Lévy process

Results: 70



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61Statistics / Functional analysis / Heavy-tailed distribution / Random variable / Joint probability distribution / Lévy process / Convolution / Characteristic function / Distribution / Mathematical analysis / Probability theory / Mathematics

Discrete and continuous time modulated random walks with heavy-tailed increments Serguei Foss

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Source URL: www.math.nsc.ru

Language: English - Date: 2007-05-10 04:25:51
62Probability theory / Semimartingale / Martingale / Local martingale / Lévy process / Integral / Stochastic calculus / Continuous function / Itō calculus / Statistics / Stochastic processes / Martingale theory

Proceedings of the International Congress of Mathematicians Helsinki, 1978

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Source URL: www.mathunion.org

Language: English - Date: 2012-04-18 10:39:40
63Poisson process / Gamma process / Gamma distribution / Poisson distribution / Lévy process / Gamma function / Cauchy distribution / Non-homogeneous Poisson process / Statistics / Mathematical analysis / Stochastic processes

Gamma stochastic process and application to maintenance Michel Roussignol

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Source URL: perso-math.univ-mlv.fr

Language: English - Date: 2010-10-08 09:34:55
64Stable distribution / Geometric distribution / Lévy process / Characteristic function / Order statistic / Stability / Conditioning / Statistics / Probability theory / Mathematical analysis

Serdica Math. J[removed]), [removed]GEOMETRIC STABLE LAWS THROUGH SERIES

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Source URL: www.math.bas.bg

Language: English - Date: 2009-09-30 05:01:20
65Lévy process / Wiener process / Brownian motion / Lévy distribution / Normal distribution / Feller process / Semimartingale / Stable distribution / Infinitesimal generator / Statistics / Stochastic processes / Probability theory

Lévy Processes—From Probability to Finance and Quantum Groups

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Source URL: www.ams.org

Language: English - Date: 2004-11-03 13:21:03
66Central limit theorem / Poisson process / Lévy process / Infinite divisibility / Brownian motion / Stable distribution / Random walk / Statistics / Probability theory / Stochastic processes

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Source URL: www.stats.ox.ac.uk

Language: English - Date: 2004-01-27 11:20:29
67Stochastic processes / Poisson processes / Fourier analysis / Lévy process / Normal distribution / Infinite divisibility / Poisson distribution / Gamma distribution / Characteristic function / Statistics / Mathematical analysis / Probability theory

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Source URL: www.maths.bath.ac.uk

Language: English - Date: 2009-01-05 10:36:50
68Probability and statistics / Lévy process / Poisson process / Wiener process / Brownian motion / Stable distribution / Characteristic function / Statistics / Stochastic processes / Probability theory

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Source URL: www.applebaum.staff.shef.ac.uk

Language: English - Date: 2011-11-28 06:04:33
69Mathematical finance / Black–Scholes / Risk-neutral measure / Wiener process / Normal distribution / Moment-generating function / Poisson process / Futures contract / Lévy process / Statistics / Stochastic processes / Probability theory

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Source URL: pages.stern.nyu.edu

Language: English - Date: 2008-10-13 20:18:03
70Random walk / Brownian motion / Normal distribution / Lévy distribution / Probability distribution / Kinetic theory / Central limit theorem / File dynamics / Lévy process / Statistics / Stochastic processes / Probability and statistics

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Source URL: caos.fs.usb.ve

Language: English - Date: 2008-05-08 10:35:46
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