scientific article; zbMATH DE number 918811

Publication date: 22 August 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Lévy processes excursion theory mathematical finance risk estimation core theory independent and stationary increments Greenwood-Pitman approach

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sample path properties (60G17) Local time and additive functionals (60J55) Markov processes (60J99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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