Showing 1 - 20 results of 21 for search '"Lévy processes"', query time: 0.10s Refine Results
  1. 1
    Fluctuation Theory for Lévy Processes Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 /
    by Doney, Ronald A.
    Published in Springer e-books (2007)
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  2. 2
    Fluctuations of Lévy Processes with Applications Introductory Lectures /
    by Kyprianou, Andreas E.
    Published in Springer eBooks (2014)
    Table of Contents: “...Lévy Processes and Applications -- The Lévy-Itô Decomposition and Path Structure -- More...”
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  3. 3
    Lévy Processes and Their Applications in Reliability and Storage
    by Abdel-Hameed, Mohamed
    Published in Springer eBooks (2014)
    Table of Contents: “...Preface -- Notation and Terminology -- Lévy Processes and Their Characteristics -- Degradation...”
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  4. 4
    Malliavin Calculus for Lévy Processes with Applications to Finance
    by Nunno, Giulia
    Published in Springer eBooks (2008)
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  5. 5
    Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes With Emphasis on the Creation-Annihilation Techniques /
    Table of Contents: “..., Lévy Processes and Dirichlet Forms -- 2.Dirichlet Forms and (EID) -- 3.Construction of the Dirichlet...”
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  6. 6
    Lévy Matters V Functionals of Lévy Processes /
    Table of Contents: “..., Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection...”
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  7. 7
    Lévy Matters IV Estimation for Discretely Observed Lévy Processes /
    Table of Contents: “... processes -- Parametric estimation of Lévy processes....”
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  8. 8
    Quantum Independent Increment Processes II Structure of Quantum Levy Processes, Classical Probability, and Physics
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  9. 9
    Real Options Valuation The Importance of Stochastic Process Choice in Commodity Price Modelling /
    by Schöne, Max
    Published in Springer eBooks (2015)
    Table of Contents: “... Diffusion, and Lévy Processes -- Real Options Valuation Using Monte Carlo Simulation and the Longstaff...”
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  10. 10
    Integral Equations with Difference Kernels on Finite Intervals Second Edition, Revised and Extended /
    by Sakhnovich, Lev A.
    Published in Springer eBooks (2015)
    Table of Contents: “....Problems of Communication Theory -- 7.Levy Processes: Convolution-Type Form of the Infinitesimal Generator...”
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  11. 11
    Queues and Lévy Fluctuation Theory
    Table of Contents: “...Introduction -- Lévy processes and Lévy-driven queues -- Steady-state workload -- Transient...”
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  12. 12
    Optimal investment and consumption on financial markets for power utility functions
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  13. 13
    Oracle inequalities for the stochastic differential equations
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  14. 14
    Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process
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  15. 15
    Improved model selection method for an adaptive estimation in semimartingale regression models
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  16. 16
    Introduction to Fractional and Pseudo-Differential Equations with Singular Symbols
    by Umarov, Sabir
    Published in Springer eBooks (2015)
    Table of Contents: “...-Kolmogorov Equations -- Random Walk Approximants of Mixed and Time-Changed Levy Processes -- Complex DOSS...”
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  17. 17
    Stochastic Foundations in Movement Ecology Anomalous Diffusion, Front Propagation and Random Searches /
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  18. 18
    XI Symposium on Probability and Stochastic Processes CIMAT, Mexico, November 18-22, 2013 /
    Published in Springer eBooks (2015)
    Table of Contents: “...: survey and new challenges -- Stochastic integral and covariation representations for rectangular Lévy...”
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  19. 19
    Séminaire de Probabilités XLVI
    Published in Springer eBooks (2014)
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  20. 20
    An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine /
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