Doering, Leif
- Real Self-Similar Processes Started from the Origin
2015/01/04 by Dereich, Steffen, Doering, Leif, Kyprianou, Andreas E. · 2 citations
#FOS: Mathematics #Probability (math.PR)
- A Jump Type SDE Approach to Positive Self-Similar Markov Processes
2011/11/14 by Leif Doering, Doering, Leif, Mátyás Barczy +1 · 2 citations
Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics
- A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes
2012/06/15 by Doering, Leif · 1 citation
#FOS: Mathematics #Probability (math.PR)
- General path integrals and stable SDEs
2020/12/14 by Sam Baguley, Baguley, Sam, Leif Doering +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60G52 #60H10 #60J25 #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Entrance and exit at infinity for stable jump diffusions
2018/02/05 by Leif Doering, Doering, Leif, Andreas E. Kyprianou +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Mathematical Dynamics and Fractals