Fluctuation Theory for Lévy Processes (Record no. 31006)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02815nam a22004935i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783540485117 |
| -- | 978-3-540-48511-7 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Doney, Ronald A. |
| 245 10 - TITLE STATEMENT | |
| Title | Fluctuation Theory for Lévy Processes |
| Sub Title | Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 / |
| Statement of responsibility, etc | by Ronald A. Doney ; edited by Jean Picard. |
| 260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Berlin, Heidelberg : |
| Name of publisher | Springer Berlin Heidelberg, |
| Year of publication | 2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | IX, 155 p. |
| Other physical details | online resource. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Lecture Notes in Mathematics, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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 storage processes, insurance risk, queues, turbulence, laser cooling, ... and of course finance, where the feature that they include examples having "heavy tails" is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some related distributional problems, are addressed in detail in these notes that reflect the content of the course given by R. Doney in St. Flour in 2005. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Distribution (Probability theory). |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Probability Theory and Stochastic Processes. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Picard, Jean. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-540-48511-7 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | E-BOOKS |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg, |
| -- | 2007. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
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| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
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| -- | rda |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 0075-8434 ; |
| Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Accession Number | Uniform Resource Identifier | Koha item type |
|---|---|---|---|---|---|---|---|
| IMSc Library | EBK1712 | http://dx.doi.org/10.1007/978-3-540-48511-7 | E-BOOKS |