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.