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20132026
most citedThe scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends

25 citations · 87 across the 17 of their papers we have counts for

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math.PR2015★ 18 cited

Intermittency of Superpositions of Ornstein-Uhlenbeck Type Processes

Danijel Grahovac, Nikolai N. Leonenko, Alla Sikorskii +1

The phenomenon of intermittency has been widely discussed in physics literature. This paper provides a model of intermittency based on Lévy driven Ornstein-Uhlenbeck (OU) type proc…