2 papers
math.ST2021
Regression-type analysis for block maxima on block maxima
Miguel de Carvalho, Gonçalo dos Reis, Alina Kumukova
This paper devises a regression-type model for the situation where both the response and covariates are extreme. The proposed approach is designed for the setting where both the re…
math.PR2020
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise
Neelima, Sani Biswas, Chaman Kumar +2
We prove the well-posedness of solutions to McKean-Vlasov stochastic differential equations driven by Lévy noise under mild assumptions where, in particular, the Lévy measure is no…