Levy processes.
Overview
| Works: | 16 works in 14 publications in 14 languages | |
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Titles
Quantum Independent Increment Processes.. I,. From Classical Probability to Quantum Stochastic Calculus
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Tempered stable distributions = stochastic models for multiscale processes /
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Dirichlet forms methods for Poisson point measures and Levy processes = with emphasis on the creation-annihilation techniques /
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Malliavin calculus for Levy processes with applications to finance
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The dynamics of nonlinear reaction-diffusion equations with small levy noise
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Levy Matters III = Levy-type processes: construction, approximation and sample path properties /
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Fluctuations of Levy processes with applications = introductory lectures /
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Levy matters IV = estimation for discretely observed Levy processes /
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Pricing derivatives under Levy models = modern finite-difference and pseudo-differential operators approach /
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