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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, Vol. 10, No. 1, 01.2023, p. 59-75.

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

  3. Published
    Local Behavior and Graphical Models for Stochastic Processes. / Thøstesen, Jakob Dalsgaard.
    Department of Mathematics, Aarhus University, 2023.

    Research output: Book/anthology/dissertation/reportPh.D. thesis

  4. 2021
  5. Published
    Local behavior of diffusions at the supremum. / Thøstesen, Jakob Dalsgaard.
    2021.

    Research output: Working paper/Preprint Preprint

  6. 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