Lévy Processes and Stochastic Calculus (Q3627586)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy Processes and Stochastic Calculus |
scientific article |
Statements
Lévy Processes and Stochastic Calculus (English)
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13 May 2009
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stochastic integration for Lévy processes
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stochastic ordinary differential equations for Lévy processes
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regular variation
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Lyapunov function for SDE
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