音乐等 发表于 2025-3-30 10:12:26

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Allege 发表于 2025-3-30 15:35:14

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开花期女 发表于 2025-3-30 19:00:46

Basic Results on Lévy Processes existence theorems, we focus on six main streams: (2) the study of stable processes, (3) extensions of the results on stable processes, (4) im- petus from Hunt’s potential theory, (5) impetus from the theory of random walks, (6) distributional properties and self-decomposability, and (7) transformations of Lévy processes.

constellation 发表于 2025-3-30 21:53:34

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perpetual 发表于 2025-3-31 01:18:52

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Mystic 发表于 2025-3-31 06:39:12

Lévy Processes in the Physical Scienceses from fluid mechanics, solid state physics, polymer chemistry, and mathematical finance leading to such non-Gaussian processes are described. For nonlinear problems, the asymptotic and approximation schemes are discussed. The article is written with both mathematical and physical sciences audiences in mind.

Intentional 发表于 2025-3-31 11:09:26

Modelling by Lévy Processess for Financial Econometricshe paper is the use of posi- tive Ornstein-Uhlenbeck-type (OU-type) processes inside stochastic volatility processes. The basic probability theory associated with such models is discussed in some detail.
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查看完整版本: Titlebook: Lévy Processes; Theory and Applicati Ole E. Barndorff-Nielsen,Sidney I. Resnick,Thomas Book 2001 Birkhäuser Boston 2001 Excel.Gaussian pro