✦ LIBER ✦

Lévy-Driven Carma Processes

✍ Scribed by P.J. Brockwell

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Lévy-driven queues

✍ K. Dȩbicki; M. Mandjes 📂 Article 📅 2012 🏛 Elsevier 🌐 English ⚖ 495 KB

Reflected BSDE Driven by a Lévy Process

✍ Mohamed El Otmani 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 420 KB

Correlation cascades of Lévy-driven rand

✍ Iddo Eliazar; Joseph Klafter 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 352 KB

A risk model driven by Lévy processes

✍ Manuel Morales; Wim Schoutens 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 215 KB

Stationary and self-similar processes dr

✍ Ole E Barndorff-Nielsen; Victor Pérez-Abreu 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 155 KB

Doubly reflected BSDEs driven by a Lévy

✍ Yong Ren; Mohamed El Otmani 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 310 KB