Level sets of additive Lévy processes
By Davar Khoshnevisan, Yimin Xiao. 2002
52 citations recorded by the source corpus.
Subfields: Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/e99ae346fafded95afc6fe98d5420f5f7b2780dc
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Yimin Xiao
- Davar Khoshnevisan
- B. Mandel
- Yuquan Zhong
- Dongsheng Wu
- Hermine Bierm'e
- Robert C. Dalang
- C. Lacaux
In Mathematical Physics
- Yimin Xiao
- B. Mandel
- Davar Khoshnevisan
- Yuquan Zhong
- Dongsheng Wu
- Robert C. Dalang
- Antoine Ayache
- Le Chen
Citations in the corpus
- Harmonic analysis of additive Lévy processes (2007, methodology): “The Fitzsimmons–Salisbury theory was refined and generalized in different directions by Hirsch [42], Hirsch and Song [43–49], Khoshnevisan [63,64] and Khoshnevisan and Xiao [66,69].”
- Sample Path Properties of Anisotropic Gaussian Random Fields (2009, background): “Recently, Biermé, Lacaux and Xiao (2007) determined the Hausdorff dimension of X−1(F ).”
- Local times of additive Lévy processes (2003, background): “We mention Hirsch and Song (1995), Khoshnevisan (1999), Khoshnevisan and Shi (1999), and Khoshnevisan and Xiao (2002) and refer the reader to the detailed discussion and the bibliography of the last reference for further works in this area.”
- Random Fractals and Markov Processes (2005, methodology): “We mention that the existence of k-multiple points of a Lévy process can also be related to the zero set of an additive Lévy processes, cf. Khoshnevisan and Xiao (2002).”