✦ LIBER ✦

Time Changes for Lévy Processes

✍ Scribed by Hélyette Geman; Dilip B. Madan; Marc Yor

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic results for time-changed Lévy

✍ Mathieu Rosenbaum; Peter Tankov 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 314 KB

Continuity of local times for Lévy proce

✍ M. T. Barlow 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 488 KB

Local times for two-parameter Lévy proce

✍ Maria E. Vares 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 510 KB

Moments of passage times for Lévy proces

✍ R.A. Doney; R.A. Maller 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 291 KB

Moments of last exit times for Lévy proc

✍ Ken-iti Sato; Toshiro Watanabe 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 288 KB

Precise Asymptotics for Lévy Processes

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