1. Stochastic Partial Differential Equations Driven by Lévy Space-Time White Noise Author Øksendal, Bernt Published 2004
3. Cointegrated Processes with Infinite Variance Innovations Author Paulauskas, Vygantas and Rachev, Svetlozar T. Published 1998
4. Overshoots and Undershoots of Lévy Processes Author Doney, R. A. and Kyprianou, A. E. Published 2006 Full Text View/download PDF
5. Some Remarks on First Passage of Lévy Processes, the American Put and Pasting Principles Author Alili, L. and Kyprianou, A. E. Published 2005 Full Text View/download PDF