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1
Published 2001
Birkhäuser
Table of Contents: “...I. A Tutorial on Levy Processes -- Basic Results on Lévy Processes -- II. Distributional, Pathwise...”
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2
by Schoutens, Wim
Published 2003
Wiley-Blackwell
“... on the finance industry. In parallel, the theory of Lévy processes has also seen many exciting developments...”
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3
by Doney, Ronald A.
Published 2007
Springer Berlin Heidelberg
Table of Contents: “...to Lévy Processes -- Subordinators -- Local Times and Excursions -- Ladder Processes and the Wiener...”
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4
by Kyprianou, Andreas E.
Published 2014
Springer Berlin Heidelberg
Table of Contents: “...Lévy Processes and Applications -- The Lévy–Itô Decomposition and Path Structure -- More...”
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5
by Applebaum, David
Published 2009
Cambridge University Press
Subjects: “...Lévy processes...”
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6
by Applebaum, David
Published 2004
Cambridge University Press
Subjects: “...Lévy processes...”
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7
by Abdel-Hameed, Mohamed
Published 2014
Springer Berlin Heidelberg
Table of Contents: “...Preface -- Notation and Terminology -- Lévy Processes and Their Characteristics -- Degradation...”
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8
by Kyprianou, Andreas E.
Published 2006
Springer Berlin Heidelberg
Table of Contents: “...Lévy Processes and Applications -- TheLévy–Itô Decomposition and Path Structure -- More...”
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9
by Di Nunno, Giulia, Øksendal, Bernt, Proske, Frank
Published 2009
Springer Berlin Heidelberg
Table of Contents: “...: Pure Jump Lévy Processes -- A Short Introduction to Lévy Processes -- The Wiener—Itô Chaos Expansion...”
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10
by Krichene, Noureddine
Published 2005
International Monetary Fund
“... oil and proposes Levy processes for modeling uncertainty and options pricing. Calibration to crude oil...”
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11
by Kyprianou, Andreas E., Pardo, Juan Carlos
Published 2022
Cambridge University Press
Subjects: “...Lévy processes...”
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12
by Bouleau, Nicolas, Denis, Laurent
Published 2015
Springer International Publishing
Table of Contents: “..., Lévy Processes and Dirichlet Forms -- 2.Dirichlet Forms and (EID) -- 3.Construction of the Dirichlet...”
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13
by Sakhnovich, Lev A.
Published 2012
Birkhäuser
Table of Contents: “...Introduction -- 1 Levy processes -- 2 The principle of imperceptibility of the boundary -- 3...”
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14
by Rocha-Arteaga, Alfonso, Sato, Ken-iti
Published 2019
Springer International Publishing
“...This book deals with topics in the area of Lévy processes and infinitely divisible distributions...”
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15
Published 2021
Springer International Publishing
“... and variants thereof, and continuous-time processes, including Lévy processes and diffusions. A good number...”
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16
by Andersen, Lars Nørvang, Asmussen, Søren, Aurzada, Frank, Glynn, Peter W.
Published 2015
Springer International Publishing
Table of Contents: “..., Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection...”
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17
by Jacobs, Kurt
Published 2010
Cambridge University Press
Table of Contents: “... -- Levy processes -- Modern probability theory -- Appendix A: Calculating Gaussian integrals...”
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18
by Peszat, S., Zabczyk, Jerzy
Published 2007
Cambridge University Press
Table of Contents: “... -- 4. Levy processes -- 5. Levy semigroups -- 6. Poisson random measures -- 7. Cylindrical processes...”
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19
by Barski, Michał, Zabczyk, Jerzy
Published 2020
Cambridge University Press
Table of Contents: “... preliminaries -- Lévy processes -- Martingale representation and Girsanov's theorems -- Fundamentals...”
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20
by Belomestny, Denis, Comte, Fabienne, Genon-Catalot, Valentine, Masuda, Hiroki
Published 2015
Springer International Publishing
Table of Contents: “... processes -- Parametric estimation of Lévy processes...”