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 |
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 |