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a-stable absolutely continuous Albeverio asymptotic Barndorff-Nielsen Berlin Bertoin Bessel process Brownian motion caglad Cauchy characteristic function compound Poisson process condition converges convolution corresponding data set defined definite denote density diffusion Dirichlet forms drift estimates example exists exponential finite formula given hyperbolic independent increments infinitely divisible infinitely divisible distribution infinitesimal integral inverse Gaussian jumps Lecture Notes Lemma Levy measure Levy processes Lie groups linear Markov process martingale Math Mathematics n-modal parameters particles positive probability measure problem proof properties pseudodifferential operator quantum random measure random variables random walks representation result satisfies Sato Section self-decomposable semigroup semistable sequence solution space SPDEs spherical Springer-Verlag stable distributions stable processes stationary Statist stochastic differential equation stochastic processes subordinator symmetric tail Theorem transform unimodal unique vector velocity Watanabe white noise Woyczyrtski
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Rama Cont, Peter Tankov
OLE E BARNDORFF-NIELSEN, STEEN THORBJěRNSEN - 2002 - Bernoulli
Wim Schoutens, KU Leuven
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Ernst Eberlein, Fehmi Ozkan - 2003 - Mathematical Finance
2nd maphysto Levy Conference
The estimation of the Barndorff-Nielsen and Shephard model from ...
Self-decomposability and LÚvy processes in free probability
Publications and Talks
Analysis of filtering and smoothing algorithms for LÚvy-driven ...
DOI: 10.1007/s00184-005-0371-6 Multiple testing has become a ...
Levy processes in free probability -- Barndorff-Nielsen and ...