- To appear in: The Mathematical Gazette Stein, Elias M.; Shakarchi, Rami: Real Analysis. Measure Theory,
- To appear in: Journal of the Royal Statistical Society `A' Cont, Rama & Peter Tankov, Financial Modelling With Jump Processes.
- Erschienen in: Jahresbericht Dtsch. Mathematiker-Vereinigung 101.1 (1999) 810 Bertoin, J., Levy Processes (Cambridge Tracts in Mathematics Vol. 121),
- Review commissioned by: Mathematical Reviews Peter Morters and Yuval Peres: Brownian Motion. Cambridge Uni-
- About the Guest-House Weberplatz Address: Weberplatz 3, 01217 Dresden. Reception is staffed 24/7.
- Bichteler, Klaus: Stochastic Integration with Jumps. Cambridge Uni-versity Press (Encyclopedia of Mathematics and Its Applications Vol. 89),
- Review commissioned by: Math Reviews V. I. Bogachev: Measure Theory (2 vols.). Springer-Verlag, Berlin
- [Commissioned for the Looking Back series of Zentralblatt] Evarist Gine, Vladimir Koltchinskii and
- Erschienen in: Metrika Fristedt, B. and L. Gray: A Modern Approach to Probability The-
- Review commissioned by: Math Reviews Iosifescu, Marius; Limnios, Nikolaos; Oprisan, Gheorghe: Mod`eles stochastiques. Her-
- To appear in: ZMath Zentralblatt N. Jacob: Pseudo-differential operators and Markov processes Vol.
- Review commissioned by: Mathematical Reviews Lowen, Steven Bradley; Teich, Malvin Carl: Fractal-based point
- To appear in: The Mathematical Gazette Mandelbrot, Beno^it B.: Fractals and Chaos. The Mandelbrot Set
- Review commissioned by: Zentralblatt ZMath Bernard Roynette and Marc Yor: Penalising Brownian Paths. Springer,
- Erschienen in: Jahresbericht Dtsch. Mathematiker-Vereinigung 104.4 (2002) 69 Sato, K., Levy Processes and Infinitely Divisible Distributions (Cam-
- To appear in: The Mathematical Gazette ksendal, Bernt: Stochastic Differential Equations. An Introduc-
- To appear in: The Mathematical Gazette Giovanni Felder, Gian Michele Graf, Klaus Hepp (eds): A Journey
- Continuous-time random walks, fractional calculus and stochastic integrals
- International Conference on Lvy Processes: Theory and Applications International Conference on
- Erschienen in: ZMath Zentralblatt N. Jacob: Pseudo-differential operators and Markov processes Vol.
- Review commissioned by: Zentralblatt ZMath Jean Bertoin: Random fragmentation and coagulation processes.
- Erschienen in: ZMath Zentralblatt N. Jacob: Pseudo differential operators and Markov processes. In
- Fractional Fokker-Planck equation with tempered -stable waiting times. Langevin picture and computer simulation
- Fine Properties of Processes Given as Solutions of Levy Driven SDEs
- Subdiffusive Klein-Kramers Model and It^o Formula. Sebastian Orzel
- Review commissioned by: Mathematical Reviews and Zentralblatt ZMath Chung, Kai Lai; Walsh, John B.: Markov Processes, Brownian
- Review commissioned by: Zentralblatt ZMath M.B. Marcus and J. Rosen: Markov Processes, Gaussian Pro-
- FEYNMAN FORMULAE FOR FELLER TYPE SEMIGROUPS copy.eps copy.eps Ya. A. Butko, Bauman Moscow State Technical University.
- Stock Price Processes with Infinite SourceStock Price Processes with Infinite Source Poisson AgentsPoisson Agents
- "Transition density estimates for Levy
- Spatial Besov Regularity for SPDEs on Lipschitz
- LEVY-KINGMAN PROCESSES International University, HCMC
- On strictly stationary solutions of the SDE dVt = Vt-dUt + dLt with Levy noise
- To appear in: The Mathematical Gazette Bourbaki, Nicolas: Integration I (Chapters 1-6) and II (Chapters
- Commissioned for the Looking Back series of Zentralblatt.
- Quadratic variation and -Wright functions Enrico Scalas
- To appear in: The Mathematical Gazette Gernot Akemann, Jinho Baik, Philippe Di Francesco (eds): The
- Review commissioned by: Mathematical Reviews Peter K. Friz, Nicolas B. Victoir: Multidimensional stochastic processes
