- 作 者：JeanBertoin著
- 出 版 社：世界图书北京出版公司
- 出版年份：2010
- ISBN：9787510005091
- 标注页数：266 页
- PDF页数：276 页
请阅读订购服务说明与试读!
订购服务说明
1、本站所有的书默认都是PDF格式，该格式图书只能阅读和打印，不能再次编辑。
2、除分上下册或者多册的情况下，一般PDF页数一定要大于标注页数才建议下单购买。【本资源276 ≥266页】
图书下载及付费说明
1、所有的电子图书为PDF格式，支持电脑、手机、平板等各类电子设备阅读；可以任意拷贝文件到不同的阅读设备里进行阅读。
2、电子图书在提交订单后一般半小时内处理完成,最晚48小时内处理完成。(非工作日购买会延迟)
3、所有的电子图书都是原书直接扫描方式制作而成。
0 Preliminaries 1
1 Notation 1
2 Infinitely divisible distributions 2
3 Martingales 3
4 Poisson processes 4
5 Poisson measures and Poisson point processes 6
6 Brownian motion 8
7 Regular variation and Tauberian theorems 9
Ⅰ Lévy Processes as Markov Processes 11
1 Lévy processes and the Lévy-Khintchine formula 11
2 Markov property and related operators 18
3 Absolutely continuous resolvents 24
4 Transience and recurrence 31
5 Exercises 39
6 Comments 41
Ⅱ Elements of Potential Theory 43
1 Duality and time reversal 43
2 Capacitary measure 48
3 Essentially polar sets and capacity 53
4 Energy 56
5 The case of a single point 61
6 Exercises 68
7 Comments 70
Ⅲ Subordinators 71
1 Definitions and first properties 71
2 Passage across a level 75
3 The arcsine laws 81
4 Rates of growth 84
5 Dimension of the range 93
6 Exercises 99
7 Comments 100
Ⅳ Local Time and Excursions of a Markov Process 103
1 Framework 103
2 Construction of the local time 105
3 Inverse local time 112
4 Excursion measure and excursion process 116
5 The cases of holding points and of irregular points 121
6 Exercises 123
7 Comments 124
Ⅴ Local Times of a Lévy Process 125
1 Occupation measure and local times 125
2 Hilbert transform of local times 134
3 Jointly continuous local times 143
4 Exercises 150
5 Comments 153
Ⅵ Fluctuation Theory 155
1 The reflected process and the ladder process 155
2 Fluctuation identities 159
3 Some applications of the ladder time process 166
4 Some applications of the ladder height process 171
5 Increase times 176
6 Exercises 182
7 Comments 184
Ⅶ Lévy Processes with no Positive Jumps 187
1 Fluctuation theory with no positive jumps 187
2 The scale function 194
3 The process conditioned to stay positive 198
4 Some path transformations 206
5 Exercises 212
6 Comments 214
Ⅷ Stable Processes and the Scaling Property 216
1 Definition and probability estimates 216
2 Some sample path properties 222
3 Bridges 226
4 Normalized excursion and meander 232
5 Exercises 237
6 Comments 240
References 242
List of symbols 261
Index 264