| 000 | 02393nam a2200373 i 4500 | ||
|---|---|---|---|
| 001 | CR9781108648318 | ||
| 003 | UkCbUP | ||
| 005 | 20240920185727.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 180530s2022||||enk o ||1 0|eng|d | ||
| 020 | _a9781108648318 (ebook) | ||
| 020 | _z9781108480291 (hardback) | ||
| 040 |
_aUkCbUP _beng _erda _cUkCbUP |
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| 050 | 0 | 0 |
_aQA274.73 _b.K975 2022 |
| 082 | 0 | 0 |
_a519.2/82 _223 |
| 100 | 1 |
_aKyprianou, Andreas E., _eauthor. |
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| 245 | 1 | 0 |
_aStable Lévy processes via Lamperti-type representations / _cAndreas E. Kyprianou, Juan Carlos Pardo. |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2022. |
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| 300 |
_a1 online resource (xx, 463 pages) : _bdigital, PDF file(s). |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 490 | 1 | _aInstitute of Mathematical Statistics monographs | |
| 500 | _aTitle from publisher's bibliographic system (viewed on 23 Mar 2022). | ||
| 520 | _aStable Lévy processes lie at the intersection of Lévy processes and self-similar Markov processes. Processes in the latter class enjoy a Lamperti-type representation as the space-time path transformation of so-called Markov additive processes (MAPs). This completely new mathematical treatment takes advantage of the fact that the underlying MAP for stable processes can be explicitly described in one dimension and semi-explicitly described in higher dimensions, and uses this approach to catalogue a large number of explicit results describing the path fluctuations of stable Lévy processes in one and higher dimensions. Written for graduate students and researchers in the field, this book systemically establishes many classical results as well as presenting many recent results appearing in the last decade, including previously unpublished material. Topics explored include first hitting laws for a variety of sets, path conditionings, law-preserving path transformations, the distribution of extremal points, growth envelopes and winding behaviour. | ||
| 650 | 0 | _aLévy processes. | |
| 650 | 0 | _aStochastic processes. | |
| 700 | 1 |
_aPardo, Juan Carlos, _d1976- _eauthor. |
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| 776 | 0 | 8 |
_iPrint version: _z9781108480291 |
| 830 | 0 | _aInstitute of Mathematical Statistics monographs. | |
| 856 | 4 | 0 | _uhttps://doi.org/10.1017/9781108648318 |
| 942 |
_2ddc _cEB |
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| 999 |
_c10025 _d10025 |
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