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1.

図書

図書
Kiyosi Itô ; edited by Ole E. Barndorff-Nielsen, Ken-iti Sato
出版情報: Berlin ; Tokyo : Springer, c2004  xii, 234 p. ; 24 cm
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目次情報: 続きを見る
Preliminaries / 0:
Independence / 0.1:
Central Values and Dispersions / 0.2:
Centralized Sum of Independent Random Variables / 0.3:
Infinitely Divisible Distributions / 0.4:
Continuity and Discontinuity of Infinitely Divisible Distributions / 0.5:
Conditional Probability and Expectation / 0.6:
Martingales / 0.7:
Additive Processes (Processes with Independent Increments) / 1:
Definitions / 1.1:
Decomposition of Additive Processes / 1.2:
The Levy Modification of Additive Processes Continuous in Probability / 1.3:
Elementary Lévy Processes / 1.4:
Fundamental Lemma / 1.5:
Structure of Sample Functions of Lévy Processes (a) / 1.6:
Structure of Sample Functions of Lévy Processes (b) / 1.7:
Three Components of Lévy Processes / 1.8:
Random Point Measures / 1.9:
Homogeneous Additive Processes and Homogeneous Lévy Processes / 1.10:
Levy Processes with Increasing Paths / 1.11:
Stable Processes / 1.12:
Markov Processes / 2:
Transition Probabilities and Transition Operators on Compact Metrizable Spaces / 2.1:
Summary of the Hille-Yosida Theory of Semi-Groups / 2.2:
Transition Semi-Group / 2.3:
Probability Law of the Path / 2.4:
Markov Property / 2.5:
The s-Algebras B, Bt, and B(S) / 2.6:
Strong Markov Property / 2.7:
Superposition of Stopping Times / 2.8:
An Inequality of Kolmogorov Type and its Application / 2.9:
Hitting Times of Closed Sets / 2.10:
Dynkin's Formula / 2.11:
Markov Processes in Generalized Sense / 2.12:
Examples / 2.13:
Markov Processes with a Countable State Space / 2.14:
Fine Topology / 2.15:
Generator in Generalized Sense / 2.16:
The Kac Semi-Group and its Application to the Arcsine Law / 2.17:
Markov Processes and Potential Theory / 2.18:
Brownian Motion and the Dirichlet Problem / 2.19:
Exercises
Chapter 0 / E.0:
Chapter 1 / E.1:
Chapter 2 / E.2:
Appendix: Solutions of Exercises
Index / A.0:
Preliminaries / 0:
Independence / 0.1:
Central Values and Dispersions / 0.2:
2.

図書

図書
O. Barndorff-Nielsen
出版情報: Chichester ; New York : Wiley, c1978  ix, 238 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics
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3.

図書

図書
editors, O.E. Barndorff-Nielsen ... [et al.]
出版情報: Singapore ; River Edge, N.J. : World Scientific, c1998  xiv, 207 p. ; 23 cm
シリーズ名: Advanced series on statistical science & applied probability ; vol. 7
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4.

図書

図書
O.E. Barndorff-Nielsen and D.R. Cox
出版情報: London ; New York : Chapman and Hall, 1989  x, 252 p. ; 23 cm
シリーズ名: Monographs on statistics and applied probability
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5.

図書

図書
Ole Barndorff-Nielsen
出版情報: [Aarhus : Matematisk Institut, Aarhus Universitet, 1970]  1 v. (various pagings) ; 29 cm
シリーズ名: Various publications series ; no. 19
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6.

図書

図書
edited by O.E. Barndorff-Nielsen, J.L. Jensen and W.S. Kendall
出版情報: London ; Tokyo : Chapman & Hall, 1993  vii, 307 p. ; 23 cm
シリーズ名: Monographs on statistics and applied probability ; 50
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7.

図書

図書
Ole E. Barndorff-Nielsen, Thomas Mikosch, Sidney I. Resnick, editors
出版情報: Boston : Birkhäuser, c2001  x, 415 p. ; 26 cm
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目次情報: 続きを見る
Preface
A tutorial on L+¼vy processes / Sato, KI:
Basic results on L+¼vy processes
Distributional, pathwise and structural results / Carmona, P ; Petit, F ; Yor, MII:
Exponentials functionals of Levy processes / Doney, R
Fluctuation theory for Levy processes / Marcus, M.B ; Rosen, J
Gaussian processes and the local times of symmetric L+¼vy processes / Watanabe, T
Temporal change in distributional properties of L+¼vy processes
Extensions and generalisations of L+¼vy processes / III:
Applebaum, D.: L+¼vy processes in stochastic differential geometry / Jac ; Schilling, R.L
L+¼vy-type processes and pseudo-differential operators / Maejima, M
Semi-stable distributions
Applications in physics / Albeverio, S ; R++diger, B ; Wu, J-LIV:
Analytic and probabilistic aspects of L+¼vy processes and fields in quantum theory / Holevo, A.S
L+¼vy processes and continuous quantum measurements / Woyczynski, W.A
L+¼vy processes in the physical sciences / Bertoin, J
Some properties of Burgers turbulence with white or stable noise
Applications in finance / Barndorff-Nielsen, O.E ; Shepard, NV:
Modelling by L+¼vy processes for financial econometrics / Eberlein, E
Application of generalized hyperbolic L+¼vy motions to finance / Ma, J ; Protter, P ; Zhang, J
Explicit form and path regularity of martingale representation
Interpretations in terms of Brownian and Bessel meanders of the distribution of a subordinated perpetuity
Numerical and statistical aspects / Nolan, J.PVI:
Maximum likelihood estimation and diagnostics for stable distributions / Rosinski, J
Series representations of L+¼vy processes from the perspective of point processes
Preface
A tutorial on L+¼vy processes / Sato, KI:
Basic results on L+¼vy processes
8.

図書

図書
伊藤清著 ; O. E. バルンドルフ‐ニールセン, 佐藤健一編 ; 佐藤由身子訳
出版情報: 東京 : シュプリンガー・ジャパン, 2009.5  xvi, 281p, 図版 [1] 枚 ; 22cm
シリーズ名: シュプリンガー数学クラシックス ; 第21巻
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