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XI Symposium on Probability and Stochastic Processes

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Cover of 'XI Symposium on Probability and Stochastic Processes'

Table of Contents

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    Book Overview
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    Chapter 1 Partition Functions of Discrete Coalescents: From Cayley’s Formula to Frieze’s ζ (3) Limit Theorem
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    Chapter 2 Asymptotic Spectral Distributions of Distance- k Graphs of Star Product Graphs
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    Chapter 3 Stochastic Differential Equations Driven by Loops
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    Chapter 4 Genealogy of a Wright-Fisher Model with Strong SeedBank Component
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    Chapter 5 Shifting Processes with Cyclically Exchangeable Increments at Random
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    Chapter 6 Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles
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    Chapter 7 Asymptotic Behaviour of Poisson-Dirichlet Distribution and Random Energy Model
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    Chapter 8 Stability Estimation of Transient Markov Decision Processes
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    Chapter 9 Solution of the HJB Equations Involved in Utility-Based Pricing
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    Chapter 10 The Backbone Decomposition for Superprocesses with Non-local Branching
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    Chapter 11 On Lévy Semistationary Processes with a Gamma Kernel
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    Chapter 12 Ambit Fields: Survey and New Challenges
Attention for Chapter 6: Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles
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Summary
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Chapter title
Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles
Chapter number 6
Book title
XI Symposium on Probability and Stochastic Processes
Published by
Birkhäuser, Cham, January 2015
DOI 10.1007/978-3-319-13984-5_6
Book ISBNs
978-3-31-913983-8, 978-3-31-913984-5
Authors

J. Armando Domínguez-Molina, Alfonso Rocha-Arteaga

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