Lévy Processes and Stochastic Calculus
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Publication:4821951
DOI10.1017/CBO9780511755323zbMath1073.60002OpenAlexW1591798773MaRDI QIDQ4821951
Publication date: 22 October 2004
Full work available at URL: https://doi.org/10.1017/cbo9780511755323
semimartingalesstochastic differential equationsMarkov processesDirichlet formsstochastic flowstochastic integralfinancial mathematics
Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Random measures (60G57) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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