skip to content
Lévy matters V : functionals of Lévy processes Preview this item
ClosePreview this item
Checking...

Lévy matters V : functionals of Lévy processes

Author: Lars Nørvang AndersenSøren AsmussenFrank AurzadaPeter W GlynnMakoto MaejimaAll authors
Publisher: Cham : Springer, 2015. ©2015
Series: Lecture notes in mathematics (Springer-Verlag), 2149.; Lévy matters, 5.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Printed edition:
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Lars Nørvang Andersen; Søren Asmussen; Frank Aurzada; Peter W Glynn; Makoto Maejima; Mats Pihlsgård; Thomas Simon, (Mathematician)
ISBN: 9783319231389 3319231383
OCLC Number: 932168693
Description: 1 online resource (xvi, 224 pages) : illustrations (some color).
Contents: Makoto Maejima: Classes of infinitely divisible distributions and examples --
Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection --
Persistence probabilities and exponents --
Frank Aurzada and Thomas Simon: Persistence probabilities and exponents.
Series Title: Lecture notes in mathematics (Springer-Verlag), 2149.; Lévy matters, 5.
Other Titles: Lévy matters 5
Responsibility: by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon.

Abstract:

This three-chapter volume concerns the distributions of certain functionals of Levy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal  Read more...

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/932168693> # Lévy matters V : functionals of Lévy processes
    a schema:CreativeWork, schema:Book, schema:MediaObject ;
    library:oclcnum "932168693" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/sz> ;
    schema:about <http://dewey.info/class/519.282/e23/> ;
    schema:about <http://dewey.info/class/519.2/e23/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/2817639870#Topic/levy_processes> ; # Lévy processes
    schema:about <http://experiment.worldcat.org/entity/work/data/2817639870#Topic/probabilities> ; # Probabilities
    schema:about <http://experiment.worldcat.org/entity/work/data/2817639870#Topic/mathematics> ; # Mathematics
    schema:about <http://experiment.worldcat.org/entity/work/data/2817639870#Topic/probability_theory_and_stochastic_processes> ; # Probability Theory and Stochastic Processes
    schema:alternateName "Lévy matters 5" ;
    schema:author <http://experiment.worldcat.org/entity/work/data/2817639870#Person/simon_thomas_mathematician> ; # (Mathematician) Thomas Simon
    schema:author <http://experiment.worldcat.org/entity/work/data/2817639870#Person/pihlsgard_mats> ; # Mats Pihlsgård
    schema:author <http://experiment.worldcat.org/entity/work/data/2817639870#Person/glynn_peter_w> ; # Peter W. Glynn
    schema:author <http://experiment.worldcat.org/entity/work/data/2817639870#Person/asmussen_soren> ; # Søren Asmussen
    schema:author <http://experiment.worldcat.org/entity/work/data/2817639870#Person/maejima_makoto> ; # Makoto Maejima
    schema:author <http://experiment.worldcat.org/entity/work/data/2817639870#Person/andersen_lars_norvang> ; # Lars Nørvang Andersen
    schema:author <http://experiment.worldcat.org/entity/work/data/2817639870#Person/aurzada_frank> ; # Frank Aurzada
    schema:bookFormat schema:EBook ;
    schema:copyrightYear "2015" ;
    schema:datePublished "2015" ;
    schema:description "Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents."@en ;
    schema:description "This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/2817639870> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/2817639870#Series/levy_matters> ; # Lévy matters ;
    schema:isPartOf <http://worldcat.org/issn/0075-8434> ; # Lecture notes in mathematics (Springer-Verlag) ;
    schema:isSimilarTo <http://worldcat.org/entity/work/data/2817639870#CreativeWork/> ;
    schema:name "Lévy matters V : functionals of Lévy processes"@en ;
    schema:productID "932168693" ;
    schema:url <https://link.springer.com/openurl?genre=book&isbn=978-3-319-23137-2> ;
    schema:url <https://grinnell.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-23138-9> ;
    schema:url <http://link.springer.com/10.1007/978-3-319-23138-9> ;
    schema:url <http://link.springer.com/openurl?genre=book&isbn=978-3-319-23137-2> ;
    schema:url <https://login.libproxy.uregina.ca:8443/login?url=https://link.springer.com/openurl?genre=book&isbn=978-3-319-23137-2> ;
    schema:url <http://rave.ohiolink.edu/ebooks/ebc/9783319231389> ;
    schema:url <http://dx.doi.org/10.1007/978-3-319-23138-9> ;
    schema:url <https://0-link-springer-com.pugwash.lib.warwick.ac.uk/book/10.1007/978-3-319-23138-9> ;
    schema:workExample <http://worldcat.org/isbn/9783319231389> ;
    schema:workExample <http://dx.doi.org/10.1007/978-3-319-23138-9> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/932168693> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/2817639870#Person/andersen_lars_norvang> # Lars Nørvang Andersen
    a schema:Person ;
    schema:familyName "Andersen" ;
    schema:givenName "Lars Nørvang" ;
    schema:name "Lars Nørvang Andersen" ;
    .

