Kyprianou andreas e (99 Ergebnisse)

Hardcover. Zustand: Good. Clean pages tightly bound.

Zustand: New. pp. xiii + 378.

Zustand: New. pp. xiii + 378 1st Edition.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Zustand: New. pp. xiii + 378.

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Originalbroschur. Zustand: Wie neu. ERSTAUSGABE. XIII, 373 Seiten : mit graphischen Darstellungen ; 24 cm FRISCHES, SEHR schönes Exemplar der ERSTAUSGABE. In excellent shape. We offer a lot of books on PHYSICS and MATHEMATICS on stock in EXCELLENT shape). Aufgrund der von der Europäischen Union erlassenen Handels-Erschwernisse (die neue europäische Verpackungsverordnung mit extremen Gebühren für Händler) kann in folgende Länder KEIN VERSAND erfolgen: Bulgarien, Dänemark, Estland, Finnland, Griechenland, Irland, Kroatien, Lettland, Litauen, Luxemburg, Malta, Polen, Portugal, Rumänien, Schweden, Slowakei, Slowenien, Ungarn, Zypern. Falls Sie eine Rechnungs- und Lieferadresse in DEUTSCHLAND ermöglichen, kann an diese deutsche Adresse OHNE PROBLEME geliefert werden. Sprache: Englisch Gewicht in Gramm: 620.…

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Paperback. Zustand: New. 2nd ed. 2014.

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Softcover. Zustand: Sehr gut. Berlin, Springer (2006). gr.8°. 22 figs. XIII, 373 p. Pbck. Universitext.- With exercises and solutions.- In very good condition.

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Zustand: New. pp. 202.

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Zustand: New. 2022. New. Hardcover. . . . . .

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Hardcover. Zustand: new. Hardcover. Stable Levy processes lie at the intersection of Levy 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 Levy 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. This completely new mathematical treatment, geared toward graduate students and researchers, systemically covers the theory of Stable Levy processes, which serve as a key building block to many other stochastic models prevalent in biology, physics, economics and engineering. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Paperback. Zustand: Brand New. 2013 edition. 100 pages. 9.00x6.00x0.25 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which is published at irregular intervals over the years. Each volume examines a number of key 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. The expository articles in this second volume cover two important topics in the area of Lévy processes. The first article by Serge Cohen reviews the most important findings on fractional Lévy fields to date in a self-contained piece, offering a theoretical introduction as well as possible applications and simulation techniques. The second article, by Alexey Kuznetsov, Andreas E. Kyprianou, and Victor Rivero, presents an up to date account of the theory and application of scale functions for spectrally negative Lévy processes, including an extensive numerical overview.…

Paperback. Zustand: Brand New. 2013 edition. 198 pages. 8.75x6.00x0.50 inches. In Stock.

Kartoniert / Broschiert. Zustand: New.

Hardcover. Zustand: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér-Lundberg model and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main tools used in analysing the distribution of the time of ruin, the wealth prior to ruin and the deficit at ruin. Recent developments in exotic ruin theory are also considered. In particular, by making dividend or tax payments out of the surplus process, the effect on ruin is explored.Gerber-Shiu Risk Theory can be used as lecture notes and is suitable for a graduate course. Each chapter corresponds to approximately two hours of lectures. …

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Zustand: New. In English.

Zustand: New. In English.

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