A semigroup approach to nonlinear Lévy processes
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2020/03/01
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Indian UGC (journal)
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Refrences27
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Citations16
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Robert Denk
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Michael Kupper
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Max Nendel
Cite
Denk, Robert, et al. “A Semigroup Approach to Nonlinear Lévy Processes”. Stochastic Processes and Their Applications, vol. 130, no. 3, 2020, pp. 1616-42, https://doi.org/10.1016/j.spa.2019.05.009.
Denk, R., Kupper, M., & Nendel, M. (2020). A semigroup approach to nonlinear Lévy processes. Stochastic Processes and Their Applications, 130(3), 1616-1642. https://doi.org/10.1016/j.spa.2019.05.009
Denk, Robert, Michael Kupper, and Max Nendel. “A Semigroup Approach to Nonlinear Lévy Processes”. Stochastic Processes and Their Applications 130, no. 3 (2020): 1616-42. https://doi.org/10.1016/j.spa.2019.05.009.
Denk R, Kupper M, Nendel M. A semigroup approach to nonlinear Lévy processes. Stochastic Processes and their Applications. 2020;130(3):1616-42.
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
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Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Weak approximation of G-expectations | Stochastic Processes and their Applications |
| 33 | 2012 |
| Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths | Potential Analysis |
| 315 | 2011 |
| Nonlinear expectations and nonlinear Markov chains | 2005 | |||
| User’s guide to viscosity solutions of second order partial differential equations | 1992 | |||
| Kolmogorov-type and general extension results for nonlinear expectations | Banach Journal of Mathematical Analysis |
| 12 | 2018 |
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Stochastic processes under parameter uncertainty | Journal of Mathematical Analysis and Applications |
| 2024 | |
| Markov selections and Feller properties of nonlinear diffusions | Stochastic Processes and their Applications |
| 2024 | |
| A class of multidimensional nonlinear diffusions with the Feller property | Statistics & Probability Letters |
| 2024 | |
A Robust $$\alpha $$-Stable Central Limit Theorem Under Sublinear Expectation without Integrability Condition | Journal of Theoretical Probability |
| 2023 | |
| A Generalized Stochastic Process: Fractional G-Brownian Motion | Methodology and Computing in Applied Probability |
| 2023 |
Citations Analysis
The category
Science: Mathematics 13
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Markov chains under nonlinear expectation and was published in 2020. The most recent citation comes from a 2024 study titled Markov selections and Feller properties of nonlinear diffusions. This article reached its peak citation in 2023, with 6 citations. It has been cited in 16 different journals. Among related journals, the Stochastic Processes and their Applications cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.