Holdings: Lecture notes in mathematics

Lecture notes in mathematics: 5 Functionals of Levy processes

Saved in:

Bibliographic Details
Main Author:	Andersen, Lars Nørvang (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham Springer International Publishing [2015]
Series:	Lecture notes in mathematics 2149
Subjects:	Mathematics Probabilities Probability Theory and Stochastic Processes Mathematik
Online Access:	Volltext Inhaltsverzeichnis Abstract
Physical Description:	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

Staff View

MARC


LEADER	00000nmm a2200000 cc4500
001	BV043483919
003	DE-604
005	20200929
007	cr\|uuu---uuuuu
008	160330s2015 sz \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d
020			\|a 9783319231389 \|c Online \|9 978-3-319-23138-9
020			\|a 9783319231372 \|c Print \|9 978-3-319-23137-2
024	7		\|a 10.1007/978-3-319-23138-9 \|2 doi
035			\|a (OCoLC)958879722
035			\|a (DE-599)BVBBV043483919
040			\|a DE-604 \|b ger \|e rda
041	0		\|a eng
044			\|a sz \|c XA-CH
049			\|a DE-91 \|a DE-19 \|a DE-384 \|a DE-703 \|a DE-20 \|a DE-739 \|a DE-634 \|a DE-824 \|a DE-861 \|a DE-83
084			\|a SI 850 \|0 (DE-625)143199: \|2 rvk
084			\|a MAT 000 \|2 stub
245	1	0	\|a Lecture notes in mathematics \|n 5 \|p Functionals of Levy processes \|c Lars Nørvang Andersen [und 6 andere]
264		1	\|a Cham \|b Springer International Publishing \|c [2015]
300			\|a 1 Online Ressource (XVI, 224 Seiten, 8 illus., 7 illus. in color) \|b Illustrationen, Diagramme
336			\|b txt \|2 rdacontent
337			\|b c \|2 rdamedia
338			\|b cr \|2 rdacarrier
490	1		\|a Lecture notes in mathematics \|v 2149
650		4	\|a Mathematics
650		4	\|a Probabilities
650		4	\|a Probability Theory and Stochastic Processes
650		4	\|a Mathematik
700	1		\|a Andersen, Lars Nørvang \|4 aut
773	0	8	\|w (DE-604)BV044869427 \|g 5
830		0	\|a Lecture notes in mathematics \|v 2149 \|w (DE-604)BV014303148 \|9 2149
856	4	0	\|u https://doi.org/10.1007/978-3-319-23138-9 \|x Verlag \|3 Volltext
856	4	2	\|m Springer Fremddatenuebernahme \|q application/pdf \|u 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 \|3 Inhaltsverzeichnis
856	4	2	\|m Springer Fremddatenuebernahme \|q application/pdf \|u 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 \|3 Abstract
912			\|a ZDB-2-SMA \|a ZDB-2-LNM
940	1		\|q UBY_PDA_SMA
940	1		\|q ZDB-2-SMA_2015
940	1		\|q ZDB-2-LNM_2015
999			\|a oai:aleph.bib-bvb.de:BVB01-028900616

Record in the Search Index

_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.
any_adam_object	1
author	Andersen, Lars Nørvang
author_facet	Andersen, Lars Nørvang
author_role	aut
author_sort	Andersen, Lars Nørvang
author_variant	l n a ln lna
building	Verbundindex
bvnumber	BV043483919
classification_rvk	SI 850
classification_tum	MAT 000
collection	ZDB-2-SMA ZDB-2-LNM
ctrlnum	(OCoLC)958879722 (DE-599)BVBBV043483919
discipline	Mathematik
doi_str_mv	10.1007/978-3-319-23138-9
format	Electronic eBook
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02153nmm a2200481 cc4500</leader><controlfield tag="001">BV043483919</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20200929 </controlfield><controlfield tag="007">cr\|uuu---uuuuu</controlfield><controlfield tag="008">160330s2015 sz \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783319231389</subfield><subfield code="c">Online</subfield><subfield code="9">978-3-319-23138-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783319231372</subfield><subfield code="c">Print</subfield><subfield code="9">978-3-319-23137-2</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-319-23138-9</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)958879722</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043483919</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">sz</subfield><subfield code="c">XA-CH</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-861</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SI 850</subfield><subfield code="0">(DE-625)143199:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Lecture notes in mathematics</subfield><subfield code="n">5</subfield><subfield code="p">Functionals of Levy processes</subfield><subfield code="c">Lars Nørvang Andersen [und 6 andere]</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cham</subfield><subfield code="b">Springer International Publishing</subfield><subfield code="c">[2015]</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online Ressource (XVI, 224 Seiten, 8 illus., 7 illus. in color)</subfield><subfield code="b">Illustrationen, Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Lecture notes in mathematics</subfield><subfield code="v">2149</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Probabilities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Probability Theory and Stochastic Processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Andersen, Lars Nørvang</subfield><subfield code="4">aut</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="w">(DE-604)BV044869427</subfield><subfield code="g">5</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Lecture notes in mathematics</subfield><subfield code="v">2149</subfield><subfield code="w">(DE-604)BV014303148</subfield><subfield code="9">2149</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-319-23138-9</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Springer Fremddatenuebernahme</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Springer Fremddatenuebernahme</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Abstract</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield><subfield code="a">ZDB-2-LNM</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">UBY_PDA_SMA</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_2015</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-LNM_2015</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028900616</subfield></datafield></record></collection>
id	DE-604.BV043483919
illustrated	Not Illustrated
indexdate	2024-07-10T07:26:56Z
institution	BVB
isbn	9783319231389 9783319231372
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-028900616
oclc_num	958879722
open_access_boolean
owner	DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-384 DE-703 DE-20 DE-739 DE-634 DE-824 DE-861 DE-83
owner_facet	DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-384 DE-703 DE-20 DE-739 DE-634 DE-824 DE-861 DE-83
physical	1 Online Ressource (XVI, 224 Seiten, 8 illus., 7 illus. in color) Illustrationen, Diagramme
psigel	ZDB-2-SMA ZDB-2-LNM UBY_PDA_SMA ZDB-2-SMA_2015 ZDB-2-LNM_2015
publishDate	2015
publishDateSearch	2015
publishDateSort	2015
publisher	Springer International Publishing
record_format	marc
series	Lecture notes in mathematics
series2	Lecture notes in mathematics
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
url	https://doi.org/10.1007/978-3-319-23138-9 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 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
volume_link	(DE-604)BV044869427 (DE-604)BV014303148
work_keys_str_mv	AT andersenlarsnørvang lecturenotesinmathematics5

Holdings

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text

MARC

Record in the Search Index

There is no print copy available.

Similar Items