Lévy processes [ Livre] / Bertoin Jean

Langue: Anglais.Publication : Cambridge University Press, 1996Description : X-266 p.ISBN: 0521646324.Classification: 519.2 Probabilités : applicationsRésumé: Chapter Contents Preliminaries; 1. Lévy processes as Markov processes; 2. Elements of potential theory; 3. Subordinators; 4. Local time and excursions of a Markov process; 5. Local times of a Lévy process; 6. Fluctuation theory; 7. Lévy process with no positive jumps; 8. Stable processes and the scaling property; Bibliography; Glossary; Index..Sujet - Nom commun: Lévy, Processus de
Current location Call number Status Notes Date due Barcode
ENS Rennes - Bibliothèque
Magasin (archives)
519.2 BER (Browse shelf) Available 519.2 Probabilités : applications 00002225

Chapter Contents
Preliminaries; 1. Lévy processes as Markov
processes; 2. Elements of potential theory;
3. Subordinators; 4. Local time and
excursions of a Markov process; 5. Local
times of a Lévy process; 6. Fluctuation
theory; 7. Lévy process with no positive
jumps; 8. Stable processes and the scaling
property; Bibliography; Glossary; Index.

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