Levy Matters Vi

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 : 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 : 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 : 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
ISBN 13 : 3642140076
Total Pages : 216 pages
Book Rating : 4.75/5 ( download)

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Download or read book Lévy Matters I written by Thomas Duquesne and published by Springer. This book was released on 2010-09-02 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 :
Publisher :
ISBN 13 :
Total Pages : 948 pages
Book Rating : 4.25/5 ( download)

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Download or read book United States Digest: a Digest of Decisions of the Various Courts Within the United States, from the Earliest Period to the Year 1870 written by and published by . This book was released on 1878 with total page 948 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : New York (State)
Publisher :
ISBN 13 :
Total Pages : 1176 pages
Book Rating : 4.LG/5 ( download)

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Download or read book Annotated Consolidated Laws of the State of New York written by New York (State) and published by . This book was released on 1922 with total page 1176 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author :
Publisher :
ISBN 13 :
Total Pages : 1060 pages
Book Rating : 4.07/5 ( download)

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Download or read book Zentralblatt Für Biochemie und Biophysik written by and published by . This book was released on 1910 with total page 1060 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Arne Skjeltorp
Publisher : Springer Science & Business Media
ISBN 13 : 9781402023392
Total Pages : 272 pages
Book Rating : 4.91/5 ( download)

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Download or read book Forces, Growth and Form in Soft Condensed Matter: At the Interface Between Physics and Biology written by Arne Skjeltorp and published by Springer Science & Business Media. This book was released on 2004-08-24 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book reviews the current experimental and theoretical knowledge of the synergism between modern physics, soft condensed matter and biology, presenting a thorough discussion of the relative role of the various fundamental interactions in such systems: electrostatic, hydrophobic, steric, conformational, van der Waals, etc. These competing interactions influence the form and topology of soft and biological matter, like polymers and proteins, leading to hierarchical structures in self-assembling systems and folding patterns sometimes described in terms of chirality, braids and knots. Finally, the competing interactions influence various bioprocesses like genetic regulation and biological evolution taking place in systems like biopolymers, macromolecules and cell membranes. The authors include theoretical physicists, soft condensed matter experimentalists, biological physicists, and molecular biologists - all leaders in their respective fields. Aside from the need to gain new, fundamental insights, the subject area is also of great importance for many applications, in that self-assembly and hierarchical assembly are important features to achieve functionality on multiple length scales. Applications range from the nanoscopic (e.g., biomolecular material and copolymeric mesophases) to the microscopic (all organic microelectronics) to the macroscopic (high-performance structural composites).

Author : Wendy Pearlman
Publisher : HarperCollins
ISBN 13 : 0062654454
Total Pages : 183 pages
Book Rating : 4.58/5 ( download)

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Download or read book We Crossed a Bridge and It Trembled written by Wendy Pearlman and published by HarperCollins. This book was released on 2017-06-06 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt: LONG-LISTED FOR THE CARNEGIE MEDAL Reminiscent of the work of Nobel Prize winner Svetlana Alexievich, an astonishing collection of intimate wartime testimonies and poetic fragments from a cross-section of Syrians whose lives have been transformed by revolution, war, and flight. Against the backdrop of the wave of demonstrations known as the Arab Spring, in 2011 hundreds of thousands of Syrians took to the streets demanding freedom, democracy and human rights. The government’s ferocious response, and the refusal of the demonstrators to back down, sparked a brutal civil war that over the past five years has escalated into the worst humanitarian catastrophe of our times. Yet despite all the reporting, the video, and the wrenching photography, the stories of ordinary Syrians remain unheard, while the stories told about them have been distorted by broad brush dread and political expediency. This fierce and poignant collection changes that. Based on interviews with hundreds of displaced Syrians conducted over four years across the Middle East and Europe, We Crossed a Bridge and It Trembled is a breathtaking mosaic of first-hand testimonials from the frontlines. Some of the testimonies are several pages long, eloquent narratives that could stand alone as short stories; others are only a few sentences, poetic and aphoristic. Together, they cohere into an unforgettable chronicle that is not only a testament to the power of storytelling but to the strength of those who face darkness with hope, courage, and moral conviction.