25 citations · 35 across the 4 of their papers we have counts for
4 papers
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…
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.…
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…
A waveguide overloaded cavity kicker for the HLS II longitudinal feedback system
Wubin Li, Zeran Zhou, Baogen Sun +4
In the upgrade project of Hefei Light Source (HLS II), a new digital longitudinal bunch-by-bunch feedback system will be developed to suppress the coupled bunch instabilities in th…