Infinitely divisible and related distributions and Lévy driven stochastic partial differential equations
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Ulm, Universität Ulm, Dissertation, 2019
- Schlagwort
-
Stochastic partial differential equations
Moving average
Partial differential operators
Lévy processes
Differential equations
Lévy-Chinčin-Formel
Lévy-Prozess
MA-Prozess
Linearer partieller Differentialoperator
Stochastische partielle Differentialgleichung
- DOI
-
10.18725/OPARU-25286
- URN
-
urn:nbn:de:bsz:289-oparu-25349-1
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:46 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Berger, David
- Universität Ulm
Entstanden
- 2020
Ähnliche Objekte (12)
Tempered infinitely divisible distributions and processes
Quasi-infinitely divisible distributions and quasi-Lévy measures
On quasi-infinitely divisible distributions
Distributions and nonlinear partial differential equations
Matrix gamma distributions and related stochastic processes
Orders of limits for stationary distributions, stochastic dominance, and stochastic stability
Simulation of stochastic partial differential equations and stochastic active contours
Stochastic partial differential equations and surface growth
Stochastic partial differential equations and surface growth
Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing
Partial identification of probability distributions
Stochastic analysis with modelled distributions
Tempered infinitely divisible distributions and processes
Quasi-infinitely divisible distributions and quasi-Lévy measures
On quasi-infinitely divisible distributions
Distributions and nonlinear partial differential equations
Matrix gamma distributions and related stochastic processes
Orders of limits for stationary distributions, stochastic dominance, and stochastic stability
Simulation of stochastic partial differential equations and stochastic active contours
Stochastic partial differential equations and surface growth
Stochastic partial differential equations and surface growth
Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing
Partial identification of probability distributions
Stochastic analysis with modelled distributions
Tempered infinitely divisible distributions and processes
Quasi-infinitely divisible distributions and quasi-Lévy measures
On quasi-infinitely divisible distributions
Distributions and nonlinear partial differential equations
Matrix gamma distributions and related stochastic processes
Orders of limits for stationary distributions, stochastic dominance, and stochastic stability
Simulation of stochastic partial differential equations and stochastic active contours
Stochastic partial differential equations and surface growth
Stochastic partial differential equations and surface growth
Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing
Partial identification of probability distributions