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Stochastic Integration Theory
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Stochastic Integration Theory (2007)Stochastic Integration TheoryOn Exponential Functionals of Lévy Processes (2013)On Exponential Functionals of…Limit Theorems for Stochastic Processes (2003)Lévy Processes and Stochastic Calculus (2004)Stochastic Integration and Differential Equations (2005)STOCHASTIC INTEGRALS WITH RESPECT TO L´ EVY PROCESSES AND INFINITELY DIVISIBLE DISTRIBUTIONS (2011)Gerber–Shiu Risk Theory (2013)Bernstein-gamma functions and exponential functionals of Lévy processes (2018)
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  • 2013On Exponential Functionals of Lévy Processes87 cited

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