Incluye referencias bibliográficas al final de cada capitulo

Preface I. A tutorial on Lévy processes Sato, K.: Basic results on Lévy processes II. Distributional, pathwise and structural results Carmona, P. / Petit, F. / Yor, M.: Exponentials functionals of Levy processes Doney, R.: Fluctuation theory for Levy processes Marcus, M.B. / Rosen, J.: Gaussian processes and the local times of symmetric Lévy processes Watanabe, T.: Temporal change in distributional properties of Lévy processes III: Extensions and generalisations of Lévy processes Applebaum, D.: Lévy processes in stochastic differential geometry Jac. / Schilling, R.L.: Lévy -type processes and pseudo-differential operators Maejima, M.: Semi-stable distributions IV. Applications in physics Albeverio, S. / Rüdiger, B. / Wu, J-L.: Analytic and probabilistic aspects of Lévy processes and fields in quantum theory Holevo, A.S.: Lévy processes and continuous quantum measurements Woyczynski, W.A.: Lévy processes in the physical sciences Bertoin, J.: Some properties of Burgers turbulence with white or stable noise V. Applications in finance Barndorff-Nielsen, O.E / Shepard, N.: Modelling by Lévy processes for financial econometrics Eberlein, E.: Application of generalized hyperbolic Lévy motions to finance Ma, J. / Protter, P. / Zhang, J: Explicit form and path regularity of martingale representation Yor, M.: Interpretations in terms of Brownian and Bessel meanders of the distribution of a subordinated perpetuity VI. Numerical and statistical aspects Nolan, J.P.: Maximum likelihood estimation and diagnostics for stable distributions Rosinski, J.: Series representations of Lévy processes from the perspective of point processes

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