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Results:
1-18
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Results: 18
Authors:
Sato, KI
Citation: Ki. Sato, Basic results on Levy processes, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 3-37
Authors:
Carmona, P
Petit, F
Yor, M
Citation: P. Carmona et al., Exponential functionals of Levy processes, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 41-55
Authors:
Doney, R
Citation: R. Doney, Fluctuation theory for Levy processes, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 57-66
Authors:
Marcus, MB
Rosen, J
Citation: Mb. Marcus et J. Rosen, Gaussian processes and local times of symmetric Levy processes, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 67-88
Authors:
Watanabe, T
Citation: T. Watanabe, Temporal change in distributional properties of Levy processes, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 89-107
Authors:
Applebaum, D
Citation: D. Applebaum, Levy processes in stochastic differential geometry, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 111-137
Authors:
Jacob, N
Schilling, RL
Citation: N. Jacob et Rl. Schilling, Levy-type processes and pseudodifferential operators, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 139-168
Authors:
Maejima, M
Citation: M. Maejima, Semistable distributions, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 169-183
Authors:
Albeverio, S
Rudiger, B
Wu, JL
Citation: S. Albeverio et al., Analytic and probabilistic aspects of Levy processes and fields in quantumtheory, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 187-224
Authors:
Holevo, AS
Citation: As. Holevo, Levy processes and continuous quantum measurements, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 225-239
Authors:
Woyczynski, WA
Citation: Wa. Woyczynski, Levy processes in the physical sciences, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 241-266
Authors:
Bertoin, J
Citation: J. Bertoin, Some properties of Burgers turbulence with white or stable noise initial data, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 267-279
Authors:
Barndorff-Nielsen, OE
Shephard, N
Citation: Oe. Barndorff-nielsen et N. Shephard, Modelling by Levy processess for financial econometrics, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 283-318
Authors:
Eberlein, E
Citation: E. Eberlein, Application of generalized hyperbolic Levy motions to finance, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 319-336
Authors:
Ma, J
Protter, P
Zhang, JF
Citation: J. Ma et al., Explicit form and path regularity of martingale representations, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 337-360
Authors:
Yor, M
Citation: M. Yor, Interpretations in terms of Brownian and Bessel meanders of the distribution of a subordinated perpetuity, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 361-375
Authors:
Nolan, JP
Citation: Jp. Nolan, Maximum likelihood estimation and diagnostics for stable distributions, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 379-400
Authors:
Rosinski, J
Citation: J. Rosinski, Series representations of Levy processes from the perspective of point processes, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 401-415
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