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Lévy Processes
Editor
- Ole E. Barndorff-Nielsen(University of Aarhus, Department of Mathematical Sciences)Sidney I. Resnick(Cornell University, School of ORIE)Thomas Mikosch(University of Copenhagen, Laboratory of Actuarial Mathematics)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), 2001. "Lévy Processes," Springer Books, Springer, number 978-1-4612-0197-7, March.
Handle: RePEc:spr:sprbok:978-1-4612-0197-7
DOI: 10.1007/978-1-4612-0197-7
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Book Chapters
The following chapters of this book are listed in IDEAS- Ken-iti Sato, 2001. "Basic Results on Lévy Processes," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 3-37, Springer.
- Philippe Carmona & Frédérique Petit & Marc Yor, 2001. "Exponential Functionals of Lévy Processes," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 41-55, Springer.
- Ronald Doney, 2001. "Fluctuation Theory for Lévy Processes," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 57-66, Springer.
- Michael B. Marcus & Jay Rosen, 2001. "Gaussian Processes and Local Times of Symmetric Lévy Processes," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 67-88, Springer.
- Toshiro Watanabe, 2001. "Temporal Change in Distributional Properties of Lévy Processes," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 89-107, Springer.
- David Applebaum, 2001. "Lévy Processes in Stochastic Differential Geometry," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 111-137, Springer.
- Niels Jacob & René L. Schilling, 2001. "Lévy-Type Processes and Pseudodifferential Operators," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 139-168, Springer.
- Makoto Maejima, 2001. "Semistable Distributions," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 169-183, Springer.
- Sergio Albeverio & Barbara Rüdiger & Jiang-Lun Wu, 2001. "Analytic and Probabilistic Aspects of Lévy Processes and Fields in Quantum Theory," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 187-224, Springer.
- Alexander S. Holevo, 2001. "Lévy Processes and Continuous Quantum Measurements," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 225-239, Springer.
- Wojbor A. Woyczyński, 2001. "Lévy Processes in the Physical Sciences," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 241-266, Springer.
- Jean Bertoin, 2001. "Some Properties of Burgers Turbulence with White or Stable Noise Initial Data," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 267-279, Springer.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "Modelling by Lévy Processess for Financial Econometrics," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 283-318, Springer.
- Ernst Eberlein, 2001. "Application of Generalized Hyperbolic Lévy Motions to Finance," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 319-336, Springer.
- Jin Ma & Philip Protter & Jianfeng Zhang, 2001. "Explicit Form and Path Regularity of Martingale Representations," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 337-360, Springer.
- Marc Yor, 2001. "Interpretations in Terms of Brownian and Bessel Meanders of the Distribution of a Subordinated Perpetuity," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 361-375, Springer.
- John P. Nolan, 2001. "Maximum Likelihood Estimation and Diagnostics for Stable Distributions," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 379-400, Springer.
- Jan Rosiński, 2001. "Series Representations of Lévy Processes from the Perspective of Point Processes," Springer Books, in: Ole E. Barndorff-Nielsen & Sidney I. Resnick & Thomas Mikosch (ed.), Lévy Processes, pages 401-415, Springer.
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