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Jakob Dalsgaard Thøstesen

  1. 2023
  2. Published

    Lévy processes conditioned to stay in a half-space with applications to directional extremes. / Ivanovs, Jevgenijs; Thøstesen, Jakob Dalsgaard.

    In: Modern Stochastics: Theory and Applications, 2023.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. 2021
  4. Published

    Local behavior of diffusions at the supremum. / Thøstesen, Jakob Dalsgaard.

    2021.

    Research output: Working paper/Preprint Preprint

  5. Published

    Discretization of the Lamperti representation of a positive self-similar Markov process. / Ivanovs, Jevgenijs; Thøstesen, Jakob D.

    In: Stochastic Processes and Their Applications, Vol. 137, 07.2021, p. 200-221.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review