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1.

図書

図書
Sidney I. Resnick
出版情報: New York ; Tokyo : Springer-Verlag, c1987  xii, 320 p. ; 25 cm
シリーズ名: Applied probability ; v. 4
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2.

図書

図書
Sidney Resnick
出版情報: Boston : Birkhäuser, c1992  xii, 626 p. ; 25 cm
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3.

図書

図書
Ole E. Barndorff-Nielsen, Thomas Mikosch, Sidney I. Resnick, editors
出版情報: Boston : Birkhäuser, c2001  x, 415 p. ; 26 cm
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目次情報: 続きを見る
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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