Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 / Ronald A. Doney ; editor: Jean Picard |
Autore | Doney, Ronald A. |
Pubbl/distr/stampa | Berlin, : Springer, 2007 |
Descrizione fisica | IX, 147 p. ; 24 cm |
Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Soggetto non controllato |
Ladder processes
Local time Lévy processes Reflected process Sample path behaviour Wiener-Hopf factorisation |
ISBN | 978-35-404-8510-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0060318 |
Doney, Ronald A. | ||
Berlin, : Springer, 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 / Ronald A. Doney ; editor: Jean Picard |
Autore | Doney, Ronald A. |
Pubbl/distr/stampa | Berlin, : Springer, 2007 |
Descrizione fisica | IX, 147 p. ; 24 cm |
Soggetto topico |
60G10 - Stationary stochastic processes [MSC 2020]
60G17 - Sample path properties [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Soggetto non controllato |
Ladder processes
Local time Lévy processes Reflected process Sample path behaviour Wiener-Hopf factorisation |
ISBN | 978-35-404-8510-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00060318 |
Doney, Ronald A. | ||
Berlin, : Springer, 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|