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Exit Problems for Lévy and Markov Processes with One-Sided Jumps and Related Topics
| Exit Problems for Lévy and Markov Processes with One-Sided Jumps and Related Topics |
| Autore | Avram Florin |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (218 p.) |
| Soggetto topico |
Mathematics and Science
Research and information: general |
| Soggetto non controllato |
adjustment coefficient
affine coefficients bankruptcy barrier strategies boundary-value problem capital injection constraint capital injections capital surplus process completely monotone distributions de Finetti valuation objective diffusion-type process dividend payment dividends drawdown drawdown process error bounds first crossing time first hitting time first passage fluctuation theory general tax structure heavy tails hyperexponential distribution hypergeometric functions joint Laplace transform Laguerre series Laplace transform Lévy processes linear diffusions log-convexity logarithmic asymptotics non-random overshoots normal reflection optimal control optimal dividends Padé approximations Parisian ruin Pollaczek-Khinchine formula potential measure quadratic programming problem reflected Brownian motion reflected Lévy processes reflection and absorption ruin probability running maximum and minimum processes scale function scale functions Segerdahl process skip-free random walks Sparre Andersen model spectrally negative Lévy process spectrally negative Lévy processes spectrally negative Markov process spectrally negative process stochastic control Tricomi-Weeks Laplace inversion two-dimensional Brownian motion variational problem |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557372503321 |
Avram Florin
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Joseph Fourier 250th Birthday. Modern Fourier Analysis and Fourier Heat Equation in Information Sciences for the XXIst century
| Joseph Fourier 250th Birthday. Modern Fourier Analysis and Fourier Heat Equation in Information Sciences for the XXIst century |
| Autore | Gazeau Jean-Pierre |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 online resource (260 p.) |
| Soggetto non controllato |
affine group
Born-Jordan quantization continuum thermodynamic systems covariant integral quantization cubature formulas discrete multivariate sine transforms discrete thermodynamic systems dynamical systems Fourier analysis fourier transform Guyer-Krumhansl equation harmonic analysis on abstract space heat equation on manifolds and Lie Groups heat pulse experiments higher order thermodynamics homogeneous manifold homogeneous spaces interconnection irreversible processes Lévy processes Lie group machine learning Lie Groups Lie groups thermodynamics metrics non-equilibrium processes non-equivariant cohomology non-Fourier heat conduction nonequilibrium thermodynamics nonholonomic constraints orthogonal polynomials partial differential equations poly-symplectic manifold pseudo-temperature quantum mechanics rigged Hilbert spaces rigid body motions short-time propagators signal processing Souriau-Fisher metric special functions stochastic differential equations symplectization thermal expansion thermodynamics time-slicing Van Vleck determinant variational formulation Weyl quantization Weyl-Heisenberg group Wigner function |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346692703321 |
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Gazeau Jean-Pierre
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risks : Feature Papers 2020
| Risks : Feature Papers 2020 |
| Autore | Steffensen Mogens |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (170 p.) |
| Soggetto topico | Medicine |
| Soggetto non controllato |
agricultural commodity futures
ARMA model Brownian bridges contagion copula economic policy uncertainty fiscal policy uncertainty gamma bridges gamma processes Greeks Hawkes process house price prediction information-based asset pricing insurance plan Lévy process Lévy processes lifestyle factors machine learning market reflexivity medical services' consumption monetary policy uncertainty nonlinear filtering option pricing poisson autoregressive models predictive monitoring price discovery probability-integral transform random forest real estate risk sensitivity stochastic volatility stock-bond correlation structural equation model subordination time series time-change variance gamma processes VIX volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Risks |
| Record Nr. | UNINA-9910557488303321 |
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Steffensen Mogens
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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