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 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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
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Cham, : Springer, 2019 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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