Titlebook: Stable Processes and Related Topics; A Selection of Paper Stamatis Cambanis,Gennady Samorodnitsky,Murad S. T Book 1991 Birkhäuser Boston 19

Perineum

V. Mandrekar,B. Thelenought a kind of religious fervor to his philosophy precisely because he saw it as dealing much better than religion does with the matters that are closest to ou978-94-010-8125-2978-94-009-3633-1Series ISSN 0924-4530

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1050-6977 t is the Gaussian model amongst them? Moving further away from normality, what are appropriate non-Gaussian models that are sufficiently different to encompass 978-1-4684-6780-2978-1-4684-6778-9Series ISSN 1050-6977 Series E-ISSN 2297-0428

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,Gaussian measures of large balls in ℝn,norms ‖•‖ and x. ∈ ℝ.. The basic tool for those investigations is a generalization of Laplace’s method to a larger class of functions. The general results are applied to ℓ.-norms where we obtain new results for 0

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Alternative multivariate stable distributions and their applications to financial modeling,ribution for modeling stock returns. In [9] we find that the geometric summation scheme provides a better model for univariate stock index data than various stable alternatives, including the .-stable model. Here we extend the geometric summation model to multivariate settings which allows us to model portfolios of financial assets.

Prognosis

Construction of Multiple Stable Measures and Integrals Using Lepage Representation,ction defined on .., symmetric in its arguments and vanishing on the diagonals. We provide a construction of the product measure . and of the multiple stochastic integral . using a multiple Lepage representation.

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