MARC details
000 -LEADER |
fixed length control field |
04586naaaa2201057uu 4500 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
BUT |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20230525112805.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
fixed length control field |
m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
fixed length control field |
cr|mn|---annan |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
202201s2021 x |||||o ||||eng|| d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9783039284580 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9783039284597 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
oapen |
Transcribing agency |
oapen |
041 0# - LANGUAGE CODE |
Language code of text/sound track or separate title |
eng |
080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER |
Universal Decimal Classification number |
004 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Avram, Florin |
Relationship |
edt |
245 10 - TITLE STATEMENT |
Title |
Exit Problems for Lévy and Markov Processes with One-Sided Jumps and Related Topics |
260 ## - PUBLICATION, DISTRIBUTION, ETC. |
Place of publication, distribution, etc. |
Basel, Switzerland |
Name of publisher, distributor, etc. |
MDPI - Multidisciplinary Digital Publishing Institute |
Date of publication, distribution, etc. |
2021 |
300 ## - PHYSICAL DESCRIPTION |
Extent |
1 electronic resource (218 p.) |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
computer |
Media type code |
c |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
online resource |
Carrier type code |
cr |
Source |
rdacarrier |
506 0# - RESTRICTIONS ON ACCESS NOTE |
Terms governing access |
Open Access |
Source of term |
star |
Standardized terminology for access restriction |
Unrestricted online access |
520 ## - SUMMARY, ETC. |
Summary, etc. |
Exit problems for one-dimensional Lévy processes are easier when jumps only occur in one direction. In the last few years, this intuition became more precise: we know now that a wide variety of identities for exit problems of spectrally-negative Lévy processes may be ergonomically expressed in terms of two q-harmonic functions (or scale functions or positive martingales) W and Z. The proofs typically require not much more than the strong Markov property, which hold, in principle, for the wider class of spectrally-negative strong Markov processes. This has been established already in particular cases, such as random walks, Markov additive processes, Lévy processes with omega-state-dependent killing, and certain Lévy processes with state dependent drift, and seems to be true for general strong Markov processes, subject to technical conditions. However, computing the functions W and Z is still an open problem outside the Lévy and diffusion classes, even for the simplest risk models with state-dependent parameters (say, Ornstein–Uhlenbeck or Feller branching diffusion with phase-type jumps). |
540 ## - TERMS GOVERNING USE AND REPRODUCTION NOTE |
Terms governing use and reproduction |
Creative Commons |
Use and reproduction rights |
https://creativecommons.org/licenses/by/4.0/ |
Source of term |
cc |
546 ## - LANGUAGE NOTE |
Language note |
English |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Информационные технологии |
9 (RLIN) |
4550 |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Lévy processes |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
non-random overshoots |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
skip-free random walks |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
fluctuation theory |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
scale functions |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
capital surplus process |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
dividend payment |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
optimal control |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
capital injection constraint |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
spectrally negative Lévy processes |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
reflected Lévy processes |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
first passage |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
drawdown process |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
spectrally negative process |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
dividends |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
de Finetti valuation objective |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
variational problem |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
stochastic control |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
optimal dividends |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Parisian ruin |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
log-convexity |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
barrier strategies |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
adjustment coefficient |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
logarithmic asymptotics |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
quadratic programming problem |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
ruin probability |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
two-dimensional Brownian motion |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
spectrally negative Lévy process |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
general tax structure |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
first crossing time |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
joint Laplace transform |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
potential measure |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Laplace transform |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
first hitting time |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
diffusion-type process |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
running maximum and minimum processes |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
boundary-value problem |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
normal reflection |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Sparre Andersen model |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
heavy tails |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
completely monotone distributions |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
error bounds |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
hyperexponential distribution |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
reflected Brownian motion |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
linear diffusions |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
drawdown |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Segerdahl process |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
affine coefficients |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
spectrally negative Markov process |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
hypergeometric functions |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
capital injections |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
bankruptcy |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
reflection and absorption |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Pollaczek–Khinchine formula |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
scale function |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Padé approximations |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Laguerre series |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Tricomi–Weeks Laplace inversion |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Avram, Florin |
Relationship |
oth |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Host name |
www.oapen.org |
Uniform Resource Identifier |
<a href="https://mdpi.com/books/pdfview/book/3954">https://mdpi.com/books/pdfview/book/3954</a> |
Access status |
0 |
Public note |
Download |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Host name |
www.oapen.org |
Uniform Resource Identifier |
<a href="https://directory.doabooks.org/handle/20.500.12854/76508">https://directory.doabooks.org/handle/20.500.12854/76508</a> |
Access status |
0 |
Public note |
Description |
909 ## - Составили записи |
-- |
255 |
-- |
Robiyakhon Olimjonova |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Универсальная десятичная классификация |
Koha item type |
Electronic edition |