| 書目名稱 | Fluctuation Theory for Lévy Processes | | 副標(biāo)題 | Ecole d‘Eté de Proba | | 編輯 | Ronald A. Doney,Jean Picard | | 視頻video | http://file.papertrans.cn/345/344519/344519.mp4 | | 概述 | Includes supplementary material: | | 叢書名稱 | Lecture Notes in Mathematics | | 圖書封面 |  | | 描述 | .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.. | | 出版日期 | Book 2007 | | 關(guān)鍵詞 | Ladder processes; Lévy process; Lévy processes; Reflected process; Sample path behaviour; Wiener-Hopf fac | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-540-48511-7 | | isbn_softcover | 978-3-540-48510-0 | | isbn_ebook | 978-3-540-48511-7Series ISSN 0075-8434 Series E-ISSN 1617-9692 | | issn_series | 0075-8434 | | copyright | Springer-Verlag Berlin Heidelberg 2007 |
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