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Hitting of a line by two-dimensional symmetric stable Levy processes: an approach based on modified resolvents (Stochastic analysis of jump processes and related topics)

Hitting of a line by two-dimensional symmetric stable Levy processes: an approach based on modified resolvents (Stochastic analysis of jump processes and related topics)
紙デジタル記事
磯崎 泰樹<Z43-1336>数理解析研究所講究録(通号 1672) 2010.1p.159～176
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Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures (Series in quantitative finance ; v. 3)

Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures (Series in quantitative finance ; v. 3)
紙図書
Yoshio Miyahara.Imperial College Pressc2012.<DF161-B69>
国立国会図書館
  • 内容細目... finance Lévy processes and geometric ......eometric Lévy processes The [GLP & MEMM] pricing mode...

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)
紙図書
Horst Osswald.Cambridge University Press2012.<MA211-B119>
国立国会図書館全国の図書館
  • 要約等...tein-Uhlenbeck processes both with valu......Wiener spaces, Lévy processes, multiple stoc......rohod integral processes and Girsanov transformations....
  • 内容細目...tein-Uhlenbeck processes; 15. Lindstrøm......on of standard Lévy processes from discrete ......ntegration for Lévy processes; 17. Chaos dec......rohod integral processes; 22. Girsanov ......n calculus for Lévy processes (Chaos, Mallia......rohod integral processes, Smooth representations, a co...
  • 件名Malliavin calculus. Lévy processes. Brownian motion processes. MATHEMATICS / Probability & ...

Joint estimation of discretely observed stable Levy processes with symmetric Levy density

Joint estimation of discretely observed stable Levy processes with symmetric Levy density
紙デジタル記事
Hiroki Masuda<Z76-A259>Journal of the Japan Statistical Society39(1) 2009.6p.49～75
国立国会図書館全国の図書館
  • 要約等...aussian stable Lévy process <var>X</var> such tha...
  • 件名... matrix stable Levy process
  • 参照...verse Gaussian Lévy processes with high-freq......nce for stable Lévy–driven stochas......tion of stable Lévy process with s......on for Meixner Lévy processes under high-frequency sampling

The Levy Laplacian and the Levy Process (量子解析におけるミクロ・マクロ双対性 RIMS共同研究報告集)

The Levy Laplacian and the Levy Process (量子解析におけるミクロ・マクロ双対性 RIMS共同研究報告集)
紙デジタル記事
石川 淳, 齊藤 公明<Z43-1336>数理解析研究所講究録(通号 1507) 2006.7p.14～25
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The Levy-Ito decomposition of sample paths of Levy processes with values in the space of probability measures

The Levy-Ito decomposition of sample paths of Levy processes with values in the space of probability measures
紙デジタル記事
Kouji Yamamuro<Z53-A209>Journal of the Mathematical Society of Japan61(1) 2009.1p.263～289
国立国会図書館全国の図書館
  • 要約等A definition of Lévy processes with values in......shown that the Lévy process with v......ification is a Lévy process in the......nd Tanaka. The Lévy-Itô decomposit......e paths of the Lévy process satisfying the condit...
  • 件名Levy-Ito decomposition Levy process
  • 参照...ions of Markov processes Stochastic Processes On stochastic processes (I)

Relations between cone-parameter Levy processes and convolution semigroups

Relations between cone-parameter Levy processes and convolution semigroups
紙デジタル記事
Jan Pedersen, Ken-iti Sato<Z53-A209>Journal of the Mathematical Society of Japan56(2) 2004.4p.541～559
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  • 要約等Cone-parameter Lévy processes and convolutio......cone-parameter Lévy processes have stationar......cone-parameter Lévy process by an ......cone-parameter Lévy process yields......cone-parameter Lévy process. It is......cone-parameter Lévy process induce......generated by a Lévy process is studied. It is sho...
  • 件名cone-parameter Levy processes and convolution semigroups ge...

Study on Infinite Pure Jump Levy Process under Fuzzy Environment in Asset Pricing Applications

書影書影書影
Study on Infinite Pure Jump Levy Process under Fuzzy Environment in Asset Pricing Applications
デジタル博士論文障害者向け資料あり
Zhang, Huiming, 張, 慧明2018
国立国会図書館
  • 並列タイトル等（連結）ファジィ環境における無限純粋ジャンプLevy確率過程によるアセット価格推定の研究
  • 並列タイトル等ファジィ環境における無限純粋ジャンプLevy確率過程によるアセット価格推定の研究

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)
紙図書
Alfonso Rocha-Arteaga, Ken-iti Sato.Springer[2019]<MA211-D3>
国立国会図書館
  • 件名Lévy processes. Distribution (Probability th...

