Concepedia

Pure-jump Processes

Pure-Jump Processes is a type of stochastic process within the class of Lévy Processes distinguished by the absence of a continuous Gaussian component, consisting exclusively of discontinuous jumps whose increments are governed by a Lévy measure supported on the entire real line excluding zero.

143

Publications

8.2K

Citations

210

Authors

157

Institutions

Publications per year

2017–2026

19

Parents

Publications

143

The Fine Structure of Asset Returns: An Empirical Investigation

Peter Carr, Hélyette Geman, Dilip B. Madan et al. · The Journal of Business · 2002 · 1.8K citations

, , +17

LÉVY PROCESSES (Cambridge Tracts in Mathematics 121)

Samuel J. Taylor · Bulletin of the London Mathematical Society · 1998 · 369 citations

, , +15

Heat kernel estimates for jump processes of mixed types on metric measure spaces

Zhen-Qing Chen, Takashi Kumagai · Probability Theory and Related Fields · 2007 · 324 citations · Full text

, , +16

Time Changes for Lévy Processes

Hélyette Geman, Dilip B. Madan, Marc Yor · Mathematical Finance · 2001 · 249 citations

, , +16

Spatial birth and death processes

Chris Preston · Advances in Applied Probability · 1975 · 215 citations

, , +16

1–5 of 143

Authors

210

  1. VT
    Viktor Todorov

    Northwestern University, United States

    8 publications · 430 citations

    8

    h-index

  2. GT
    George Tauchen

    Duke University, United States

    7 publications · 449 citations

    7

    h-index

  3. PJ
    Peter J. Brockwell

    Colorado State University, United States

    5 publications · 90 citations

    5

    h-index

  4. HG
    Hélyette Geman

    École Supérieure des Sciences Économiques et Commerciales, France

    5 publications · 2.4K citations

    5

    h-index

  5. DB
    Dilip B. Madan

    University of Maryland, College Park, United States

    5 publications · 2.3K citations

    5

    h-index

1–5 of 210

Institutions

157

  1. University of Warwick

    Coventry, United Kingdom

    7 h-index

    8 publications

    443 citations

  2. Duke University

    Durham, United States

    6 h-index

    8 publications

    521 citations

  3. Aarhus University

    Aarhus, Denmark

    5 h-index

    10 publications

    198 citations

  4. École Supérieure des Sciences Économiques et Commerciales

    Cergy, France

    5 h-index

    5 publications

    2.3K citations

  5. La Trobe University

    Melbourne, Australia

    5 h-index

    5 publications

    90 citations

  6. Université Paris Dauphine-PSL

    Paris, France

    5 h-index

    6 publications

    2.4K citations

  7. University of Washington

    Seattle, United States

    4 h-index

    5 publications

    550 citations

  8. Sorbonne Université

    Paris, France

    4 h-index

    4 publications

    391 citations

1–8 of 157

Venues

  1. Journal of Applied Probability

    JAP · 11 publications · 255 citations

    11

    h-index

  2. The Annals of Probability

    9 publications · 326 citations

    9

    h-index

  3. SSRN Electronic Journal

    Repository · 9 publications · 209 citations

    9

    h-index

  4. Stochastic Processes and their Applications

    8 publications · 177 citations

    8

    h-index

  5. The Annals of Statistics

    5 publications · 230 citations

    5

    h-index

1–5