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1.
See Baker & Taylor
Lévy processes: theory and applications/ Ole E. Barndorff-Nielsen, Thomas Mikosch, Sidney I. Resnick, editors. by
  • Barndorff-Nielsen, O. E. (Ole E.)
  • Mikosch, Thomas
  • Resnick, Sidney I
Publication details: Boston: Birkhäuser, c2001
Availability: Items available for loan: Castorina (1)Call number: 519.2 L668 2001 IMPA.

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2.
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Elementary stochastic calculus with finance in view/ Thomas Mikosch. by
  • Mikosch, Thomas
Series: Advanced series on statistical science & applied probability ; vol. 6
Publication details: Singapore: River Edge, NJ: World Scientific, c1998. (2000 printing)
Availability: Not available: Castorina: Checked out (1).

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