Description: Lévy processes and stochastic calculus / Skip to content SIDALC SIDALC SIDALC Home About SIDALC 0 items Language English Español Français Português (Brasil) Login …
Lévy processes and stochastic calculus - CERN Document Server CERN Accelerating science Sign in Directory CERN Document Server Access articles, reports and multimedia content in …
Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems …
抄録< jats: p> Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of …
After a review of first-order differential equations and their associated flows, we investigate stochastic differential equations (SDEs) driven by Brownian motion and an independent …
D Applebaum, B Totaro, A Katok, B Simon, P Sarnak… - 2004 - cds.cern.ch
Levy Processes and Stochastic Calculus - CERN Document Server CERN Accelerating science Sign in Directory CERN Document Server Access articles, reports and multimedia …