Fluctuation Theory for Lévy Processes (Record no. 10694)
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fixed length control field | 02956nam a22004815i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-540-48511-7 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20190213151437.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 100301s2007 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783540485117 |
-- | 978-3-540-48511-7 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-3-540-48511-7 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA273.A1-274.9 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA274-274.9 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | MAT029000 |
Source | bisacsh |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | thema |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBWL |
Source | thema |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Doney, Ronald A. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
245 10 - TITLE STATEMENT | |
Title | Fluctuation Theory for Lévy Processes |
Medium | [electronic resource] : |
Remainder of title | Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 / |
Statement of responsibility, etc | by Ronald A. Doney ; edited by Jean Picard. |
264 #1 - | |
-- | Berlin, Heidelberg : |
-- | Springer Berlin Heidelberg, |
-- | 2007. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | IX, 155 p. |
Other physical details | online resource. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
490 1# - SERIES STATEMENT | |
Series statement | École d'Été de Probabilités de Saint-Flour, |
International Standard Serial Number | 0721-5363 ; |
Volume number/sequential designation | 1897 |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | to Lévy Processes -- Subordinators -- Local Times and Excursions -- Ladder Processes and the Wiener–Hopf Factorisation -- Further Wiener–Hopf Developments -- Creeping and Related Questions -- Spitzer's Condition -- Lévy Processes Conditioned to Stay Positive -- Spectrally Negative Lévy Processes -- Small-Time Behaviour. |
520 ## - SUMMARY, ETC. | |
Summary, etc | Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, ... and of course finance, where the feature that they include examples having "heavy tails" is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some related distributional problems, are addressed in detail in these notes that reflect the content of the course given by R. Doney in St. Flour in 2005. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Distribution (Probability theory. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
-- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Picard, Jean. |
Relator term | editor. |
Relator code | edt |
-- | http://id.loc.gov/vocabulary/relators/edt |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783540832393 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783540485100 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | École d'Été de Probabilités de Saint-Flour, |
-- | 0721-5363 ; |
Volume number/sequential designation | 1897 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | https://doi.org/10.1007/978-3-540-48511-7 |
912 ## - | |
-- | ZDB-2-SMA |
912 ## - | |
-- | ZDB-2-LNM |
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