Lévy processes. Theory and applications. (English) Zbl 0961.00012

Barndorff-Nielsen, Ole E. (ed.); Mikosch, Thomas (ed.); Resnick, Sidney I. (ed.)

Boston: Birkhäuser. x, 415 p. (2001).

Show indexed articles as search result.

The articles of this volume will be reviewed individually.
Indexed articles:
Sato, Ken-iti, Basic results on Lévy processes, 3-37 [Zbl 0974.60036]
Carmona, Philippe; Petit, Frédérique; Yor, Marc, Exponential functionals of Lévy processes, 39-55 [Zbl 0979.60038]
Doney, Ronald, Fluctuation theory for Lévy processes, 57-66 [Zbl 0982.60048]
Marcus, Michael B.; Rosen, Jay, Gaussian processes and local times of symmetric Lévy processes, 67-88 [Zbl 0988.60026]
Watanabe, Toshiro, Temporal change in distributional properties of Lévy processes, 89-107 [Zbl 0979.60039]
Applebaum, David, Lévy processes in stochastic differential geometry, 111-137 [Zbl 0984.60056]
Jacob, Niels; Schilling, René L., Lévy-type processes and pseudodifferential operators, 139-168 [Zbl 0984.60054]
Maejima, Makoto, Semistable distributions, 169-183 [Zbl 0979.60006]
Albeverio, Sergio; Rüdiger, Barbara; Wu, Jiang-Lun, Analytic and probabilistic aspects of Lévy processes and fields in quantum theory, 185-224 [Zbl 0979.60035]
Holevo, Alexander S., Lévy processes and continuous quantum measurements, 225-239 [Zbl 0988.60097]
Woyczyński, Wojbor A., Lévy processes in the physical sciences, 241-266 [Zbl 0982.60043]
Bertoin, Jean, Some properties of Burgers turbulence with white or stable noise initial data, 267-279 [Zbl 0984.60078]
Barndorff-Nielsen, Ole E.; Shephard, Neil, Modelling by Lévy processes for financial econometrics, 283-318 [Zbl 0991.62089]
Eberlein, Ernst, Application of generalized hyperbolic Lévy motions to finance, 319-336 [Zbl 0982.60045]
Ma, Jin; Protter, Philip; Zhang, Jianfeng, Explicit form and path regularity of martingale representations, 337-360 [Zbl 0979.60027]
Yor, Marc, Interpretations in terms of Brownian and Bessel meanders of the distribution of a subordinated perpetuity, 361-375 [Zbl 0982.60080]
Nolan, John P., Maximum likelihood estimation and diagnostics for stable distributions, 379-400 [Zbl 0971.62008]
Rosiński, Jan, Series representations of Lévy processes from the perspective of point processes, 401-415 [Zbl 0985.60048]

MSC:

00B15	Collections of articles of miscellaneous specific interest
60-06	Proceedings, conferences, collections, etc. pertaining to probability theory

Keywords:

Lévy processes