Lévy Matters V - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Lévy Matters V write by Lars Nørvang Andersen. This book was released on 2015-10-24. Lévy Matters V available in PDF, EPUB and Kindle. 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.
Lévy Matters I
Lévy Matters I - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Lévy Matters I write by Thomas Duquesne. This book was released on 2010-09-02. Lévy Matters I available in PDF, EPUB and Kindle. 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.
Lévy Matters IV
Lévy Matters IV - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Lévy Matters IV write by Denis Belomestny. This book was released on 2014-12-05. Lévy Matters IV available in PDF, EPUB and Kindle. 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.
Reports of Cases Heard and Determined in the Appellate Division of the Supreme Court of the State of New York
Reports of Cases Heard and Determined in the Appellate Division of the Supreme Court of the State of New York - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Reports of Cases Heard and Determined in the Appellate Division of the Supreme Court of the State of New York write by New York (State). Supreme Court. Appellate Division. This book was released on 1910. Reports of Cases Heard and Determined in the Appellate Division of the Supreme Court of the State of New York available in PDF, EPUB and Kindle.
Reports of cases heard and determined in the Appellate Division of the Supreme Court of the State of New York
Reports of cases heard and determined in the Appellate Division of the Supreme Court of the State of New York - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Reports of cases heard and determined in the Appellate Division of the Supreme Court of the State of New York write by . This book was released on 1922. Reports of cases heard and determined in the Appellate Division of the Supreme Court of the State of New York available in PDF, EPUB and Kindle.
