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Sachnovič, Lev A. [Author]

Levy processes, integral equations, statistical physics : connections and interactions

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Basel; Heidelberg [u.a.]: Birkhäuser, 2012

Published in: Operator theory ; 225
Di Nunno, Giulia [Author] ; Øksendal, Bernt K. [Other]; Proske, Frank [Other]

Malliavin calculus for Lévy processes with applications to finance

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Berlin; Heidelberg [u.a.]: Springer, 2009

Published in: Universitext
Peszat, Szymon [Author]; Zabczyk, Jerzy [Author] ; Zabczyk, Jerzey [Performer]

Stochastic partial differential equations with Lévy Noise : an evolution equation approach - [1. publ.]

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Cambridge [u.a.]: Cambridge University Press, 2007

Published in: Encyclopedia of mathematics and its applications ; 113
Applebaum, David [Author]

Lévy processes and stochastic calculus - [Reprint]

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Cambridge [u.a.]: Cambridge University Press, 2005

Published in: Cambridge studies in advanced mathematics ; 93,2005
Strietzel, Philipp Lukas [Author] ; Technische Universität Dresden

Lévy risk models in one and two dimensions

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Dresden, [2022?]
Khoshnevisan, Davar [Author]; Schilling, René L. [Author] ; Quer-Sardanyons, Lluis [Editor]; Utzet, Frederic [Editor]

From Lévy-type processes to parabolic SPDEs

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Cham, Switzerland: Birkhäuser, [2016]

Published in: Advanced courses in mathematics - CRM Barcelona
Jacobs, Kurt [Author]

Stochastic processes for physicists : understanding noisy systems - [Reprinted with corrections]

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Cambridge [u.a.]: Cambridge Univ. Press, 2013
Grigelionis, Bronius [Author]

Student's t-distribution and related stochastic processes

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Heidelberg [u.a.]: Springer, 2013

Published in: SpringerBriefs in Statistics
Jacobs, Kurt [Author]

Stochastic processes for physicists : understanding noisy systems - [1. publ.]

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Cambridge [u.a.]: Cambridge University Press, 2010
Sideris, Apostolos [Author] ; Technische Universität Dresden

Exponential functionals of Markov additive processes and a Markov modulated extension of the generalized Ornstein-Uhlenbeck process

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Dresden, [2022?]
Barndorff-Nielsen, Ole E. [Author]; Širjaev, Alʹbert N. [Author]

Change of time and change of measure

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New Jersey; London; Singapore [u.a.]: World Scientific, c 2010

Published in: Advanced series on statistical science & applied probability ; 13
Bichteler, Klaus [Author]

Stochastic integration with jumps - [Digitally print. version, paperback re-issue]

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Cambridge [u.a.]: Cambridge Univ. Press, 2010

Published in: Encyclopedia of mathematics and its applications ; 89,2010
Schoutens, Wim [Author]

Lévy processes in finance : pricing financial derivatives

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Chichester [u.a.]: Wiley, 2003

Published in: Wiley series in probability and statistics
Schoutens, Wim [Author]; Cariboni, Jessica [Author]

Lévy processes in credit risk

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Chichester: Wiley, 2009

Published in: Wiley financy series
Oechsler, David [Author] ; Technische Universität Dresden

Scale functions of Lévy processes and invariant measures of Lévy-type processes

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Dresden, [2023?]
Øksendal, Bernt K. [Author]; Sulem, Agnès [Author]

Applied stochastic control of jump diffusions - [2. ed.]

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Berlin; Heidelberg [u.a.]: Springer, 2007

Published in: Universitext
Øksendal, Bernt K. [Author]; Sulem, Agnès [Author]

Applied stochastic control of jump diffusions

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Berlin; Heidelberg [u.a.]: Springer, c 2005

Published in: Universitext
Gallager, Robert G. [Author]

Stochastic processes : theory for applications - [1. publ.]

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Cambridge [u.a.]: Cambridge Univ. Press, 2013
Asmussen, Søren [Author]; Glynn, Peter W. [Author]

Stochastic simulation: algorithms and analysis

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New York, NY: Springer, 2007

Published in: Stochastic modelling and applied probability ; 57
Cont, Rama [Author]; Tankov, Peter [Author]

Financial modelling with jump processes

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Boca Raton, Fla. [u.a.]: Chapman & Hall/CRC, 2004

Published in: Chapman & Hall/CRC financial mathematics series

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