Lévy Processes and Stochastic Calculus
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Publication:3627586
DOI10.1017/CBO9780511809781zbMath1200.60001OpenAlexW3022439851MaRDI QIDQ3627586
Publication date: 13 May 2009
Full work available at URL: https://doi.org/10.1017/cbo9780511809781
regular variationLyapunov function for SDEstochastic integration for Lévy processesstochastic ordinary differential equations for Lévy processes
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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