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Lévy Flights and Related Topics in Physics [[electronic resource] ] : Proceedings of the International Workshop Held at Nice, France, 27–30 June 1994 / / edited by Michael F. Shlesinger, George M. Zaslavsky, Uriel Frisch
| Lévy Flights and Related Topics in Physics [[electronic resource] ] : Proceedings of the International Workshop Held at Nice, France, 27–30 June 1994 / / edited by Michael F. Shlesinger, George M. Zaslavsky, Uriel Frisch |
| Edizione | [1st ed. 1995.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1995 |
| Descrizione fisica | 1 online resource (XV, 350 p. 26 illus.) |
| Disciplina | 530.1/59282 |
| Collana | Lecture Notes in Physics |
| Soggetto topico |
Statistical physics
Dynamical systems Thermodynamics Probabilities Physics Complex Systems Probability Theory and Stochastic Processes Mathematical Methods in Physics Numerical and Computational Physics, Simulation Statistical Physics and Dynamical Systems |
| ISBN | 3-540-49225-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Variability of anomalous transport exponents versus different physical situations in geophysical and laboratory turbulence -- Conditionally-averaged dynamics of turbulence, new scaling and stochastic modelling -- Observation of anomalous diffusion and Lévy flights -- Chaotic lagrangian motion on a rotating sphere -- Lévy walks and lattice gas hydrodynamics -- Definition of stable laws, infinitely divisible laws, and Lévy processes -- to fractal sums of pulses -- Time scales in noisy conservative systems -- Geometric constructions in multifractality formalism -- Lévy walks in chaotic systems: Useful formulas and recent applications -- Transport and large scale stochasticity for a nonperiodic generalisation of the standard map -- Blowout bifurcations: Symmetry breaking of spatially symmetric chaotic states -- Lévy description of anomalous diffusion in dynamical systems -- From Lévy flights to the fractional kinetic equation for dynamical chaos -- More Lévy distributions in physics -- Aspects of Lévy flights in a quenched random force field -- Universality of escape from a half-space for symmetrical random walks -- Derivation of Lévy-type anomalous superdiffusion from generalized statistical mechanics -- A dynamical model leading to the breakdown of the Green-Kubo predictions -- Ultra-slow convergence to a Gaussian: The truncated Lévy flight -- Fractals in physiological control: From heart beat to gait -- Long-range correlations and generalized Lévy walks in DNA sequences. |
| Record Nr. | UNINA-9910257401903321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lévy Flights and Related Topics in Physics [[electronic resource] ] : Proceedings of the International Workshop Held at Nice, France, 27–30 June 1994 / / edited by Michael F. Shlesinger, George M. Zaslavsky, Uriel Frisch
| Lévy Flights and Related Topics in Physics [[electronic resource] ] : Proceedings of the International Workshop Held at Nice, France, 27–30 June 1994 / / edited by Michael F. Shlesinger, George M. Zaslavsky, Uriel Frisch |
| Edizione | [1st ed. 1995.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1995 |
| Descrizione fisica | 1 online resource (XV, 350 p. 26 illus.) |
| Disciplina | 530.1/59282 |
| Collana | Lecture Notes in Physics |
| Soggetto topico |
Statistical physics
Dynamical systems Thermodynamics Probabilities Physics Complex Systems Probability Theory and Stochastic Processes Mathematical Methods in Physics Numerical and Computational Physics, Simulation Statistical Physics and Dynamical Systems |
| ISBN | 3-540-49225-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Variability of anomalous transport exponents versus different physical situations in geophysical and laboratory turbulence -- Conditionally-averaged dynamics of turbulence, new scaling and stochastic modelling -- Observation of anomalous diffusion and Lévy flights -- Chaotic lagrangian motion on a rotating sphere -- Lévy walks and lattice gas hydrodynamics -- Definition of stable laws, infinitely divisible laws, and Lévy processes -- to fractal sums of pulses -- Time scales in noisy conservative systems -- Geometric constructions in multifractality formalism -- Lévy walks in chaotic systems: Useful formulas and recent applications -- Transport and large scale stochasticity for a nonperiodic generalisation of the standard map -- Blowout bifurcations: Symmetry breaking of spatially symmetric chaotic states -- Lévy description of anomalous diffusion in dynamical systems -- From Lévy flights to the fractional kinetic equation for dynamical chaos -- More Lévy distributions in physics -- Aspects of Lévy flights in a quenched random force field -- Universality of escape from a half-space for symmetrical random walks -- Derivation of Lévy-type anomalous superdiffusion from generalized statistical mechanics -- A dynamical model leading to the breakdown of the Green-Kubo predictions -- Ultra-slow convergence to a Gaussian: The truncated Lévy flight -- Fractals in physiological control: From heart beat to gait -- Long-range correlations and generalized Lévy walks in DNA sequences. |
| Record Nr. | UNISA-996466693803316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg
| Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg |
| Autore | Duquesne Thomas |
| Edizione | [1st ed. 2010.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 |
| Descrizione fisica | 1 online resource (XIV, 206 p.) |
| Disciplina | 519.2 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN |
1-280-39180-4
