02563nam0 2200481 i 450 VAN006031820211116023409.846978-35-404-8510-020070710d2007 |0itac50 baengDE|||| |||||Fluctuation theory for Lévy processesEcole d'Eté de Probabilités de Saint-Flour XXXV-2005Ronald A. Doneyeditor: Jean PicardBerlinSpringer2007IX, 147 p.24 cmPubblicazione disponibile anche in formato elettronico001VAN01022502001 Lecture notes in mathematics210 Berlin [etc.]Springer1897VAN0234547Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005298336760J74Jump processes on discrete state spaces [MSC 2020]VANC019965MF60G51Processes with independent increments; Lévy processes [MSC 2020]VANC020665MF60J55Local time and additive functionals [MSC 2020]VANC021201MF60G17Sample path properties [MSC 2020]VANC021483MF60G10Stationary stochastic processes [MSC 2020]VANC021552MF60J76Jump processes on general state spaces [MSC 2020]VANC035913MFLadder processesKW:KLocal timeKW:KLévy processesKW:KReflected processKW:KSample path behaviourKW:KWiener-Hopf factorisationKW:KBerlinVANL000066DoneyRonald A.VANV047640472502PicardJeanmatematicoVANV035641École d'été de probabilités de Saint-Flour35.2005Saint-FlourVANV047641Springer <editore>VANV108073650Ecole d'ete de probabilites de Saint-Flour <35. ; 2005 ; Saint-Flour>École d'été de probabilités de Saint-Flour <35. ; 2005 ; Saint-Flour>VANV055944ITSOL20240614RICAhttps://doi.org/10.1007/978-3-540-48511-7https://doi.org/10.1007/978-3-540-48511-7BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08VAN0060318BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 60-XX 1172 08 7779 I 20070710 Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV-20052983367UNICAMPANIA