Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject Lévy processes
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
|---|---|---|
| 2012 | General theory of geometric Lévy models for dynamic asset pricing | Brody, DC; Hughston, LP; Mackie, E |
| 22-Aug-2017 | Hausdorff Dimension of the Range and the Graph of Stable-Like Processes | Yang, X |
| 1-Dec-2019 | On the Favorite Points of Symmetric Lévy Processes | Li, B; Xiao, Y; Yang, X |
| 2015 | Stable-1/2 bridges and insurance | Hoyle, E; Hughston, LP; Macrina, A |