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1
Central limit theorems for discretized occupation time functionals. Stoch Process Their Appl 2022. [DOI: 10.1016/j.spa.2022.11.006] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/13/2022]
2
Implementable coupling of Lévy process and Brownian motion. Stoch Process Their Appl 2021. [DOI: 10.1016/j.spa.2021.09.008] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/25/2022]
3
Discretization of the Lamperti representation of a positive self-similar Markov process. Stoch Process Their Appl 2021. [DOI: 10.1016/j.spa.2021.03.013] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/22/2022]
4
Approximations of non-smooth integral type functionals of one dimensional diffusion processes. Stoch Process Their Appl 2014. [DOI: 10.1016/j.spa.2014.01.003] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
5
Simulation and approximation of Lévy-driven stochastic differential equations. ESAIM-PROBAB STAT 2012. [DOI: 10.1051/ps/2009017] [Citation(s) in RCA: 25] [Impact Index Per Article: 2.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022]
6
Asymptotic properties of realized power variations and related functionals of semimartingales. Stoch Process Their Appl 2008. [DOI: 10.1016/j.spa.2007.05.005] [Citation(s) in RCA: 201] [Impact Index Per Article: 12.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
7
Asymptotic properties of power variations of Lévy processes. ESAIM-PROBAB STAT 2007. [DOI: 10.1051/ps:2007013] [Citation(s) in RCA: 42] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022]
8
A new factorization property of the selfdecomposable probability measures. ANN PROBAB 2004. [DOI: 10.1214/009117904000000225] [Citation(s) in RCA: 10] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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