| Preface |
| A tutorial on L+¼vy processes / Sato, KI： |
| Basic results on L+¼vy processes |
| Distributional, pathwise and structural results / Carmona, P ; Petit, F ; Yor, MII： |
| Exponentials functionals of Levy processes / Doney, R |
| Fluctuation theory for Levy processes / Marcus, M.B ; Rosen, J |
| Gaussian processes and the local times of symmetric L+¼vy processes / Watanabe, T |
| Temporal change in distributional properties of L+¼vy processes |
| Extensions and generalisations of L+¼vy processes / III： |
| Applebaum, D.: L+¼vy processes in stochastic differential geometry / Jac ; Schilling, R.L |
| L+¼vy-type processes and pseudo-differential operators / Maejima, M |
| Semi-stable distributions |
| Applications in physics / Albeverio, S ; R++diger, B ; Wu, J-LIV： |
| Analytic and probabilistic aspects of L+¼vy processes and fields in quantum theory / Holevo, A.S |
| L+¼vy processes and continuous quantum measurements / Woyczynski, W.A |
| L+¼vy processes in the physical sciences / Bertoin, J |
| Some properties of Burgers turbulence with white or stable noise |
| Applications in finance / Barndorff-Nielsen, O.E ; Shepard, NV： |
| Modelling by L+¼vy processes for financial econometrics / Eberlein, E |
| Application of generalized hyperbolic L+¼vy motions to finance / Ma, J ; Protter, P ; Zhang, J |
| Explicit form and path regularity of martingale representation |
| Interpretations in terms of Brownian and Bessel meanders of the distribution of a subordinated perpetuity |
| Numerical and statistical aspects / Nolan, J.PVI： |
| Maximum likelihood estimation and diagnostics for stable distributions / Rosinski, J |
| Series representations of L+¼vy processes from the perspective of point processes |
| Preface |
| A tutorial on L+¼vy processes / Sato, KI： |
| Basic results on L+¼vy processes |
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