Some elements on Lévy processes-Reference-Cited by-同舟云学术

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Some elements on Lévy processes

Published:2001 Issue: Volume: Page:117-144
ISSN:0169-7161
Container-title:Handbook of Statistics
language:
Short-container-title:

Author:

Bertoin Jean

Publisher

Elsevier

Reference50 articles.

1. Probability and statistics: self-decomposability, finance and turbulence;Barndorff-Nielsen,1998

2. Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions;Barndorff-Nielsen;Z. Wahrscheinlichkeitstheorie verw. Gebiete,1977

3. Lévy Processes;Bertoin,1996

4. Cauchy's principal value of local times of Lévy processes with no negative jumps via continuous branching processes;Bertoin;Electronic Journal of Probability,1997

5. Subordinators: examples and applications;Bertoin,1999

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1. An Analytical Pricing Framework for Financial Assets with Trading Suspensions;SSRN Electronic Journal;2018

2. Karhunen–Loève expansions of Lévy processes;Communications in Statistics - Theory and Methods;2017-11-27

3. Credit Dynamics in a First Passage Time Model with Jumps;SSRN Electronic Journal;2010

4. Lévy Processes and Stochastic Calculus;CAM ST AD M;2009

5. System Reliability Based on System Wear;Stochastic Models;2006-05

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