Lvy processes

#	Item
11	J Stat Phys:801–812 DOIs10955x Numerical Solution of Dyson Brownian Motion and a Sampling Scheme for Invariant Matrix Ensembles Xingjie Helen Li · Govind Menon Add to Reading List Source URL: www.dam.brown.edu Language: English - Date: 2013-12-06 12:25:20 Algebra Mathematics Mathematical analysis Mathematical physics Matrix theory Linear algebra Stochastic processes Lvy processes Random matrix Eigenvalues and eigenvectors Brownian motion Matrix
12	Stochastic Differential Equations Lecture notes for courses given at Humboldt University Berlin and University of Heidelberg Markus Reiß Add to Reading List Source URL: math.uni-heidelberg.de Language: English - Date: 2007-02-12 06:05:10 Statistical randomness Stochastic processes Stochastic calculus Martingale theory Stochastic differential equations Lvy processes Wiener process FeynmanKac formula Infinitesimal generator Semimartingale Brownian motion Stratonovich integral