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| 008 | 150903s2007 gw | o |||| 0|eng d | ||
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_a9783540485117 _99783540485117 |
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_a10.1007/9783540485117 _2doi |
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_a201509030416 _bVLOAD _c201405050347 _dVLOAD _y201402071210 _zstaff |
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_aMX-SnUAN _bspa _cMX-SnUAN _erda |
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| 050 | 4 | _aQA273.A1-274.9 | |
| 100 | 1 |
_aDoney, Ronald A. _eautor _9331669 |
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| 245 | 1 | 0 |
_aFluctuation Theory for Lévy Processes : _bEcole d'Eté de Probabilités de Saint-Flour XXXV - 2005 / _cby Ronald A. Doney ; edited by Jean Picard. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2007. |
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_aIx, 147 páginas _brecurso en línea. |
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_atexto _btxt _2rdacontent |
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_acomputadora _bc _2rdamedia |
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_arecurso en línea _bcr _2rdacarrier |
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_aarchivo de texto _bPDF _2rda |
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_aLecture Notes in Mathematics, _x0075-8434 ; _v1897 |
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| 500 | _aSpringer eBooks | ||
| 505 | 0 | _ato 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 | _aLévy 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. | ||
| 590 | _aPara consulta fuera de la UANL se requiere clave de acceso remoto. | ||
| 700 | 1 |
_aPicard, Jean. _eeditor. _9329143 |
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| 710 | 2 |
_aSpringerLink (Servicio en línea) _9299170 |
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_iEdición impresa: _z9783540485100 |
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_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-540-48511-7 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL) |
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