## 2 Citations

A landscape of peaks: The intermittency islands of the stochastic heat equation with L\'evy noise

- Mathematics
- 2022

We show that the spatial proﬁle of the solution to the stochastic heat equation features multiple layers of intermittency islands if the driving noise is non-Gaussian. On the one hand, as expected,…

Regularly varying functions

- Mathematics
- 2006

We consider some elementary functions of the components of a regularly varying random vector such as linear combinations, products, min- ima, maxima, order statistics, powers. We give conditions…

## References

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- Mathematics
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Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance

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Extremes of stochastic volatility models

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We consider extreme value theory for stochastic volatility processes in both cases of light-tailed and heavy-tailed noise. First, the asymptotic behavior of the tails of the marginal distribution is…

Series Representations of Lévy Processes from the Perspective of Point Processes

- Mathematics
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Several methods of generating series representations of a Levy process are presented under a unified approach and a new rejection method is introduced in this context. The connection of such…

On a strong Tauberian result

- Mathematics
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SummaryWe consider the determination of the behavior of a distribution function F at its endpoints in terms of the behavior of its Laplace-Stieltjes transform Ω at the limits of its interval of…

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- Mathematics
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- Mathematics
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- Mathematics
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Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many…

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- Mathematics
- 2001

Preface I. A tutorial on Levy processes Sato, K.: Basic results on Levy processes II. Distributional, pathwise and structural results Carmona, P. / Petit, F. / Yor, M.: Exponentials functionals of…

Stochastic Processes and their Applications

- Philosophy
- 2006

Well, someone can decide by themselves what they want to do and need to do but sometimes, that kind of person will need some stochastic processes and their applications references. People with open…