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Lévy Matters V - 10 Angebote vergleichen
Bester Preis: Fr. 2.07 (€ 2.12)¹ (vom 20.04.2019)Lévy Matters V
ISBN: 9783319231389 bzw. 3319231383, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
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 Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à 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. eBook.
Levy Matters V - Functionals of Levy Processes
ISBN: 9783319231389 bzw. 3319231383, vermutlich in Englisch, Springer International Publishing, neu, E-Book, elektronischer Download.
Levy Matters V: This three-chapter volume concerns the distributions of certain functionals of Levy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Levy processes via stochastic integration. The second chapter, by Lars Norvang Andersen, Soren Asmussen, Peter W. Glynn and Mats Pihlsgard, concerns Levy processes reflected at two barriers, where reflection is formulated a 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 Levy process. Englisch, Ebook.
Lévy Matters V (2015)
ISBN: 9783319231389 bzw. 3319231383, in Englisch, Springer, Springer, Springer, neu, E-Book, elektronischer Download.
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 Lév.
Lévy Matters V
ISBN: 9783319231372 bzw. 3319231375, in Deutsch, Springer Shop, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Lévy Matters V: Functionals of Lévy Processes
ISBN: 9783319231372 bzw. 3319231375, in Deutsch, Springer International Publishing, Springer International Publishing, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Lévy Matters V
ISBN: 9783319231372 bzw. 3319231375, in Deutsch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Lévy Matters V: Functionals of Lévy Processes
ISBN: 9783319231372 bzw. 3319231375, in Deutsch, Springer International Publishing, Taschenbuch, neu.
L-vy-Matters-V~~Lars-Norvang-Andersen, Lévy Matters V: Functionals of Lévy Processes, Paperback.
Lévy Matters V
ISBN: 9783319231389 bzw. 3319231383, vermutlich in Deutsch, Springer International Publishing, Taschenbuch, neu.
Lévy Matters V
ISBN: 9783319231372 bzw. 3319231375, in Deutsch, Springer Science+Business Media, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Lévy Matters V
ISBN: 9783319231389 bzw. 3319231383, in Deutsch, Springer Science+Business Media, neu, E-Book.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen