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Lévy processes conditioned to stay in a half-space with applications to directional extremes. / Ivanovs, Jevgenijs; Thøstesen, Jakob Dalsgaard.
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Local behavior of diffusions at the supremum. / Thøstesen, Jakob Dalsgaard.
Research output: Working paper/Preprint › Preprint
Discretization of the Lamperti representation of a positive self-similar Markov process. / Ivanovs, Jevgenijs; Thøstesen, Jakob D.