Fluctuations of Lévy Processes with Applications : Introductory Lectures — 2nd ed. 2014 (English)
- New search for: Kyprianou, Andreas E.
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- New search for: Kyprianou, Andreas E.
- Further information on Kyprianou, Andreas E.:
- http://d-nb.info/gnd/1048058662
2014
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ISBN:
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Title:Fluctuations of Lévy Processes with Applications : Introductory Lectures
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Contributors:Kyprianou, Andreas E. ( author )
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Published in:
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Edition:2nd ed. 2014
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Publisher:
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Place of publication:Berlin, Heidelberg
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Publication date:2014
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Size:Online-Ressource (XVIII, 455 p. 26 illus, online resource)
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Remarks:Campusweiter Zugriff (Universität Hannover). - Vervielfältigungen (z.B. Kopien, Downloads) sind nur von einzelnen Kapiteln oder Seiten und nur zum eigenen wissenschaftlichen Gebrauch erlaubt. Keine Weitergabe an Dritte. Kein systematisches Downloaden durch Robots.
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Type of media:Book
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Type of material:Electronic Resource
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Language:English
- New search for: *60-01 / 60G52 / 60G51 / 60G50
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Table of contents eBook
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Lévy Processes and ApplicationsKyprianou, Andreas E. et al. | 2014
- 2
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The Lévy–Itô Decomposition and Path StructureKyprianou, Andreas E. et al. | 2014
- 3
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More Distributional and Path-Related PropertiesKyprianou, Andreas E. et al. | 2014
- 4
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General Storage Models and Paths of Bounded VariationKyprianou, Andreas E. et al. | 2014
- 5
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Subordinators at First Passage and Renewal MeasuresKyprianou, Andreas E. et al. | 2014
- 6
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The Wiener–Hopf FactorisationKyprianou, Andreas E. et al. | 2014
- 7
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Lévy Processes at First PassageKyprianou, Andreas E. et al. | 2014
- 8
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Exit Problems for Spectrally Negative ProcessesKyprianou, Andreas E. et al. | 2014
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More on Scale FunctionsKyprianou, Andreas E. et al. | 2014
- 10
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Ruin Problems and Gerber–Shiu TheoryKyprianou, Andreas E. et al. | 2014
- 11
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Applications to Optimal Stopping ProblemsKyprianou, Andreas E. et al. | 2014
- 12
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Continuous-State Branching ProcessesKyprianou, Andreas E. et al. | 2014
- 13
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Positive Self-similar Markov ProcessesKyprianou, Andreas E. et al. | 2014