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Found 19 Documents (Results 1–19)

Stochastic integral and covariation representations for rectangular Lévy process ensembles. (English) Zbl 1498.60170

Mena, Ramsés H. (ed.) et al., XI symposium on probability and stochastic processes. CIMAT, Guanajuato, Mexico, November 18–22, 2013. Cham: Birkhäuser/Springer. Prog. Probab. 69, 119-139 (2015).
MSC:  60G51 60H05 60E07
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Stochastic calculus and applications. 2nd revised and expanded edition. (English) Zbl 1338.60001

Probability and Its Applications. New York, NY: Birkhäuser/Springer (ISBN 978-1-4939-2866-8/hbk; 978-1-4939-2867-5/ebook). xxiii, 666 p. (2015).
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