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Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005

Autore: Ronald A Doney; Jean Picard
Editore: Berlin : Springer, 2007.
Serie: Lecture notes in mathematics, Subseries: Ecole d'Eté des Probabilités de Saint-Flour., 1897.
Edizione/Formato:   Libro a stampa : EnglishVedi tutte le edizioni e i formati
Sommario:

Levy processes, that is, processes in continuous time with stationary and independent increments, form a flexible class of models, which have been applied to the study of storage processes, insurance  Per saperne di più…

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Dettagli

Tipo materiale: Risorsa internet
Tipo documento Libro, Risorsa Internet
Tutti gli autori / Collaboratori: Ronald A Doney; Jean Picard
ISBN: 3540485104 9783540485100
Numero OCLC: 255827770
Note: Literaturverz. S. [131] - 137.
Descrizione: IX, 147 Seiten ; 235 x 155 mm.
Contenuti: to Levy Processes.- Subordinators.- Local Times and Excursions.- Ladder Processes and the Wiener-Hopf Factorisation.- Further Wiener-Hopf Developments.- Creeping and Related Questions.- Spitzer's Condition.- Levy Processes Conditioned to Stay Positive.- Spectrally Negative Levy Processes.- Small-Time Behaviour.
Titolo della serie: Lecture notes in mathematics, Subseries: Ecole d'Eté des Probabilités de Saint-Flour., 1897.
Responsabilità: Ronald A. Doney. Ed.: Jean Picard.
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