Order Total (1 Item Items):
Shipping Destination:
Lévy Matters Functionals Processes by Andersen Lars (11 results)
Skip to main search results
Search filters
Product Type
- All Product Types
- Books (11)
- Magazines & Periodicals (No further results match this refinement)
- Comics (No further results match this refinement)
- Sheet Music (No further results match this refinement)
- Art, Prints & Posters (No further results match this refinement)
- Photographs (No further results match this refinement)
- Maps (No further results match this refinement)
- Manuscripts & Paper Collectibles (No further results match this refinement)
Condition Learn more
- New (8)
- As New, Fine or Near Fine (3)
- Very Good or Good (No further results match this refinement)
- Fair or Poor (No further results match this refinement)
- As Described (No further results match this refinement)
Binding
- All Bindings
- Hardcover (No further results match this refinement)
- Softcover (11)
Collectible Attributes
- First Edition (No further results match this refinement)
- Signed (No further results match this refinement)
- Dust Jacket (No further results match this refinement)
- Seller-Supplied Images (6)
- Not Print on Demand (11)
Language (1)
Free Shipping
Seller Location
Seller Rating
-
Condition: As New. Unread book in perfect condition.
-
Condition: New.
-
Lévy Matters V: Functionals of Lévy Processes
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 45.30
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
-
PF. Condition: New.
-
Condition: New.
-
Lévy Matters : Functionals of Lévy Processes
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
-
Lévy Matters : Functionals of Lévy Processes
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
-
Paperback. Condition: Brand New. 220 pages. 9.50x6.50x0.50 inches. In Stock.
-
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à 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 Lévy process.
-
Taschenbuch. Condition: Neu. Lévy Matters V | Functionals of Lévy Processes | Lars Nørvang Andersen (u. a.) | Taschenbuch | Lecture Notes in Mathematics | xvi | Englisch | 2015 | Springer | EAN 9783319231372 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
-
Lévy Matters V : Functionals of Lévy Processes
Language: English
Published by Springer International Publishing, 2015
ISBN 10: 3319231375 ISBN 13: 9783319231372
£ 31.72 10% off£ 28.55
£ 91.05 shipping
Ships from Germany to U.S.A.Quantity: 1 available
Add to basketCondition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à 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 Lévy process.
