Lévy Processes

Edited by Ole Barndorff-Nielsen, Sidney I. Resnick () and Thomas Mikosch ()

in Springer Books from Springer

Date: 2001
ISBN: 978-1-4612-0197-7
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Chapters in this book:

Basic Results on Lévy Processes

Ken-iti Sato

Exponential Functionals of Lévy Processes

Philippe Carmona, Frédérique Petit and Marc Yor

Fluctuation Theory for Lévy Processes

Ronald Doney

Gaussian Processes and Local Times of Symmetric Lévy Processes

Michael B. Marcus and Jay Rosen

Temporal Change in Distributional Properties of Lévy Processes

Toshiro Watanabe

Lévy Processes in Stochastic Differential Geometry

David Applebaum

Lévy-Type Processes and Pseudodifferential Operators

Niels Jacob and René L. Schilling

Semistable Distributions

Makoto Maejima

Analytic and Probabilistic Aspects of Lévy Processes and Fields in Quantum Theory

Sergio Albeverio, Barbara Rüdiger and Jiang-Lun Wu

Lévy Processes and Continuous Quantum Measurements

Alexander S. Holevo

Lévy Processes in the Physical Sciences

Wojbor A. Woyczyński

Some Properties of Burgers Turbulence with White or Stable Noise Initial Data

Jean Bertoin

Modelling by Lévy Processess for Financial Econometrics

Ole Barndorff-Nielsen and Neil Shephard

Application of Generalized Hyperbolic Lévy Motions to Finance

Ernst Eberlein

Explicit Form and Path Regularity of Martingale Representations

Jin Ma, Philip Protter and Jianfeng Zhang

Interpretations in Terms of Brownian and Bessel Meanders of the Distribution of a Subordinated Perpetuity

Marc Yor

Maximum Likelihood Estimation and Diagnostics for Stable Distributions

John P. Nolan

Series Representations of Lévy Processes from the Perspective of Point Processes

Jan Rosiński

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DOI: 10.1007/978-1-4612-0197-7

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