東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Levy matters V = functionals of Levy...

Andersen, Lars Norvang.

Linked to FindBook

Google Book

Amazon

博客來

Levy matters V = functionals of Levy processes /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Levy matters V/ by Lars Norvang Andersen ... [et al.].
Reminder of title:	functionals of Levy processes /
remainder title:	Levy matters 5
other author:	Andersen, Lars Norvang.
Published:	Cham :Springer International Publishing : : 2015.,
Description:	xvi, 224 p. :ill. (some col.), digital ;24 cm.
[NT 15003449]:	Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars Norvang Andersen, Soren Asmussen, Peter W. Glynn and Mats Pihlsgard: Levy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents.
Contained By:	Springer eBooks
Subject:	Levy processes. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-23138-9
ISBN:	9783319231389

Levy matters V = functionals of Levy processes /
Levy matters Vfunctionals of Levy processes /[electronic resource] :Levy matters 5by Lars Norvang Andersen ... [et al.]. - Cham :Springer International Publishing :2015. - xvi, 224 p. :ill. (some col.), digital ;24 cm. - Lecture notes in mathematics,21490075-8434 ;. - Lecture notes in mathematics ;2046..

Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars Norvang Andersen, Soren Asmussen, Peter W. Glynn and Mats Pihlsgard: Levy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents.

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

ISBN: 9783319231389

Standard No.: 10.1007/978-3-319-23138-9doiSubjects--Topical Terms:

747418
Levy processes.

LC Class. No.: QA274.73

Dewey Class. No.: 519.282

Levy matters V = functionals of Levy processes /
LDR:02517nmm a2200349 a 4500 001 2013585
003 DE-He213
005 20160412085359.0
006 m d
007 cr nn 008maaau
008 160518s2015 gw s 0 eng d
020 $a 9783319231389 $q (electronic bk.)
020 $a 9783319231372 $q (paper)
024 7 $a 10.1007/978-3-319-23138-9 $2 doi
035 $a 978-3-319-23138-9
040 $a GP $c GP
041 0 $a eng
050 4 $a QA274.73
072 7 $a PBT $2 bicssc
072 7 $a PBWL $2 bicssc
072 7 $a MAT029000 $2 bisacsh
082 0 4 $a 519.282 $2 23
090 $a QA274.73 $b .L668 2015
245 0 0 $a Levy matters V $h [electronic resource] : $b functionals of Levy processes / $c by Lars Norvang Andersen ... [et al.].
246 3 $a Levy matters 5
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a xvi, 224 p. : $b ill. (some col.), digital ; $c 24 cm.
490 1 $a Lecture notes in mathematics, $x 0075-8434 ; $v 2149
505 0 $a Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars Norvang Andersen, Soren Asmussen, Peter W. Glynn and Mats Pihlsgard: Levy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents.
520 $a 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
650 0 $a Levy processes. $3 747418
650 0 $a Mathematics. $3 515831
650 0 $a Probabilities. $3 518889
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
700 1 $a Andersen, Lars Norvang. $3 2163060
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a Lecture notes in mathematics ; $v 2046. $3 1534285
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-23138-9
950 $a Mathematics and Statistics (Springer-11649)