𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A risk model driven by Lévy processes

✍ Scribed by Manuel Morales; Wim Schoutens

Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
215 KB
Volume
19
Category
Article
ISSN
1524-1904

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Lévy processes on a first order model
Lévy processes on a first order model
✍ Siu-Ah Ng 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 228 KB

## Abstract The classical notion of Lévy process is generalized to one that takes as its values probabilities on a first or‐der model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities and the infinite divisibility with respect to it

Hölder Exponent for a Two-Parameter Lévy
Hölder Exponent for a Two-Parameter Lévy Process
✍ Sandrine Lagaize 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 148 KB

We study the regularity of a two-parameter Le vy process in the neighbourhood of a fixed point and then we compute the Ho lder exponent of such a process.

The trace of a one-dimensional Markov pr
The trace of a one-dimensional Markov process with Lévy measure
✍ Heidrun Seidel 📂 Article 📅 1980 🏛 John Wiley and Sons 🌐 English ⚖ 565 KB

The trace of a one-dimensional MARHOV process with LBVY measure By HEIDRUN SEIDEL of Dresden (Eingegangen am 10. 10. 1979) Q 1. Introduction Let X = ( X t , X t , P,) be a right-continuous FELLER process on the interval [O, I] with infinitesimal generator $ of the form (1.1) gm:, = D,DJ(x) + b ( 4 f