<http://experiment.worldcat.org/entity/work/data/2817639870#Person/asmussen_soren> # Søren Asmussen
    a schema:Person ;
    schema:familyName "Asmussen" ;
    schema:givenName "Søren" ;
    schema:name "Søren Asmussen" ;
    .

<http://experiment.worldcat.org/entity/work/data/2817639870#Person/aurzada_frank> # Frank Aurzada
    a schema:Person ;
    schema:familyName "Aurzada" ;
    schema:givenName "Frank" ;
    schema:name "Frank Aurzada" ;
    .

<http://experiment.worldcat.org/entity/work/data/2817639870#Person/glynn_peter_w> # Peter W. Glynn
    a schema:Person ;
    schema:familyName "Glynn" ;
    schema:givenName "Peter W." ;
    schema:name "Peter W. Glynn" ;
    .

<http://experiment.worldcat.org/entity/work/data/2817639870#Person/maejima_makoto> # Makoto Maejima
    a schema:Person ;
    schema:familyName "Maejima" ;
    schema:givenName "Makoto" ;
    schema:name "Makoto Maejima" ;
    .

<http://experiment.worldcat.org/entity/work/data/2817639870#Person/pihlsgard_mats> # Mats Pihlsgård
    a schema:Person ;
    schema:familyName "Pihlsgård" ;
    schema:givenName "Mats" ;
    schema:name "Mats Pihlsgård" ;
    .

<http://experiment.worldcat.org/entity/work/data/2817639870#Person/simon_thomas_mathematician> # (Mathematician) Thomas Simon
    a schema:Person ;
    schema:familyName "Simon" ;
    schema:givenName "Thomas" ;
    schema:name "(Mathematician) Thomas Simon" ;
    .

<http://experiment.worldcat.org/entity/work/data/2817639870#Series/levy_matters> # Lévy matters ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/932168693> ; # Lévy matters V : functionals of Lévy processes
    schema:name "Lévy matters ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/2817639870#Topic/probability_theory_and_stochastic_processes> # Probability Theory and Stochastic Processes
    a schema:Intangible ;
    schema:name "Probability Theory and Stochastic Processes"@en ;
    .

<http://worldcat.org/entity/work/data/2817639870#CreativeWork/>
    a schema:CreativeWork ;
    schema:description "Printed edition:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/932168693> ; # Lévy matters V : functionals of Lévy processes
    .

<http://worldcat.org/isbn/9783319231389>
    a schema:ProductModel ;
    schema:isbn "3319231383" ;
    schema:isbn "9783319231389" ;
    .

<http://worldcat.org/issn/0075-8434> # Lecture notes in mathematics (Springer-Verlag) ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/932168693> ; # Lévy matters V : functionals of Lévy processes
    schema:issn "0075-8434" ;
    schema:name "Lecture notes in mathematics (Springer-Verlag) ;" ;
    schema:name "Lecture notes in mathematics," ;
    .

<https://login.libproxy.uregina.ca:8443/login?url=https://link.springer.com/openurl?genre=book&isbn=978-3-319-23137-2>
    rdfs:comment "Full text available from SpringerLINK ebooks - English/International Collection (2015)" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.