42 citations · 89 across the 8 of their papers we have counts for
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math.PR2016
Functional Laws for Trimmed Levy Processes
Boris Buchmann, Yuguang F. Ipsen, Ross A. Maller
Two different ways of trimming the sample path of a stochastic process in D[0, 1]: global ("trim as you go") trimming and record time ("lookback") trimming are analysed to find con…
math.PR2016
Weak Subordination of Multivariate Lévy Processes and Variance Generalised Gamma Convolutions
Boris Buchmann, Kevin Lu, Dilip B. Madan
Subordinating a multivariate Lévy process, the subordinate, with a univariate subordinator gives rise to a pathwise construction of a new Lévy process, provided the subordinator an…
math.PR2016
Processes of rth Largest
Boris Buchmann, Ross Maller, Sidney Resnick
For integers , we treat the th largest of a sample of size as an -valued stochastic process in which we denote . We show th…