✦ LIBER ✦

Quasi-Stationary Distributions for Lévy Processes

✍ Scribed by A. E. Kyprianou and Z. Palmowski

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stationary and self-similar processes dr

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

Quasi-stationary distributions for struc

✍ Pierre Collet; Servet Martínez; Sylvie Méléard; Jaime San Martín 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 373 KB

Convergence of quasi-stationary distribu

✍ Julian Keilson; Ravi Ramaswamy 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 953 KB

Precise Asymptotics for Lévy Processes

✍ Zhi Shui Hu; Chun Su 📂 Article 📅 2006 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 147 KB

Numerical methods for Lévy processes

✍ N. Hilber; N. Reich; C. Schwab; C. Winter 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 617 KB

Stochastic Volatility for Lévy Processes

✍ Peter Carr; Hélyette Geman; Dilip B. Madan; Marc Yor 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 243 KB