×

Found 245 Documents (Results 1–100)

Functional Gaussian approximation for dependent structures. (English) Zbl 1447.60003

Oxford Studies in Probability 6. Oxford: Oxford University Press (ISBN 978-0-19-882694-1/hbk). xv, 478 p. (2019).
PDFBibTeX XMLCite
Full Text: DOI

Explicit computations for some Markov modulated counting processes. (English) Zbl 1369.60053

Kallsen, Jan (ed.) et al., Advanced modeling in mathematical finance. In honour of Ernst Eberlein on the occasion of his 70th birthday, Kiel, Germany, May 22–25, 2015. Cham: Springer (ISBN 978-3-319-45873-1/hbk; 978-3-319-45875-5/ebook). Springer Proceedings in Mathematics & Statistics 189, 63-89 (2016).
PDFBibTeX XMLCite
Full Text: DOI arXiv

Lévy processes with two-sided reflection. (English) Zbl 1338.60126

Andersen, Lars Nørvang et al., Lévy matters V. Functionals of Lévy processes. Cham: Springer (ISBN 978-3-319-23137-2/pbk; 978-3-319-23138-9/ebook). Lecture Notes in Mathematics 2149. Lévy Matters, 67-182 (2015).
PDFBibTeX XMLCite
Full Text: DOI

Stochastic calculus for finance. (English) Zbl 1255.91001

Mastering Mathematical Finance. Cambridge: Cambridge University Press (ISBN 978-1-107-00264-7/hbk; 978-0-521-17573-9/pbk; 978-1-139-01736-7/ebook). vii, 177 p. (2012).
PDFBibTeX XMLCite
Full Text: DOI

Some examples of peacocks in a Markovian set-up. (English) Zbl 1266.60133

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLIV. Papers based on the presentations at the 44th séminaire de probabilités, Dijon, France, June 2010. Berlin: Springer (ISBN 978-3-642-27460-2/pbk; 978-3-642-27461-9/ebook). Lecture Notes in Mathematics 2046, 281-315 (2012).
PDFBibTeX XMLCite
Full Text: DOI HAL

A visual criterion for identifying Itô diffusions as martingales or strict local martingales. (English) Zbl 1248.60095

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona, Italy, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 147-157 (2011).
PDFBibTeX XMLCite
Full Text: DOI Link

Markov processes, Feller semigroups and evolution equations. (English) Zbl 1215.60002

Series on Concrete and Applicable Mathematics 12. Hackensack, NJ: World Scientific (ISBN 978-981-4322-18-8/hbk; 978-981-4322-19-5/ebook). xviii, 805 p. (2011).
Reviewer: H. M. Mai (Berlin)
PDFBibTeX XMLCite
Full Text: Link

Change of time and change of measure. (English) Zbl 1234.60003

Advanced Series on Statistical Science & Applied Probability 13. Hackensack, NJ: World Scientific (ISBN 978-981-4324-47-2/hbk; 978-981-4343-54-1/ebook). xvi, 305 p. (2010).
PDFBibTeX XMLCite
Full Text: DOI Link

Filter Results by …

Document Type

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Main Field

Biographic Reference

all top 3

Software