LEADER 02970nam a2200433 i 4500 001 991002947909707536 006 m o d 007 cr nn|008mamaa 008 160721t20152015sz a ob 000 0 eng d 020 $a9783319231389 024 7 $a10.1007/978-3-319-23138-9$2doi 035 $ab14258663-39ule_inst 040 $aBibl. Dip.le Aggr. Matematica e Fisica - Sez. Matematica$beng 082 0 $a519.2$223 084 $aAMS 60-06 084 $aAMS 60E07 084 $aAMS 60F99 084 $aAMS 60G51 084 $aAMS 60K25 084 $aLC QA274.73 245 00$aLévy matters V$h[e-book] :$bfunctionals of Lévy processes /$cby Lars Nørvang Andersen ... [et al.] 246 3 $aLévy matters 5 260 $aCham [Switzerland] :$bSpringer,$c2015 300 $a1 online resource (xvi, 224 pages) 490 1 $aLecture notes in mathematics,$x1617-9692 ;$v2149 504 $aIncludes bibliographical references 505 0 $aMakoto 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 520 $aThis three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process 650 0$aLévy processes 650 0$aProbabilities 700 1 $aAndersen, Lars Nørvang$eauthor$4http://id.loc.gov/vocabulary/relators/aut$0739655 776 08$aPrinted edition:$z9783319231372 830 0$aLévy matters ;$v5 856 40$uhttp://link.springer.com/book/10.1007%2F978-3-319-23138-9$zAn electronic book accessible through the World Wide Web 907 $a.b14258663$b03-03-22$c21-07-16 912 $a991002947909707536 996 $aLévy matters V$91465271 997 $aUNISALENTO 998 $ale013$b21-07-16$cm$d@ $e-$feng$gsz $h0$i0 LEADER 00966nam a22002531i 4500 001 991001304829707536 005 20031030130941.0 008 040407s1951 it a||||||||||||||||ita 035 $ab12750074-39ule_inst 035 $aARCHE-072970$9ExL 040 $aDip.to Scienze Storiche$bita$cA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l. 082 04$a708.527 100 1 $aPuerari, Alfredo$035526 245 13$aLa Pinacoteca di Cremona /$cAlfredo Puerari 260 $aFirenze :$bSansoni,$c1951 300 $a295 p. :$b[124] c. di tav. ;$c25 cm 650 4$aCremona$xMuseo civico$xPinacoteca$vCataloghi 710 2 $aMuseo civico 907 $a.b12750074$b02-04-14$c16-04-04 912 $a991001304829707536 945 $aLE009 LA IV G 18 (Fondo Bottari)$g1$i2009000245235$lle009$o-$pE0.00$q-$rn$so $t0$u0$v0$w0$x0$y.i13288453$z16-04-04 996 $aPinacoteca di Cremona$9266518 997 $aUNISALENTO 998 $ale009$b16-04-04$cm$da $e-$fita$git $h3$i1