Local time and Tanaka formula for Lévy processes

書影書影書影
Local time and Tanaka formula for Lévy processes
デジタル博士論文障害者向け資料あり
Tsukada, HiroshiAuthor2018-03-22
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[Geometric Levy Process & MEMM]価格理論モデルについて (確率数値解析に於ける諸問題(6)短期共同研究報告集)

[Geometric Levy Process & MEMM]価格理論モデルについて (確率数値解析に於ける諸問題(6)短期共同研究報告集)
紙記事
宮原 孝夫<Z43-1336>数理解析研究所講究録(通号 1351) 2004.1p.181～188
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On Bessel transforms of multimodal increasing Levy processes

On Bessel transforms of multimodal increasing Levy processes
紙デジタル記事
Toshiro Watanabe<Z54-F36>Japanese journal of mathematics. New series25(2) 1999.12p.227～256
国立国会図書館全国の図書館
  • 参照...me semi-stable Lévy processes Bounds of modes and unimodal processes with independe......On modality of Lévy processes corresponding ......Unimodality of Lévy Processes On the Unimoda...... of a class of processes with independe......irth and death processes and related re......ts On unimodal Levy processes on the nonnega......etric unimodal Lévy processes that are not o...... non-symmetric Lévy processes On Yamazato's ......odal one-sided Lévy processes Some examples ......unimodality of Lévy processes

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)
紙図書
Björn Böttcher, René Schilling, Jian Wang.Springer[2013]<MA211-B155>
国立国会図書館
  • 内容細目...ups and Feller processes Feller generat......tion of Feller processes Transformations of Feller processes Sample path properties Global...
  • 件名Lévy processes. Stochastic processes. Sample path a......sis. Branching processes. Trees (Graph theory)

Functionals of Lévy processes

Functionals of Lévy processes
紙図書
Lars Nørvang Andersen ... [et al.]Springerc2015
全国の図書館
  • 件名Lévy processes
  • 件名（識別子）Lévy processes
  • 並列タイトル等（連結）Lévy Matters : a subseries on Lévy processes Lévy Matters V

Dirichlet form approach to infinite interacting Levy processes (Symposium on Probability Theory)

Dirichlet form approach to infinite interacting Levy processes (Symposium on Probability Theory)
紙記事
Syota Esaki<Z43-1336>数理解析研究所講究録(1952):2015.6p.173-179
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Estimation for discretely observed Lévy processes

Estimation for discretely observed Lévy processes
紙図書
Denis Belomestny ... [et al.]Springerc2015
全国の図書館
  • 件名Lévy, Paul
  • 件名（識別子）Lévy, Paul
  • 並列タイトル等（連結）Lévy Matters : a subseries on Lévy processes Lévy Matters IV

Levy過程に関するリスク中立確率の計算方法

Levy過程に関するリスク中立確率の計算方法
紙記事
藤崎 正敏, 張 徳[ワイ]<Z3-251>商大論集 = Journal of University of Hyogo59(4) (通号 316) 2008.3p.337～348
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  • 並列タイトル等（連結）Calculation of risk neutral probability with respect to Levy processes
  • 並列タイトル等Calculation of risk neutral probability with respect to Levy processes

エクスカーション理論に基づくレヴィ過程の汎関数に関する極限定理の研究 経過報告

エクスカーション理論に基づくレヴィ過程の汎関数に関する極限定理の研究 経過報告
紙デジタル記事
矢野 裕子<Z71-M355>京都産業大学総合学術研究所所報(14):2019.7p.151-154
国立国会図書館全国の図書館
  • 件名... エクスカーション 処罰問題 Levy processes stable Levy processes Markov processes the excursion theory penalisa...
  • 並列タイトル等（連結）Study of limit theorems for functionals of Levy processes based on the excursion theory
  • 並列タイトル等Study of limit theorems for functionals of Levy processes based on the excursion theory

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)
紙図書
Ken-iti Sato.Cambridge University Press2013.<MA211-B157>
国立国会図書館
  • 件名Lévy processes. Distribution (Probability th...
  • 一般注記Revision of: Lévy processes and infinitely divisible dist...

レヴィ過程による製造物賠償責任リスクのモデル推定

レヴィ過程による製造物賠償責任リスクのモデル推定
紙デジタル記事
前田 祐治<Z71-R128>ビジネス&アカウンティングレビュー = Business & accounting review / 関西学院大学専門職大学院経営戦略研究科 編(13):2014.6p.1-17
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  • 並列タイトル等（連結）Modeling Product Liability Risk using Levy Process
  • 並列タイトル等Modeling Product Liability Risk using Levy Process