WorldCat Identities

Ecole d'Eté de Probabilités (35, 2005, Saint-Flour)

Overview
Works: 1 works in 1 publications in 1 language and 2 library holdings
Classifications: QA3, 519.23
Publication Timeline
Key
Publications about Ecole d'Eté de Probabilités (35, 2005, Saint-Flour) Publications about Ecole d'Eté de Probabilités (35, 2005, Saint-Flour)
Publications by Ecole d'Eté de Probabilités (35, 2005, Saint-Flour) Publications by Ecole d'Eté de Probabilités (35, 2005, Saint-Flour)
Most widely held works by Ecole d'Eté de Probabilités (35, 2005, Saint-Flour)
Fluctuation theory for Levy processes Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 by Ronald A Doney ( )
1 edition published in 2007 in English and held by 2 WorldCat member libraries worldwide
L??vy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul L??vy, 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 r
 
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.77 (from 0.77 for Fluctuatio ... to 0.77 for Fluctuatio ...)
WorldCat IdentitiesRelated Identities
Alternative Names
École d'été de calcul des probabilités de Saint-Flour.
Probability Summer School 35 2005 Saint-Flour
Probability Summer School in Saint Flour.
Saint-Flour Probability Summer School 35 2005 Saint-Flour
Saint-Flour Summer School of Probability Theory.
Languages
English (1)