Levy processes.
Overview
Works: | 22 works in 15 publications in 15 languages |
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Titles
Quantum Independent Increment Processes.I,From Classical Probability to Quantum Stochastic Calculus
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(Electronic resources)
Quantum Independent Increment Processes.II,Structure of Quantum Levy Processes, Classical Probability, and Physics
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(Electronic resources)
Introductory lectures on fluctuations of Levy processes with applications /
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(Language materials, printed)
Levy matters Irecent progress in theory and applications : foundations, trees and numerical issues in finance /
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(Electronic resources)
Tempered stable distributionsstochastic models for multiscale processes /
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(Electronic resources)
Dirichlet forms methods for Poisson point measures and Levy processeswith emphasis on the creation-annihilation techniques /
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(Electronic resources)
Pricing derivatives under Levy modelsmodern finite-difference and pseudo-differential operators approach /
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(Electronic resources)
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