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Showing 1 to 3 of 3 for “"Levy measure"”.
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Potential Theory for Subordinate Brownian Motion by Tempered Stable Subordinator
… {Zt : t ≥ 0}, we can get a class of Levy processes Xt := BZtw (o) in Rd (d ≥ 2). Some well known processes such as symmetric alpha-stable process and relativistic alpha-stable processes are special examples in this class. Recently for a bounded open set D with C1,1 boundary, the …
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Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
Levy-Prozesse, das heißt stochastische Prozesse mit unabhängigen <br>und stationären Zuwächsen, stellen eine Verallgemeinerung der <br>Brownschen Bewegung dar. Aufgrund ihrer günstigen analytischen <br>Eigenschaften hat sich die Brownsche Bewegung als Standardmodell <br>für viele Prozesse in der …
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Point processes in statistical mechanics : a cluster expansion approach
… which realizes randomly locally finite point measures. One of the main results of this thesis is an existence theorem for a new class of point processes with a so called signed Levy pseudo measure L, which is an extension of the class of infinitely divisible point processes. The construction …