Lévy Processes and Stochastic Calculus (Q3627586)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Lévy Processes and Stochastic Calculus
scientific article

    Statements

    Lévy Processes and Stochastic Calculus (English)
    0 references
    0 references
    13 May 2009
    0 references
    stochastic integration for Lévy processes
    0 references
    stochastic ordinary differential equations for Lévy processes
    0 references
    regular variation
    0 references
    Lyapunov function for SDE
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references