slowed boundary symmetric exclusion10
Discrete-time trawl processes