1. Lévy Processes and Stochastic Calculus;Applebaum,2009
2. Tempered stable Lévy motion and transient super-diffusion;Baeumer;J. Comput. Appl. Math.,2010
3. An Introduction to Stochastic Dynamics;Duan,2015
4. Modelling tail risk with tempered stable distributions: an overview;Fallahgoul;Ann. Oper. Res.,2021
5. Functional Integration and Partial Differential Equations;Freidlin,1985