9786613569721 3-642-14007-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fractional Integrals and Extensions of Selfdecomposability -- Packing and Hausdorff Measures of Stable Trees -- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing. |
| Record Nr. | UNINA-9910483813703321 |
Duquesne Thomas
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg
| Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg |
| Autore | Duquesne Thomas |
| Edizione | [1st ed. 2010.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 |
| Descrizione fisica | 1 online resource (XIV, 206 p.) |
| Disciplina | 519.2 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN |
1-280-39180-4
9786613569721 3-642-14007-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fractional Integrals and Extensions of Selfdecomposability -- Packing and Hausdorff Measures of Stable Trees -- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing. |
| Record Nr. | UNISA-996466511003316 |
|
Duquesne Thomas
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
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. | UNINA-9910438136903321 |
|
Cohen Serge
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Lévy Matters III [[electronic resource] ] : Lévy-Type Processes: Construction, Approximation and Sample Path Properties / / by Björn Böttcher, René Schilling, Jian Wang
| Lévy Matters III [[electronic resource] ] : Lévy-Type Processes: Construction, Approximation and Sample Path Properties / / by Björn Böttcher, René Schilling, Jian Wang |
| Autore | Böttcher Björn |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (XVIII, 199 p. 1 illus.) |
| Disciplina | 519.282 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Mathematics Functional analysis Operator theory Probability Theory and Stochastic Processes Mathematics, general Functional Analysis Operator Theory |
| ISBN | 3-319-02684-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A Primer on Feller Semigroups and Feller Processes -- Feller Generators and Symbols -- Construction of Feller Processes -- Transformations of Feller Processes -- Sample Path Properties -- Global Properties -- Approximation -- Open Problems -- References -- Index. |
| Record Nr. | UNINA-9910438157703321 |
|
Böttcher Björn
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lévy Matters III [[electronic resource] ] : Lévy-Type Processes: Construction, Approximation and Sample Path Properties / / by Björn Böttcher, René Schilling, Jian Wang
| Lévy Matters III [[electronic resource] ] : Lévy-Type Processes: Construction, Approximation and Sample Path Properties / / by Björn Böttcher, René Schilling, Jian Wang |
| Autore | Böttcher Björn |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (XVIII, 199 p. 1 illus.) |
| Disciplina | 519.282 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Mathematics Functional analysis Operator theory Probability Theory and Stochastic Processes Mathematics, general Functional Analysis Operator Theory |
| ISBN | 3-319-02684-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A Primer on Feller Semigroups and Feller Processes -- Feller Generators and Symbols -- Construction of Feller Processes -- Transformations of Feller Processes -- Sample Path Properties -- Global Properties -- Approximation -- Open Problems -- References -- Index. |
| Record Nr. | UNISA-996466578103316 |
|
Böttcher Björn
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Lévy Matters IV [[electronic resource] ] : Estimation for Discretely Observed Lévy Processes / / by Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß
| Lévy Matters IV [[electronic resource] ] : Estimation for Discretely Observed Lévy Processes / / by Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß |
| Autore | Belomestny Denis |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (XV, 286 p. 21 illus., 14 illus. in color.) |
| Disciplina | 519.282 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Statistics Economic theory Probability Theory and Stochastic Processes Statistics for Business, Management, Economics, Finance, Insurance Economic Theory/Quantitative Economics/Mathematical Methods |
| ISBN | 3-319-12373-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Estimation and calibration of Lévy models via Fourier methods -- Adaptive Estimation for Lévy processes -- Parametric estimation of Lévy processes. |
| Record Nr. | UNINA-9910132308403321 |
|
Belomestny Denis
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lévy Matters IV [[electronic resource] ] : Estimation for Discretely Observed Lévy Processes / / by Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß
| Lévy Matters IV [[electronic resource] ] : Estimation for Discretely Observed Lévy Processes / / by Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß |
| Autore | Belomestny Denis |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (XV, 286 p. 21 illus., 14 illus. in color.) |
| Disciplina | 519.282 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Statistics Economic theory Probability Theory and Stochastic Processes Statistics for Business, Management, Economics, Finance, Insurance Economic Theory/Quantitative Economics/Mathematical Methods |
| ISBN | 3-319-12373-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Estimation and calibration of Lévy models via Fourier methods -- Adaptive Estimation for Lévy processes -- Parametric estimation of Lévy processes. |
| Record Nr. | UNISA-996211266703316 |
|
Belomestny Denis
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
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