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Lévy-Prozess

Markov-Prozess

Subject heading	Lévy-Prozess
Definition	Markov-Prozess mit unabhängigen Inkrementen (MSC 60J30)
Broader term	Markov-Prozess
Related	Lévy-Chinčin-Formel (verwandter Begriff)
Topic	Stochastik, Operations Research
Source	Vorlage
Record type	Allgemeinbegriff
GND-Identifier	4463623-4
Record ID	950979708
Topic of show all Multivariate estimation in nonparametric models: Stochastic neural networks and Lévy processes Approximation theorems for Lévy-driven Marcus (canonical) stochastic differential equations Borders of the probabilistic symbol, time-inhomogeneity, and generalized semimartingales Characterization of Jump-Diffusion Stochastic Dynamics: Analysis and Applications on Real World Data Covariation estimation for multi-dimensional Lévy processes based on high-frequency observations Estimation and calibration of Lévy-driven moving average processes via Fourier methods Exchangeable Minimum-Infinitely Divisible Sequences: Characterization, Simulation And A Detour To Model Selection Martingale Transformations of Jump Processes On second order elliptic stochastic partial differential equations and almost periodically stationary processes Subordinated fields and random elliptic partial differential equations Applied Stochastic Control of Jump Diffusions Applied Stochastic Control of Jump Diffusions Über operator-stable-like Prozesse und ihre Eigenschaften Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities Pricing Derivatives Under Lévy Models : Modern Finite-Difference and Pseudo-Differential Operators Approach Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices Real Options Valuation : The Importance of Stochastic Process Choice in Commodity Price Modelling The asymptotic behavior of the term structure of interest rates The asymptotic behavior of the term structure of interest rates Fluctuations of Lévy processes with applications : introductory lectures Fluctuations of Lévy Processes with Applications : Introductory Lectures Lévy processes and their applications in reliability and storage Lévy Processes and Their Applications in Reliability and Storage Student's t-distribution and related stochastic processes Student’s t-Distribution and Related Stochastic Processes Lévy processes at Saint-Flour Nonparametric estimation of the jump component in financial time series Malliavin calculus for Lévy processes with applications to finance Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps Empirischer Vergleich von Optionspreismodellen auf Basis zeitdeformierter Lévy-Prozesse : Kalibrierung, Hedging, Modellrisiko Malliavin calculus for Lévy processes with applications to finance Applied stochastic control of jump diffusions Applied stochastic control of jump diffusions Fluctuation theory for Lévy processes Fluctuation theory for Lévy processes Introductory lectures on fluctuation of Lévy processes with applications Introductory Lectures on Fluctuations of Lévy Processes with Applications Applied stochastic control of jump diffusions Applied Stochastic Control of Jump Diffusions Eine Verallgemeinerung der Itô-Formel zur Bewertung von Optionen in zeitstetigen Finanzmärkten Lévy processes in finance : the change of measure and non-linear dependence Lévy processes in finance : the change of measure and non-linear dependence Extremes of Lévy driven moving average processes with applications in finance Extremes of Lévy driven moving average processes with applications in finance Two essays on incomplete markets The theory of quantum Lévy processes Lévy processes in credit risk and market models Lévy processes in credit risk and market models Optimal portfolios with bounded downside risks Optimal portfolios with bounded downside risks Entwicklung eines Verfahrens zum Schätzen deterministischer und stochastischer dynamischer Strukturen Entwicklung eines Verfahrens zum Schätzen deterministischer und stochastischer dynamischer Strukturen Lévy processes : theory and applications Lévy Processes : Theory and Applications Statistical analysis for discretely observed Lévy processes Statistical analysis for discretely observed Lévy processes Lévy processes in finance : theory, numerics, and empirical facts Lévy processes in finance : theory, numerics, and empirical facts The generalized hyperbolic model : estimation, financial derivatives and risk measures The generalized hyperbolic model: estimation, financial derivatives, and risk measures

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Katalog der Deutschen Nationalbibliothek

Lévy-Prozess

Multivariate estimation in nonparametric models: Stochastic neural networks and Lévy processes

Approximation theorems for Lévy-driven Marcus (canonical) stochastic differential equations

Borders of the probabilistic symbol, time-inhomogeneity, and generalized semimartingales

Characterization of Jump-Diffusion Stochastic Dynamics: Analysis and Applications on Real World Data

Covariation estimation for multi-dimensional Lévy processes based on high-frequency observations

Estimation and calibration of Lévy-driven moving average processes via Fourier methods

Exchangeable Minimum-Infinitely Divisible Sequences: Characterization, Simulation And A Detour To Model Selection

Martingale Transformations of Jump Processes

On second order elliptic stochastic partial differential equations and almost periodically stationary processes

Subordinated fields and random elliptic partial differential equations

Applied Stochastic Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions

Über operator-stable-like Prozesse und ihre Eigenschaften

Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities

Pricing Derivatives Under Lévy Models : Modern Finite-Difference and Pseudo-Differential Operators Approach

Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices

Real Options Valuation : The Importance of Stochastic Process Choice in Commodity Price Modelling

The asymptotic behavior of the term structure of interest rates

The asymptotic behavior of the term structure of interest rates

Fluctuations of Lévy processes with applications : introductory lectures

Fluctuations of Lévy Processes with Applications : Introductory Lectures

Lévy processes and their applications in reliability and storage

Lévy Processes and Their Applications in Reliability and Storage

Student's t-distribution and related stochastic processes

Student’s t-Distribution and Related Stochastic Processes

Lévy processes at Saint-Flour

Nonparametric estimation of the jump component in financial time series

Malliavin calculus for Lévy processes with applications to finance

Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps

Empirischer Vergleich von Optionspreismodellen auf Basis zeitdeformierter Lévy-Prozesse : Kalibrierung, Hedging, Modellrisiko

Malliavin calculus for Lévy processes with applications to finance

Applied stochastic control of jump diffusions

Applied stochastic control of jump diffusions

Fluctuation theory for Lévy processes

Fluctuation theory for Lévy processes

Introductory lectures on fluctuation of Lévy processes with applications

Introductory Lectures on Fluctuations of Lévy Processes with Applications

Applied stochastic control of jump diffusions

Applied Stochastic Control of Jump Diffusions

Eine Verallgemeinerung der Itô-Formel zur Bewertung von Optionen in zeitstetigen Finanzmärkten

Lévy processes in finance : the change of measure and non-linear dependence

Lévy processes in finance : the change of measure and non-linear dependence

Extremes of Lévy driven moving average processes with applications in finance

Extremes of Lévy driven moving average processes with applications in finance

Two essays on incomplete markets

The theory of quantum Lévy processes

Lévy processes in credit risk and market models

Lévy processes in credit risk and market models

Optimal portfolios with bounded downside risks

Optimal portfolios with bounded downside risks

Entwicklung eines Verfahrens zum Schätzen deterministischer und stochastischer dynamischer Strukturen

Entwicklung eines Verfahrens zum Schätzen deterministischer und stochastischer dynamischer Strukturen

Lévy processes : theory and applications

Lévy Processes : Theory and Applications

Statistical analysis for discretely observed Lévy processes

Statistical analysis for discretely observed Lévy processes

Lévy processes in finance : theory, numerics, and empirical facts

Lévy processes in finance : theory, numerics, and empirical facts

The generalized hyperbolic model : estimation, financial derivatives and risk measures

The generalized hyperbolic model: estimation, financial derivatives, and risk measures