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

Autor: Ronald A Doney; Jean Picard
Editora: Berlin : Springer, 2007.
Séries: Lecture notes in mathematics, Subseries: Ecole d'Eté des Probabilités de Saint-Flour., 1897.
Edição/Formato   Imprimir livro : InglêsVer todas as edições e formatos
Resumo:

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  Ler mais...

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Detalhes

Tipo de Material: Recurso Internet
Tipo de Documento Livro, Recursos de internet
Todos os Autores / Contribuintes: Ronald A Doney; Jean Picard
ISBN: 3540485104 9783540485100
Número OCLC: 255827770
Notas: Literaturverz. S. [131] - 137.
Descrição: IX, 147 Seiten ; 235 x 155 mm.
Conteúdos: 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.
Título da Série: Lecture notes in mathematics, Subseries: Ecole d'Eté des Probabilités de Saint-Flour., 1897.
Responsabilidade: Ronald A. Doney. Ed.: Jean Picard.
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