Stable Levy Processes via Lamperti-Type Representations
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Stable Levy Processes via Lamperti-Type Representations
Pardo, Juan Carlos; Kyprianou, Andreas E.
Cambridge University Press
04/2022
484
Dura
Inglês
9781108480291
15 a 20 dias
870
Descrição não disponível.
1. Stable distributions; 2. Levy processes; 3. Stable processes; 4. Hypergeometric Levy processes; 5. Positive self-similar Markov processes; 6. Spatial fluctuations in one dimension; 7. Doney-Kuznetsov factorisation and the maximum; 8. Asymptotic behaviour for stable processes; 9. Envelopes of positive self-similar Markov processes; 10. Asymptotic behaviour for path transformations; 11. Markov additive and self-similar Markov processes; 12. Stable processes as self-similar Markov processes; 13. Radial reflection and the deep factorisation; 14. Spatial fluctuations and the unit sphere; 15. Applications of radial excursion theory; 16. Windings and up-crossings of stable processes; Appendix.
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1. Stable distributions; 2. Levy processes; 3. Stable processes; 4. Hypergeometric Levy processes; 5. Positive self-similar Markov processes; 6. Spatial fluctuations in one dimension; 7. Doney-Kuznetsov factorisation and the maximum; 8. Asymptotic behaviour for stable processes; 9. Envelopes of positive self-similar Markov processes; 10. Asymptotic behaviour for path transformations; 11. Markov additive and self-similar Markov processes; 12. Stable processes as self-similar Markov processes; 13. Radial reflection and the deep factorisation; 14. Spatial fluctuations and the unit sphere; 15. Applications of radial excursion theory; 16. Windings and up-crossings of stable processes; Appendix.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
