SHAI COVO, ONE-DIMENSIONAL DISTRIBUTIONS OF SUBORDINATORS WITH UPPER TRUNCATED LÉVY MEASURE, AND APPLICATIONS, Advances in Applied Probability, Vol. 41, No. 2 (JUNE 2009), pp. 367-392 ...

Alexander Gnedin, Jim Pitman, Marc Yor, Asymptotic Laws for Compositions Derived from Transformed Subordinators, The Annals of Probability, Vol. 34, No. 2 (Mar., 2006 ...

Need to know We investigate the link between marginal distributions and correlation structure in a class of multivariate Lévy models, the ρα models, showing how the range of the correlation spanned by ...

We investigate the link between marginal distributions and correlation structure in a class of multivariate Lévy models, the ρα models, showing how the range of the correlation spanned by the model ...