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Applications of Levy Processes

Levy processes have found applications in various fields, including physics, chemistry, long-term climate change, telephone communication;

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Levy Processes & Stochastic Calculus

Levy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic;

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Levy Matters II: Recent Progress in Theory and Applications

over the years. Each volume examines a number of key topics in the theory or applications of Levy processes and pays tribute to the state of the;

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Levy Matters III: Levy-Type Processes

This volume presents recent developments in the area of Levy-type processes and more general stochastic processes that behave locally like;

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Levy Processes

This 1996 book is a comprehensive account of the theory of Levy processes. This branch of modern probability theory has been developed;

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Pseudo Differential Operators And Markov Processes, Volume Iii

, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process;

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Levy Processes And Infinitely Divisible Distributions

Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time;

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Levy Processes and Infinitely Divisible Distributions

Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time;

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Encyclopedia of Mathematics and its Applications

for the first time in book form. The authors start with a detailed analysis of Levy processes in infinite dimensions and their reproducing;

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Seminaire De Probabilites Xivi

by Mark Yor, this volume contains contributions on branching processes, Levy processes, random walks and martingales and their connection;

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Lévy Processes in Lie Groups

The theory of Levy processes in Lie groups is not merely an extension of the theory of Levy processes in Euclidean spaces. Because of the;

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Student's t-Distribution and Related Stochastic Processes

distribution. These results allow us to define and analyse Student-Levy processes as Thorin subordinated Gaussian Levy processes. A broad class of one;

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Topics in stochastic processes

, Ito and Prohorov. Special attention is also paid to Levy processes. The lectures are basically self-contained and rely only on elementary;

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Probability and Stochastics

measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles;

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Levy Processes In Finance

of Levy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are;

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Levy Matters V

This three-chapter volume concerns the distributions of certain functionals of Levy processes. The first chapter, by Makoto Maejima;

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Levy Matters IV

The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Levy processes;

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Stochastic Integration Theory

(martingales, Levy processes) and important examples (Brownian motion, Poisson process).;

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Stochastic Processes for Physicists

of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian;

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Introduction to Malliavin Calculus

motion and stochastic calculus, as well as Levy processes and stochastic calculus for jump processes. Accessible to non-experts, the book can be;

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Introduction to Malliavin Calculus

motion and stochastic calculus, as well as Levy processes and stochastic calculus for jump processes. Accessible to non-experts, the book can be;

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Malliavin Calculus for Levy Processes with Applications to Finance

, Malliavin calculus has found many applications in stochastic control and within ?nance. At the same time, L' evy processes have become important;

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Applied Stochastic Control of Jump Diffusions

complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Levy processes, and a;

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Stochastic Processes: From Physics to Finance

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the;

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Exit Problems for Levy and Markov Processes with One-Sided Jumps and Related Topics

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Levy Processes in Credit Risk

This book is an introductory guide to using Levy processes for credit risk modelling. It covers all types of credit derivatives: from the;

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Invariant Markov Processes Under Lie Group Actions

ways to represent such processes in the spirit of the classical Levy-Khinchin representation. It interweaves probability theory, topology, and;

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