Menu
Rendelés állapotának ellenőrzése
Kapcsolat
Könyv Levy Matters V Lars Norvang Andersen

Levy Matters V

Functionals of Levy Processes

Szerző: Lars Norvang Andersen, Soren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgard, Simon Thomas
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Springer International Publishing AG
Elérhetőség: Beszállítói készleten
Küldés 10-18 napon belül
20 822 Ft
This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The f...

Információk a könyvről

Szerző
Lars Norvang Andersen, Soren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgard, Simon Thomas
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2015
oldal
224
EAN
9783319231372
ISBN
3319231375
Enbook ID
09480192
Kiadó
Springer International Publishing AG
Súly
3752
Méretek
155 x 235 x 14

Teljes leírás

This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nřrvang Andersen, Sřren Asmussen, Peter W. Glynn and Mats Pihlsgĺrd, concerns Lévy processes reflected at two barriers, where reflection is formulated ŕ la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process.

Érdekelheti

Dissertation

Iain Borden
68 703 Ft

Vampire Academy: The Untold Stories

Richelle Mead
3 365 Ft

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

Zeche Zollern II Schacht 4 Dortmund (Puzzle)

Hermann Koch
11 698 Ft

Weltgeschichte ... Dritte Verbesserte Auflage. (Fortgesetzt Von Dr. Richard V. Kralik, Bd. 23, Etc.).Zwanzigster Band

Johann Weiss
12 320 Ft