✦ LIBER ✦

Stationary and self-similar processes driven by Lévy processes

✍ Scribed by Ole E Barndorff-Nielsen; Victor Pérez-Abreu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Retarded Stationary Ornstein–Uhlenbeck P

✍ Kai Liu 📂 Article 📅 2010 🏛 Springer Netherlands 🌐 English ⚖ 503 KB

Lévy-Driven Carma Processes

✍ P.J. Brockwell 📂 Article 📅 2001 🏛 Springer Japan 🌐 English ⚖ 533 KB

Reflected BSDE Driven by a Lévy Process

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

A risk model driven by Lévy processes

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

Doubly reflected BSDEs driven by a Lévy

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

Term Structure Models Driven by General

✍ Ernst Eberlein; Sebastian Raible 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 400 KB