Levy Matters V

Author : Lars Nørvang Andersen
Publisher : Springer
ISBN 13 : 3319231383
Total Pages : 224 pages
Book Rating : 4.89/5 ( download)

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Download or read book Lévy Matters V written by Lars Nørvang Andersen and published by Springer. This book was released on 2015-10-24 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Björn Böttcher
Publisher : Springer
ISBN 13 : 3319026844
Total Pages : 199 pages
Book Rating : 4.48/5 ( download)

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Download or read book Lévy Matters III written by Björn Böttcher and published by Springer. This book was released on 2014-01-16 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévy-type process: a non-random function which is a counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levy-type processes. This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.

Author : Thomas Duquesne
Publisher : Springer Science & Business Media
ISBN 13 : 3642140068
Total Pages : 216 pages
Book Rating : 4.68/5 ( download)

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Download or read book Lévy Matters I written by Thomas Duquesne and published by Springer Science & Business Media. This book was released on 2010-09-05 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to disseminate important theoretical and applied research to those studying the field.

Author : Denis Belomestny
Publisher : Springer
ISBN 13 : 3319123734
Total Pages : 286 pages
Book Rating : 4.38/5 ( download)

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Download or read book Lévy Matters IV written by Denis Belomestny and published by Springer. This book was released on 2014-12-05 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and telecommunication. The three chapters of this volume are completely dedicated to the estimation of Lévy processes, and are written by experts in the field. The first chapter by Denis Belomestny and Markus Reiß treats the low frequency situation, and estimation methods are based on the empirical characteristic function. The second chapter by Fabienne Comte and Valery Genon-Catalon is dedicated to non-parametric estimation mainly covering the high-frequency data case. A distinctive feature of this part is the construction of adaptive estimators, based on deconvolution or projection or kernel methods. The last chapter by Hiroki Masuda considers the parametric situation. The chapters cover the main aspects of the estimation of discretely observed Lévy processes, when the observation scheme is regular, from an up-to-date viewpoint.

Author : New York (State). Supreme Court. Appellate Division
Publisher :
ISBN 13 :
Total Pages : 1078 pages
Book Rating : 4.55/5 ( download)

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Download or read book Reports of Cases Heard and Determined in the Appellate Division of the Supreme Court of the State of New York written by New York (State). Supreme Court. Appellate Division and published by . This book was released on 1910 with total page 1078 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author :
Publisher :
ISBN 13 :
Total Pages : 1172 pages
Book Rating : 4.65/5 ( download)

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Download or read book Reports of cases heard and determined in the Appellate Division of the Supreme Court of the State of New York written by and published by . This book was released on 1922 with total page 1172 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Franziska Kühn
Publisher : Springer
ISBN 13 : 3319608886
Total Pages : 245 pages
Book Rating : 4.84/5 ( download)

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Download or read book Lévy Matters VI written by Franziska Kühn and published by Springer. This book was released on 2017-10-05 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations. This is the sixth volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.

Author : Charles Ray Kreidler
Publisher :
ISBN 13 :
Total Pages : 874 pages
Book Rating : 4.02/5 ( download)

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Download or read book New York Table of Cases and Analyzed Citations of the Decisions of the Courts of New York written by Charles Ray Kreidler and published by . This book was released on 1913 with total page 874 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : New York (State). Supreme Court. Appellate Division
Publisher :
ISBN 13 :
Total Pages : 1292 pages
Book Rating : 4.55/5 ( download)

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Download or read book Reports of Cases Heard and Determined in the Appellate Division of the Supreme Court of the State of New York written by New York (State). Supreme Court. Appellate Division and published by . This book was released on 1941 with total page 1292 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Frank Hubbard Twyeffort
Publisher :
ISBN 13 :
Total Pages : 1192 pages
Book Rating : 4.01/5 ( download)

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Download or read book New York Estates and Surrogates written by Frank Hubbard Twyeffort and published by . This book was released on 1924 with total page 1192 pages. Available in PDF, EPUB and Kindle. Book excerpt: