Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Omer Onalan

Pure -Jump Levy Processes and Self-Decomposability in Financial Modeling

Journal of Mathematics Research
2011English

Related publications

Pure Jump Levy Processes for Asset Price Modelling

SSRN Electronic Journal
2003English

Hyperfinite Levy Processes

Stochastics and Stochastic Reports
2004English

Martingale-Valued Measures, Ornstein-Uhlenbeck Processes With Jumps and Operator Self-Decomposability in Hilbert Space

English

Symmetric Jump Processes

Transactions of the American Mathematical Society
MathematicsApplied Mathematics
1974English

Jump Processes in Natural Gas Markets

Energy Economics
EnergyEconomicsEconometrics
2014English

Kolmogorov’s Equations for Jump Markov Processes With Unbounded Jump Rates

Annals of Operations Research
Management ScienceDecision SciencesOperations Research
2017English

Self-Regulating Processes-Based Modeling for Arrhythmia Characterization

2012English

MDP Algorithms for Portfolio Optimization Problems in Pure Jump Markets

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2009English

Continuous Time Vertex-Reinforced Jump Processes

Probability Theory and Related Fields
UncertaintyStatisticsProbabilityAnalysis
2002English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy