Levy processes.
Overview
| Works: | 10 works in 9 publications in 9 languages | |
|---|---|---|
Titles
Malliavin calculus for Levy processes with applications to finance[electronic resource] /
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Levy matters IV[electronic resource] :estimation for discretely observed Levy processes /
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Levy processes and their applications in reliability and storage[electronic resource] /
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Fluctuations of Levy processes with applications[electronic resource] :introductory lectures /
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Levy matters V[electronic resource] :functionals of Levy processes /
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Tempered stable distributions[electronic resource] :stochastic models for multiscale processes /
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Dirichlet forms methods for Poisson point measures and Levy processes[electronic resource] :with emphasis on the creation-annihilation techniques /
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From Levy-Type Processes to Parabolic SPDEs[electronic resource] /
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Subjects