Explore Books on
lévy processes

Lévy processes and stochastic calculus

By David Applebaum

Levy processes in credit risk

By Wim Schoutens

Stochastic processes for physicists

By Kurt Jacobs

Lévy statistics and laser cooling

By François Bardou,Jean-Philippe Bouchaud,Alain Aspect,Claude Cohen-Tannoudji

Stochastic partial differential equations with Lévy noise

By S. Peszat

Quantum independent increment processes

By David Applebaum,Michael Schürmann,Uwe Franz,B.V. Rajarama Bhat,Michael Schuermann

Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion

By Horst Osswald

Mathematics of the Bond Market

By Michał Barski,Jerzy Zabczyk

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes

By Nicolas Bouleau,Laurent Denis

Lévy processes

By Ole E. Barndorff-Nielsen,Thomas Mikosch,Sidney I Resnick

Fluctuation Theory for Lévy Processes

By Ronald A. Doney

Lévy processes in finance

By Wim Schoutens

Quantum independent increment processes

By Ole E. Barndorff-Nielsen,Michael Schürmann,Uwe Franz,Rolf Gohm,Burkhard Kümmerer,Steen Thorbjørnsen

Lectures on probability theory and statistics

By Ecole d'été de probabilités de Saint-Flour (27th 1997)

Random trees, Lévy processes, and spatial branching processes

By Thomas Duquesne

Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics)

By Ken-iti Sato

Introductory Lectures on Fluctuations of Lévy Processes with Applications (Universitext)

By Andreas E. Kyprianou

Lévy Processes in Lie Groups (Cambridge Tracts in Mathematics)

By Ming Liao

Lévy processes and infinitely divisible distributions

By Kenʾichi Satō

Financial models with Levy processes and volatility clustering

By S. T. Rachev

Lévy processes

By Jean Bertoin

Exotic option pricing and advanced Lévy models

By Andreas E. Kyprianou,Wim Schoutens,Paul Wilmott

Two-dimensional Markovian holonomy fields

By Thierry Lévy

Financial models with Lévy processes and volatility clustering

By S. T. Rachev