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Lévy Matters II [[electronic resource] ] : Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions / / by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
| Lévy Matters II [[electronic resource] ] : Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions / / by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero |
| Autore | Cohen Serge |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (XII, 186 p. 8 illus., 1 illus. in color.) |
| Disciplina | 510 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Mathematics
Probabilities Mathematics, general Probability Theory and Stochastic Processes |
| ISBN | 3-642-31407-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fractional Lévy fields -- The theory of scale functions for spectrally negative Lévy processes. |
| Record Nr. | UNISA-996466770103316 |
Cohen Serge
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 16–20, 2015 / / edited by Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero
| XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 16–20, 2015 / / edited by Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2018 |
| Descrizione fisica | 1 online resource (240 pages) |
| Disciplina | 519.2 |
| Collana | Progress in Probability |
| Soggetto topico |
Probabilities
Game theory System theory Calculus of variations Partial differential equations Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Partial Differential Equations |
| ISBN | 3-319-77643-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Scaling limits of Markov-Branching trees and applications -- Optimality of two-parameter strategies in stochastic control -- Asymptotic results for the severity and surplus before ruin for a class of Lévy insurance processes -- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Lévy models -- Blackwell-Nash equilibria in zero-sum stochastic differential games -- A note on Gamma-convergence of monotone functionals -- A criterion for blow up in finite time of a system of 1-dimensional reaction-diffusion equations -- A note on the small-time behavior of the largest block size of Beta n-coalescents. |
| Record Nr. | UNINA-9910300107303321 |
| Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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