Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 / / edited by Jean Picard and Ronald A. Doney |
Edizione | [1st ed. 2007.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer-Verlag, , [2007] |
Descrizione fisica | 1 online resource (153 p.) |
Disciplina | 519.282 |
Collana | École d'Été de Probabilités de Saint-Flour |
Soggetto topico | Lévy processes |
ISBN |
1-280-85335-2
9786610853359 3-540-48511-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | to 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. |
Record Nr. | UNINA-9910482987503321 |
Berlin, Heidelberg : , : Springer-Verlag, , [2007] | ||
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Lo trovi qui: Univ. Federico II | ||
|
Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 / / edited by Jean Picard and Ronald A. Doney |
Edizione | [1st ed. 2007.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer-Verlag, , [2007] |
Descrizione fisica | 1 online resource (153 p.) |
Disciplina | 519.282 |
Collana | École d'Été de Probabilités de Saint-Flour |
Soggetto topico | Lévy processes |
ISBN |
1-280-85335-2
9786610853359 3-540-48511-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | to 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. |
Record Nr. | UNISA-996466646603316 |
Berlin, Heidelberg : , : Springer-Verlag, , [2007] | ||
![]() | ||
Lo trovi qui: Univ. di Salerno | ||
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