182 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- The University of MelbourneAU58 papers
- Queensland University of TechnologyAU33 papers
- Monash UniversityAU18 papers
- University of Science and Technology of ChinaCN16 papers
- The University of AdelaideAU10 papers
- Australian Research CouncilAU7 papers
- Centre National de la Recherche ScientifiqueFR6 papers
- Minjiang UniversityCN6 papers
- University of OxfordGB6 papers
- University of Technology SydneyAU6 papers
- UNSW SydneyAU6 papers
- The University of SydneyAU5 papers
Showing 2014 · math.PRShow all
2 papers · 2 filters
math.PR2014★ 1 cited
Tightness and Convergence of Trimmed Lévy Processes to Normality at Small Times
Yuguang Fan
Let be the Lévy process with the largest positive jumps and smallest negative jumps up till time deleted and let be wit…
math.PR2014★ 17 cited
Distributional representations and dominance of a Lévy process over its maximal jump processes
Boris Buchmann, Yuguang Fan, Ross A. Maller
Distributional identities for a Lévy process , its quadratic variation process and its maximal jump processes, are derived, and used to make "small time" (as $t\downarro…