LEADER 02855nam a2200397 i 4500
001 991002947969707536
008 160721t20152015sz a     b    000 0 eng d
020   $a9783319231372
024 7 $a10.1007/978-3-319-23138-9$2doi
035   $ab14258675-39ule_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 :$bfunctionals of Lévy processes /$cby Lars Nørvang Andersen ... [et al.]
246 3 $aLévy matters 5
260   $aCham [Switzerland] :$bSpringer,$c2015
300   $axvi, 224 p. :$bill. (some color.) ;$c24 cm
440  0$aLecture notes in mathematics,$x0075-8434 ;$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$0739655
830  0$aLévy matters ;$v5
907   $a.b14258675$b22-11-16$c21-07-16
912   $a991002947969707536
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996   $aLévy matters V$91465271
997   $aUNISALENTO
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