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Topics in infinitely divisible distributions and Lévy Processes Revised edition. (SpringerBriefs in probability and mathematical statistics)

Topics in infinitely divisible distributions and Lévy Processes Revised edition. (SpringerBriefs in probability and mathematical statistics)
Paper図書
Alfonso Rocha-Arteaga, Ken-iti Sato.Springer[2019]<MA211-D3>
National Diet Library

Lévy processes and infinitely divisible distributions Revised edition, Corrected paperback edition. (Cambridge studies in advanced mathematics ; 68)

Lévy processes and infinitely divisible distributions Revised edition, Corrected paperback edition. (Cambridge studies in advanced mathematics ; 68)
Paper図書
Ken-iti Sato.Cambridge University Press2013.<MA211-B157>
National Diet Library
  • Subject HeadingLévy processes. Distribution (Probability th...
  • Note (General)Revision of: Lévy processes and infinitely divisible dist...

Lévy matters : recent progress in theory and applications. (Lecture notes in mathematics ; 2001, 2061. Lévy matters ; 1, 2)

Lévy matters : recent progress in theory and applications. (Lecture notes in mathematics ; 2001, 2061. Lévy matters ; 1, 2)
Paper図書
Springerc2010-c2012.<MA211-B122>
National Diet Library

Lévy-type processes : construction, approximation and sample path properties (Lecture notes in mathematics ; 2099) (Lévy matters ; 3)

Lévy-type processes : construction, approximation and sample path properties (Lecture notes in mathematics ; 2099) (Lévy matters ; 3)
Paper図書
Björn Böttcher, René Schilling, Jian Wang.Springer[2013]<MA211-B155>
National Diet Library

Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction (Cambridge tracts in mathematics ; 191)

Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction (Cambridge tracts in mathematics ; 191)
Paper図書
Horst Osswald.Cambridge University Press2012.<MA211-B119>
National Diet LibraryOther Libraries in Japan
  • Summary, etc....Wiener spaces, Lévy processes, multiple stochastic integral...
  • Contents...on of standard Lévy processes from discrete ......ntegration for Lévy processes; 17. Chaos dec......n calculus for Lévy processes (Chaos, Malliavin derivative,...
  • Subject HeadingMalliavin calculus. Lévy processes. Brownian motion processes. M...

Fluctuation theory for Lévy processes : Ecole d'eté de probabilités de Saint-Flour XXXV, 2005 / Ronald A. Doney ; editor, Jean Picard. (Lecture notes in mathematics ; 1897)

Fluctuation theory for Lévy processes : Ecole d'eté de probabilités de Saint-Flour XXXV, 2005 / Ronald A. Doney ; editor, Jean Picard. (Lecture notes in mathematics ; 1897)
Paper図書
Springerc2007.<MA211-B48>
National Diet Library
  • Subject HeadingLévy processes.

Stochastic partial differential equations with Lévy noise : an evolution equation approach / S. Peszat and J. Zabczyk. (Encyclopedia of mathematics and its applications ; 113)

Stochastic partial differential equations with Lévy noise : an evolution equation approach / S. Peszat and J. Zabczyk. (Encyclopedia of mathematics and its applications ; 113)
Paper図書
Cambridge University Press2007.<MA211-B64>
National Diet LibraryOther Libraries in Japan
  • Subject HeadingStochastic partial differential equations. Lévy processes.

Stable Lévy processes via Lamperti-type representations : hardback

Stable Lévy processes via Lamperti-type representations : hardback
Paper図書
Andreas E. Kyprianou, Juan Carlos PardoCambridge University Press2022
Other Libraries in Japan
  • Subject HeadingLévy processes Stochastic processes
  • Subject Heading (ID)Lévy processes Stochastic processes

Quantum independent increment processes / David Applebaum ... [et al.] ; editors, Michael Schürmann, Uwe Franz. (Lecture notes in mathematics ; 1865-1866)

Quantum independent increment processes / David Applebaum ... [et al.] ; editors, Michael Schürmann, Uwe Franz. (Lecture notes in mathematics ; 1865-1866)
Paper図書
Springerc2005-c2006.<MA211-B27>
National Diet Library
  • Contents...ure of quantum Lévy processes, classical probability and ph...
  • Subject HeadingProbabilistic number theory. Stochastic analysis. Lévy processes.

