The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Bingham, N. H.; Goldie, C. M.; Teugels, J. L. Regular variation. Encyclopedia of Mathematics and its Applications, 27. Cambridge University Press, Cambridge, 1987. xx+491 pp. ISBN: 0-521-30787-2 MR0898871 (88i:26004)
  2. Blumenthal, R. M.; Getoor, R. K. Sample functions of stochastic processes with stationary independent increments. J. Math. Mech. 10 1961 493--516. MR0123362 (23 #A689)
  3. Eberlein, E.; Keller, U. Hyperbolic distributions in finance. Bernoulli 1 1995 281--299
  4. Jacod, Jean; Shiryaev, Albert N. Limit theorems for stochastic processes. Second edition. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 288. Springer-Verlag, Berlin, 2003. xx+661 pp. ISBN: 3-540-43932-3 MR1943877 (2003j:60001)
  5. Kallenberg, Olav. Foundations of modern probability. Second edition. Probability and its Applications (New York). Springer-Verlag, New York, 2002. xx+638 pp. ISBN: 0-387-95313-2 MR1876169 (2002m:60002)
  6. Millar, P. W. Path behavior of processes with stationary independent increments. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 17 (1971), 53--73. MR0324781 (48 #3130)
  7. Sato, Ken-iti. Lévy processes and infinitely divisible distributions. Translated from the 1990 Japanese original. Revised by the author. Cambridge Studies in Advanced Mathematics, 68. Cambridge University Press, Cambridge, 1999. xii+486 pp. ISBN: 0-521-55302-4 MR1739520 (2003b:60064)
  8. Schoutens, W. Lévy Processes in Finance. Wiley, Chichester, 2003.


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.