Levy processes.
Overview
Works: | 28 works in 17 publications in 17 languages |
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Titles
Fluctuation theory for Levy processes : = ecole d'Ete de probabilites de Saint-Flour XXXV-2005 /
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Recent progress in theory and applications : = foundations, trees, and numerical issues in finance /
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Malliavin calculus for Levy processes and infinite-dimensional Brownian motion = an introduction /
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A lifetime of excursions through random walks and Levy processes = a volume in honour of Ron Doney's 80th birthday /
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Quantum independent increment processes.. II,. Structure of quantum Levy processes, classical probability, and physics /
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Quantum Independent Increment Processes.. I,. From Classical Probability to Quantum Stochastic Calculus
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Levy matters I = recent progress in theory and applications : foundations, trees and numerical issues in finance /
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Tempered stable distributions = stochastic models for multiscale processes /
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Dirichlet forms methods for Poisson point measures and Levy processes = with emphasis on the creation-annihilation techniques /
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Pricing derivatives under Levy models = modern finite-difference and pseudo-differential operators approach /
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Fluctuations of Levy processes with applications = introductory lectures /
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