Lévy matters 5. : functionals of Lévy processes / Lars Nørvang Andersen ... [et al.]
| Lévy matters 5. : functionals of Lévy processes / Lars Nørvang Andersen ... [et al.] |
| Pubbl/distr/stampa | Cham [etc.], : Springer, 2015 |
| Descrizione fisica | XVI, 224 p. : ill. ; 24 cm |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] |
| Soggetto non controllato |
First passage problem
Infinitely divisible distributions Reflected Lévy process Self-similar Lévy process Selfdecomposable distributions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters V. |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0105347 |
| Cham [etc.], : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Lévy matters 5. : functionals of Lévy processes / Lars Nørvang Andersen ... [et al.]
| Lévy matters 5. : functionals of Lévy processes / Lars Nørvang Andersen ... [et al.] |
| Pubbl/distr/stampa | Cham [etc.], : Springer, 2015 |
| Descrizione fisica | XVI, 224 p. : ill. ; 24 cm |
| Soggetto topico |
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] 60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020] |
| Soggetto non controllato |
First passage problem
Infinitely divisible distributions Reflected Lévy process Self-similar Lévy process Selfdecomposable distributions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters V. |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00105347 |
| Cham [etc.], : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato
| Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato |
| Autore | Rocha-Arteaga, Alfonso |
| Edizione | [Rev. Ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | viii, 135 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sato, Ken-Iti |
| Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] |
| Soggetto non controllato |
Cone-parameter Lévy processes
Cone-parameter convolution semigroups Infinitely divisible distributions Lamperti transformation Lévy processes Ornstein--Uhlenbeck type processes Selfdecomposable distributions Selfsimilar additive processes Stochastic integral respect to Lévy processes Subordination |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127227 |
Rocha-Arteaga, Alfonso
|
||
| Cham, : Springer, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato
| Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato |
| Autore | Rocha-Arteaga, Alfonso |
| Edizione | [Rev. Ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | viii, 135 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sato, Ken-Iti |
| Soggetto topico |
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] |
| Soggetto non controllato |
Cone-parameter Lévy processes
Cone-parameter convolution semigroups Infinitely divisible distributions Lamperti transformation Lévy processes Ornstein--Uhlenbeck type processes Selfdecomposable distributions Selfsimilar additive processes Stochastic integral respect to Lévy processes Subordination |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127227 |
Rocha-Arteaga, Alfonso
|
||
| Cham, : Springer, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||