UM

Browse/Search Results:  1-4 of 4 Help

Selected(0)Clear Items/Page:    Sort:
Exponential mixing for SPDEs driven by highly degenerate lévy noises Journal article
Illinois Journal of Mathematics, 2019,Volume: 63,Issue: 1,Page: 75-102
Authors:  Sun,Xiaobin;  Xie,Yingchao;  Xu,Lihu
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/11
Pathwise uniqueness for stochastic differential equations driven by pure jump processes Journal article
STATISTICS & PROBABILITY LETTERS, 2017,Volume: 130,Page: 100-104
Authors:  Zheng, Jiayu;  Xiong, Jie
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2018/10/30
Pure jump process  Weak uniqueness  Tanaka's formula  Pathwise uniqueness  Local time  
Testing for pure-jump processes for high-frequency data Journal article
Annals of Statistics, 2015,Volume: 43,Issue: 2,Page: 847
Authors:  Kong X.-B.;  Liu Z.;  Jing B.-Y.
Favorite |  | TC[WOS]:27 TC[Scopus]:34 | Submit date:2018/10/30
Integrated volatility  Itô semimartingale  Pure-jump process  Realized characteristic function  
Modeling high-frequency financial data by pure jump processes Journal article
Annals of Statistics, 2012,Volume: 40,Issue: 2,Page: 759-784
Authors:  Jing B.-Y.;  Kong X.-B.;  Liu Z.
Favorite |  | TC[WOS]:40 TC[Scopus]:44 | Submit date:2019/02/14
Diffusion  High-frequency Data  Hypothesis Testing  Pure Jump Process  Semi-martingales