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100   $a20220821d2007      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 00$aFluctuation theory for Le?vy processes $eEcole d'Ete? de Probabilite?s de Saint-Flour XXXV - 2005 /$fedited by Jean Picard and Ronald A. Doney
205   $a1st ed. 2007.
210  1$aBerlin, Heidelberg :$cSpringer-Verlag,$d[2007]
210  4$d©2007
215   $a1 online resource (153 p.)
225 1 $aÉcole d'Été de Probabilités de Saint-Flour,$x0721-5363 ;$v1897
300   $aDescription based upon print version of record.
311   $a3-540-48510-4 
320   $aIncludes bibliographical references (p. [133]-137) and index.
327   $ato Lévy Processes -- Subordinators -- Local Times and Excursions -- Ladder Processes and the Wiener?Hopf Factorisation -- Further Wiener?Hopf Developments -- Creeping and Related Questions -- Spitzer's Condition -- Lévy Processes Conditioned to Stay Positive -- Spectrally Negative Lévy Processes -- Small-Time Behaviour.
330   $aLévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, ... and of course finance, where the feature that they include examples having "heavy tails" is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some related distributional problems, are addressed in detail in these notes that reflect the content of the course given by R. Doney in St. Flour in 2005.
410  0$aÉcole d'Été de Probabilités de Saint-Flour,$x0721-5363 ;$v1897
606   $aLe?vy processes
615  0$aLe?vy processes.
676   $a519.282
702   $aPicard$b Jean$f1959-
702   $aDoney$b Ronald A.
712 12$aEcole d'e?te? de probabilite?s de Saint-Flour$d(35th :$f2005)
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910482987503321
996   $aFluctuation theory for Le?vy processes$92905564
997   $aUNINA