000 | 02956nam a22004815i 4500 | ||
---|---|---|---|
001 | 978-3-540-48511-7 | ||
003 | DE-He213 | ||
005 | 20190213151437.0 | ||
007 | cr nn 008mamaa | ||
008 | 100301s2007 gw | s |||| 0|eng d | ||
020 |
_a9783540485117 _9978-3-540-48511-7 |
||
024 | 7 |
_a10.1007/978-3-540-48511-7 _2doi |
|
050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
|
072 | 7 |
_aMAT029000 _2bisacsh |
|
072 | 7 |
_aPBT _2thema |
|
072 | 7 |
_aPBWL _2thema |
|
082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aDoney, Ronald A. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
245 | 1 | 0 |
_aFluctuation Theory for Lévy Processes _h[electronic resource] : _bEcole d'Eté de Probabilités de Saint-Flour XXXV - 2005 / _cby Ronald A. Doney ; edited by Jean Picard. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2007. |
|
300 |
_aIX, 155 p. _bonline resource. |
||
336 |
_atext _btxt _2rdacontent |
||
337 |
_acomputer _bc _2rdamedia |
||
338 |
_aonline resource _bcr _2rdacarrier |
||
347 |
_atext file _bPDF _2rda |
||
490 | 1 |
_aÉcole d'Été de Probabilités de Saint-Flour, _x0721-5363 ; _v1897 |
|
505 | 0 | _ato 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 | _aLévy 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 | _aDistribution (Probability theory. | |
650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
700 | 1 |
_aPicard, Jean. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783540832393 |
776 | 0 | 8 |
_iPrinted edition: _z9783540485100 |
830 | 0 |
_aÉcole d'Été de Probabilités de Saint-Flour, _x0721-5363 ; _v1897 |
|
856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-540-48511-7 |
912 | _aZDB-2-SMA | ||
912 | _aZDB-2-LNM | ||
999 |
_c10694 _d10694 |