Books on the topic 'Processus de Lévy'
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Øksendal, B. K. (Bernt Karsten), 1945-, Proske Frank, and SpringerLink (Online service), eds. Malliavin Calculus for Lévy Processes with Applications to Finance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2008.
Find full textBarndorff-Nielsen, Ole E., Sidney I. Resnick, and Thomas Mikosch, eds. Lévy Processes. Boston, MA: Birkhäuser Boston, 2001. http://dx.doi.org/10.1007/978-1-4612-0197-7.
Full textE, Barndorff-Nielsen O., Mikosch Thomas, and Resnick Sidney I, eds. Lévy processes: Theory and applications. Boston: Birkhäuser, 2001.
Find full textPicard, Jean, ed. Fluctuation Theory for Lévy Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-48511-7.
Full textSchoutens, Wim, and Jessica Cariboni, eds. Lévy Processes in Credit Risk. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119206521.
Full textLévy processes and stochastic calculus. 2nd ed. Cambridge: Cambridge University Press, 2009.
Find full textBarndorff-Nielsen, O. E. Lévy Processes: Theory and Applications. Boston, MA: Birkhäuser Boston, 2001.
Find full textApplebaum, David. Lévy processes and stochastic calculus. 2nd ed. Cambridge: Cambridge University Press, 2009.
Find full textApplebaum, David. Lévy processes and stochastic calculus. 2nd ed. Cambridge: Cambridge University Press, 2009.
Find full textKyprianou, Andreas E. Fluctuations of Lévy Processes with Applications. Berlin, Heidelberg: Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-37632-0.
Full textLévy processes and infinitely divisible distributions. Cambridge, U.K: Cambridge University Press, 1999.
Find full textF, Le Gall J., ed. Random trees, Lévy processes, and spatial branching processes. Paris, France: Société mathématique de France, 2002.
Find full textKhoshnevisan, Davar, and René Schilling. From Lévy-Type Processes to Parabolic SPDEs. Edited by Frederic Utzet and Lluis Quer-Sardanyons. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-34120-0.
Full textRachev, Svetlozar T., Young Shin Kim, Michele Leonardo Bianchi, and Frank J. Fabozzi. Financial Models with Lévy Processes and Volatility Clustering. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118268070.
Full textRachev, S. T. Financial models with Lévy processes and volatility clustering. Hoboken, N.J: John Wiley, 2011.
Find full textAlexey, Kuznetsov, Kyprianou Andreas E, Rivero Victor, and SpringerLink (Online service), eds. Lévy Matters II: Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.
Find full textAbdel-Hameed, Mohamed. Lévy Processes and Their Applications in Reliability and Storage. Berlin, Heidelberg: Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-40075-9.
Full textNunno, Giulia Di, Bernt Øksendal, and Frank Proske, eds. Malliavin Calculus for Lévy Processes with Applications to Finance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-78572-9.
Full textE, Kyprianou Andreas, Schoutens Wim, and Wilmott Paul, eds. Exotic option pricing and advanced Lévy models. Chichester, England: John Wiley, 2005.
Find full textChaumont, Loïc, and Andreas E. Kyprianou, eds. A Lifetime of Excursions Through Random Walks and Lévy Processes. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-83309-1.
Full textRocha-Arteaga, Alfonso, and Ken-iti Sato. Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-22700-5.
Full textBouleau, Nicolas, and Laurent Denis. Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-25820-1.
Full textJessica, Cariboni, ed. Levy processes in credit risk. [Hoboken, NJ]: John Wiley & Sons, 2009.
Find full textStochastic processes for physicists: Understanding noisy systems. Cambridge: Cambridge University Press, 2010.
Find full textTwo-dimensional Markovian holonomy fields. Paris: Societé mathématique de France, 2010.
Find full textSchoutens, Wim. Lévy Processes in Finance: Pricing Financial Derivatives. Wiley & Sons, Incorporated, John, 2003.
Find full textGlynn, Peter W., Lars Nørvang Andersen, Frank Aurzada, Makoto Maejima, and Søren Asmussen. Lévy Matters V: Functionals of lévy Processes. Springer London, Limited, 2015.
Find full textGlynn, Peter W., Lars Nørvang Andersen, Frank Aurzada, Makoto Maejima, and Søren Asmussen. Lévy Matters V: Functionals of lévy Processes. Springer, 2015.
Find full textKudryavtsev, Oleg. Applications of lévy Processes. Nova Science Publishers, Incorporated, 2021.
Find full textKudryavtsev, Oleg. Applications of lévy Processes. Nova Science Publishers, Incorporated, 2021.
Find full textGenon-Catalot, Valentine, Denis Belomestny, Fabienne Comte, Hiroki Masuda, and Markus Reiß. Lévy Matters IV: Estimation for Discretely Observed lévy Processes. Springer London, Limited, 2014.
Find full textGenon-Catalot, Valentine, Denis Belomestny, Fabienne Comte, Hiroki Masuda, and Markus Reiß. Lévy Matters IV: Estimation for Discretely Observed Lévy Processes. Springer, 2014.
Find full textApplebaum, David. Lévy Processes and Stochastic Calculus. Cambridge University Press, 2006.
Find full textApplebaum, David. Lévy Processes and Stochastic Calculus. Cambridge University Press, 2009.
Find full textBarndorff-Nielsen, O. E. Lévy Processes: Theory and Applications. Birkhäuser, 2018.
Find full textBarndorff-Nielsen, O. E. Lévy Processes: Theory and Applications. Birkhäuser Boston, 2012.
Find full textApplebaum, David. Lévy Processes and Stochastic Calculus. Cambridge University Press, 2004.
Find full textApplebaum, David. Lévy Processes and Stochastic Calculus. Cambridge University Press, 2004.
Find full textApplebaum, David. Lévy Processes and Stochastic Calculus. Cambridge University Press, 2010.
Find full textApplebaum, David. Lévy Processes and Stochastic Calculus. Cambridge University Press, 2011.
Find full textApplebaum, David. Lévy Processes and Stochastic Calculus. Cambridge University Press, 2009.
Find full textApplebaum, David. Lévy Processes and Stochastic Calculus. Cambridge University Press, 2004.
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