Fluctuations of Lévy Processes with Applications

By Andreas E. Kyprianou. 2014

427 citations recorded by the source corpus.

Subfields: Management Information Systems, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/39ae105d68d16d64a9273bb5065e1dacd8497563

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Information Systems

1. Zenghu Li
2. Martin Keller‐Ressel

In Management Science and Operations Research

1. Zenghu Li
2. Filip Lindskog
3. Joyjit Roy
4. Sidney I. Resnick
5. A. C. Davison
6. Kjersti Aas
7. Claudia Czado
8. Bikramjit Das

In Mathematical Physics

1. Filip Lindskog
2. Zenghu Li
3. Joyjit Roy
4. Sidney I. Resnick
5. Amaury Lambert
6. Chunhua Ma
7. Gyula Pap
8. Mátyás Barczy

Citations in the corpus

• Continuous-State Branching Processes with Immigration (2019, methodology): “A characterization of CB-processes by random time changes of Lévy processes was given by Lamperti (1967b); see also Kyprianou (2014).”
• Regularly Varying Measures on Metric Spaces: Hidden Regular Variation and Hidden Jumps (2013, background): “The standard Itô representation [1, 5, 27] of X is”