Lecture notes in mathematics: 5 Functionals of Levy processes
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer International Publishing
[2015]
|
| Schriftenreihe: | Lecture notes in mathematics
2149 |
| Schlagworte: | |
| Online-Zugang: | Volltext Inhaltsverzeichnis Abstract |
| Beschreibung: | 1 Online Ressource (XVI, 224 Seiten, 8 illus., 7 illus. in color) Illustrationen, Diagramme |
| ISBN: | 9783319231389 9783319231372 |
| DOI: | 10.1007/978-3-319-23138-9 |
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Datensatz im Suchindex
| _version_ | 1804176108395954176 |
|---|---|
| adam_text | LEVY MATTERS V
/ ANDERSEN, LARS NOERVANG
: 2015
TABLE OF CONTENTS / INHALTSVERZEICHNIS
MAKOTO MAEJIMA: CLASSES OF INFINITELY DIVISIBLE DISTRIBUTIONS AND
EXAMPLES
LARS NOERVANG ANDERSEN, SOEREN ASMUSSEN, PETER W. GLYNN AND MATS
PIHLSGARD: LEVY PROCESSES WITH TWO-SIDED REFLECTION
PERSISTENCE PROBABILITIES AND EXPONENTS
FRANK AURZADA AND THOMAS SIMON: PERSISTENCE PROBABILITIES AND EXPONENTS
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
LEVY MATTERS V
/ ANDERSEN, LARS NOERVANG
: 2015
ABSTRACT / INHALTSTEXT
THIS THREE-CHAPTER VOLUME CONCERNS THE DISTRIBUTIONS OF CERTAIN
FUNCTIONALS OF LEVY PROCESSES. THE FIRST CHAPTER, BY MAKOTO MAEJIMA,
SURVEYS REPRESENTATIONS OF THE MAIN SUB-CLASSES OF INFINITESIMAL
DISTRIBUTIONS IN TERMS OF MAPPINGS OF CERTAIN LEVY PROCESSES VIA
STOCHASTIC INTEGRATION. THE SECOND CHAPTER, BY LARS NOERVANG ANDERSEN,
SOEREN ASMUSSEN, PETER W. GLYNN AND MATS PIHLSGARD, CONCERNS LEVY
PROCESSES REFLECTED AT TWO BARRIERS, WHERE REFLECTION IS FORMULATED A
LA SKOROKHOD. THESE PROCESSES CAN BE USED TO MODEL SYSTEMS WITH A FINITE
CAPACITY, WHICH IS CRUCIAL IN MANY REAL LIFE SITUATIONS, A MOST
IMPORTANT QUANTITY BEING THE OVERFLOW OR THE LOSS OCCURRING AT THE UPPER
BARRIER. IF A PROCESS IS KILLED WHEN CROSSING THE BOUNDARY, A NATURAL
QUESTION CONCERNS ITS LIFETIME. DEEP FORMULAS FROM FLUCTUATION THEORY
ARE THE KEY TO MANY CLASSICAL RESULTS, WHICH ARE REVIEWED IN THE THIRD
CHAPTER BY FRANK AURZADA AND THOMAS SIMON. THE MAIN PART, HOWEVER,
DISCUSSES RECENT ADVANCES AND DEVELOPMENTS IN THE SETTING WHERE THE
PROCESS IS GIVEN EITHER BY THE PARTIAL SUM OF A RANDOM WALK OR THE
INTEGRAL OF A LEVY PROCESS.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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| isbn | 9783319231389 9783319231372 |
| language | English |
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| spelling | Lecture notes in mathematics 5 Functionals of Levy processes Lars Nørvang Andersen [und 6 andere] Cham Springer International Publishing [2015] 1 Online Ressource (XVI, 224 Seiten, 8 illus., 7 illus. in color) Illustrationen, Diagramme txt rdacontent c rdamedia cr rdacarrier Lecture notes in mathematics 2149 Mathematics Probabilities Probability Theory and Stochastic Processes Mathematik Andersen, Lars Nørvang aut (DE-604)BV044869427 5 Lecture notes in mathematics 2149 (DE-604)BV014303148 2149 https://doi.org/10.1007/978-3-319-23138-9 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028900616&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028900616&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Andersen, Lars Nørvang Lecture notes in mathematics Lecture notes in mathematics Mathematics Probabilities Probability Theory and Stochastic Processes Mathematik |
| title | Lecture notes in mathematics |
| title_auth | Lecture notes in mathematics |
| title_exact_search | Lecture notes in mathematics |
| title_full | Lecture notes in mathematics 5 Functionals of Levy processes Lars Nørvang Andersen [und 6 andere] |
| title_fullStr | Lecture notes in mathematics 5 Functionals of Levy processes Lars Nørvang Andersen [und 6 andere] |
| title_full_unstemmed | Lecture notes in mathematics 5 Functionals of Levy processes Lars Nørvang Andersen [und 6 andere] |
| title_short | Lecture notes in mathematics |
| title_sort | lecture notes in mathematics functionals of levy processes |
| topic | Mathematics Probabilities Probability Theory and Stochastic Processes Mathematik |
| topic_facet | Mathematics Probabilities Probability Theory and Stochastic Processes Mathematik |
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