10 citations · 10 across the 1 of their papers we have counts for
3 papers
math.PR2019
Asymptotic Results for Heavy-tailed Lévy Processes and their Exponential Functionals
Wei Xu
In this paper we first provide several conditional limit theorems for Lévy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic beha…
q-fin.MF2019★ 10 cited
The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics
Ulrich Horst, Wei Xu
We provide a general probabilistic framework within which we establish scaling limits for a class of continuous-time stochastic volatility models with self-exciting jump dynamics.…
physics.comp-ph2018
Simulation of Heterogeneous Atom Probe Tip Shapes Evolution during Field Evaporation Using a Level Set Method and Different Evaporation Models
Zhijie Xu, Dongsheng Li, Wei Xu +5
In atom probe tomography (APT), accurate reconstruction of the spatial positions of field evaporated ions from measured detector patterns depends upon a correct understanding of th…