The Lévy Laplacian (Cambridge tracts in mathematics ; 166)

The Lévy Laplacian (Cambridge tracts in mathematics ; 166)
Paper図書
M.N. Feller.Cambridge University Press2005.<MA152-B59>
National Diet LibraryOther Libraries in Japan
  • Subject HeadingLaplacian operator. Lévy processes. Harmonic functions.

Seminaire de probabilites 38. : ------. (Lecture Notes in Mathematics ; 1857)

Seminaire de probabilites 38. : ------. (Lecture Notes in Mathematics ; 1857)
Paper図書
Springerc2005.<M17-08-537>
National Diet Library
  • Subject HeadingLévy processes. Random walks (Mathematics) S...

Generalized scale functions and refracted processes

Generalized scale functions and refracted processes
Digital博士論文障害者向け資料あり
Noba, Kei2019-03-25
Available onlineNational Diet LibraryOther Libraries in Japan

Functional limit theorem for occupation time processes of intermittent maps

Functional limit theorem for occupation time processes of intermittent maps
Digital博士論文障害者向け資料あり
Sera, Toru2020-11-24
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject Heading...ocesses stable Lévy processes infinite ergodic theory

非線形確率力学系における保存量・対称性概念とその応用

非線形確率力学系における保存量・対称性概念とその応用
Paper図書
三澤, 哲也, 名古屋市立大学1999-2001<Y151-H11640132>
National Diet Library

Mathematics of the bond market : a Lévy processes approach : hardback

Mathematics of the bond market : a Lévy processes approach : hardback
Paper図書
Michał Barski, Jerzy ZabczykCambridge University Press2020
Other Libraries in Japan
  • Subject HeadingBond market -- Mathematical models Finance -- Mathematical models Lévy processes
  • Subject Heading (ID)Bond market -- Mathematical models Finance -- Mathematical models Lévy processes

Functionals of Lévy processes

Functionals of Lévy processes
Paper図書
Lars Nørvang Andersen ... [et al.]Springerc2015
Other Libraries in Japan
  • Subject HeadingLévy processes
  • Subject Heading (ID)Lévy processes
  • Alternative TitleLévy Matters : a subseries on Lévy processes Lévy Matters V

Lévy processes and infinitely divisible distributions / Ken-iti Sato. (Cambridge studies in advanced mathematics ; 68)

Lévy processes and infinitely divisible distributions / Ken-iti Sato. (Cambridge studies in advanced mathematics ; 68)
Paper図書
Cambridge University Press1999.<MA211-B24>
National Diet Library
  • Subject HeadingLévy processes. Distribution (Probability th...

Dirichlet forms methods for Poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques

Dirichlet forms methods for Poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques
Paper図書
Nicolas Bouleau, Laurent DenisSpringerc2015
Other Libraries in Japan
  • Subject HeadingDirichlet forms Poisson processes Lévy processes
  • Subject Heading (ID)Dirichlet forms Poisson processes Lévy processes

Basic stochastic processes

Basic stochastic processes
Paper図書
Pierre Devolder, Jacques Janssen, Raimondo MancaISTE : John Wiley2015
Other Libraries in Japan
  • Subject HeadingStochastic processes Lévy processes
  • Subject Heading (ID)Stochastic processes Lévy processes

Lévy processes and infinitely divisible distributions : pbk. Rev. ed.

Lévy processes and infinitely divisible distributions : pbk. Rev. ed.
Paper図書
Ken-iti SatoCambridge University Press2013
Other Libraries in Japan
  • Subject HeadingLévy processes
  • Subject Heading (ID)Lévy processes
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