Péter Kevei
- The limit distribution of ratios of jumps and sums of jumps of subordinators
2014/07/11 by Péter Kevei, Kevei, Péter, Mason, David M. · 2 citations
Economics, Econometrics and Finance · Mathematics · #60F05 #60G51 #Advanced Differential Equations and Dynamical Systems #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications
- Convergence to stable limits for ratios of trimmed Levy processes and\n their jumps
2017/08/25 by Yuguang Ipsen, Ipsen, Yuguang F., Péter Kevei +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Extremes of the stochastic heat equation with additive Lévy noise
2022/03/11 by Carsten Chong, Chong, Carsten, Péter Kevei +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60F15 #60G51 #60G70 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Primary: 60H15 #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #secondary: 60G17
- A landscape of peaks: The intermittency islands of the stochastic heat equation with Lévy noise
2022/04/01 by Carsten Chong, Péter Kevei, Chong, Carsten +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Complex Systems and Time Series Analysis
- Limit Theorems for Branching Processes with Immigration in a Random Environment
2020/02/03 by Bojan Basrak, Basrak, Bojan, Péter Kevei +1 · 1 citation
Mathematics · Physics and Astronomy · #60F05 #60J80 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics