A graduate-level book for researchers in atomic physics, quantum optics, and statistical physics, written by world leaders in the fields of laser cooling and light-atom interactions. They demonstrate how Lvy statistics can be applied to problems where Gaussian statistics are ina…
This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integ…
This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown that the geometric Levy process (GL…