Pavlyukevich, Ilya; Riedle, Markus Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces. (English) Zbl 1314.60021 Stochastic Anal. Appl. 33, No. 2, 271-305 (2015). MSC: 60B12 60F17 60G51 60H05 PDFBibTeX XMLCite \textit{I. Pavlyukevich} and \textit{M. Riedle}, Stochastic Anal. Appl. 33, No. 2, 271--305 (2015; Zbl 1314.60021) Full Text: DOI arXiv
Hintze, Robert; Pavlyukevich, Ilya Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes. (English) Zbl 1309.60059 Bernoulli 20, No. 1, 265-281 (2014). Reviewer: Thomas Simon (Lille) MSC: 60H10 60G51 60G52 PDFBibTeX XMLCite \textit{R. Hintze} and \textit{I. Pavlyukevich}, Bernoulli 20, No. 1, 265--281 (2014; Zbl 1309.60059) Full Text: DOI arXiv Euclid
Hein, Claudia; Imkeller, Peter; Pavlyukevich, Ilya Limit theorems for \(p\)-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data. (English) Zbl 1218.60027 Duan, Jinqiao (ed.) et al., Recent development in stochastic dynamics and stochastic analysis. Dedicated to Zhi-Yuan Zhang on the occasion of his 75th birthday. Hackensack, NJ: World Scientific (ISBN 978-981-4277-25-9/hbk). Interdisciplinary Mathematical Sciences 8, 161-175 (2010). Reviewer: Nicolas Perkowski (Berlin) MSC: 60F17 60G52 60H10 62F10 62M10 86A40 PDFBibTeX XMLCite \textit{C. Hein} et al., Interdiscip. Math. Sci. 8, 161--175 (2010; Zbl 1218.60027)