Fluctuation Theory for Lévy Processes Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 /

• Κύριος συγγραφέας: Doney, Ronald A. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Picard, Jean (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
• Σειρά: Lecture Notes in Mathematics, 1897
• Θέματα: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storag...

Πίνακας περιεχομένων:

• to Lévy Processes
• Subordinators
• Local Times and Excursions
• Ladder Processes and the Wiener–Hopf Factorisation
• Further Wiener–Hopf Developments
• Creeping and Related Questions
• Spitzer's Condition
• Lévy Processes Conditioned to Stay Positive
• Spectrally Negative Lévy Processes
• Small-Time Behaviour.