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条,耗时:0.095943 秒
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259,088
条
1.
Optima
l
portfo
l
ios when stock prices fo
ll
ow an exponentia
l
Lévy process
作者:
Susanne Emmer and C
l
audia K
l
üppe
l
berg
关键词:
Capita
l
;
at
;
risk
;
downside risk measure
;
exponentia
l
L&
eacute
;
vy process
;
portfo
l
io optimization
;
stochastic exponentia
l
;
Va
l
ue
;
at
;
Risk
;
weak
l
imit
l
aw for L&
eacute
;
vy processes.
刊名:Finance and Stochastics
出版年:2004
2.
Quantum measurements and the
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l
arge954.gif"" a
l
t=""kappa"" a
l
ign=""BASELINE"" BORDER=""0"">
-Poincar&
eacute
; group
作者:
Abe
l
Camacho
;
A. Camacho-Ga
l
vá
n
关键词:
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l
/xx
l
arge954.gif"" a
l
t=""kappa"" a
l
ign=""BASELINE"" BORDER=""0"">-Poincar&
eacute
;
group - Path integra
l
s
刊名:Genera
l
Re
l
ativity and Gravitation
出版年:2005
3.
Passage times of random wa
l
ks and L&
eacute
;vy processes across power
l
aw boundaries
作者:
R.A. Doney and R.A. Ma
ll
er
关键词:
Random wa
l
ks
;
L
&
eacute
;
vy processes
;
Passage times
;
Exit times
;
L
adder processes
;
Power
l
aw boundaries
;
L
imsup behaviour
刊名:Probabi
l
ity Theory and Re
l
ated Fie
l
ds
出版年:2005
4.
Tribute to Endre Csáki and Pá
l
R&
eacute
;v&
eacute
;sz
作者:
Mik
l
ós Cs?rg?
关键词:
Brownian motion
;
random wa
l
ks
;
path properties
;
excursions
;
l
oca
l
times and additive functiona
l
s
;
a
l
most sure
l
imit theorems
;
integra
l
functiona
l
s of geometric processes
;
random wa
l
ks in random scenery
;
coa
l
escing random wa
l
ks.
刊名:Periodica Mathematica Hungarica
出版年:2005
5.
Quantum measurements and the -Poincar&
eacute
; group
作者:
Abe
l
Camacho
;
A. Camacho-Ga
l
vá
;
n
关键词:
lign="top" src="/media/images/contributions/M/4/4/2/M442560764U45555_htm
l
/xx
l
arge954.gif" a
l
t="kappa" a
l
ign="BASELINE" BORDER="0">-Poincar&
eacute
;
group - Path integra
l
s
刊名:Genera
l
Re
l
ativity and Gravitation
出版年:2005
6.
L
évy wa
l
k patterns in the foraging movements of spider monkeys (Ate
l
es geoffroyi)
作者:
Gabrie
l
Ramos-Fernández
;
José
L
. Mateos
;
Octavio Miramontes
;
Germina
l
Cocho
;
Hernán
L
arra
l
de and Bárbara Aya
l
a-Orozco
关键词:
Anima
l
movement
;
Spider monkeys
;
L
&
eacute
;
vy wa
l
ks
;
Sca
l
e invariance
;
Foraging
刊名:Behaviora
l
Eco
l
ogy and Sociobio
l
ogy
出版年:2004
7.
Ratio
L
imit Theorems for Random Wa
l
ks and L&
eacute
;vy Processes
作者:
Minzhi Zhao and Jiangang Ying
关键词:
ratio
l
imit theorems
;
quasi
;
symmetry
;
L
&
eacute
;
vy process
刊名:Potentia
l
Ana
l
ysis
出版年:2005
8.
A Decomposition Theorem for
L
&
eacute
;vy Processes on Loca
l
Fie
l
ds
作者:
A
l
beverio
;
Sergio
;
Zhao
;
Xue
l
ei
关键词:
L
&
eacute
;
vy processes
;
l
oca
l
fie
l
ds
;
L
&
eacute
;
vy–
;
Khinchine representation
;
jump processes
刊名:Journa
l
of Theoretica
l
Probabi
l
ity
出版年:2001
9.
Some consequences of the cyc
l
ic exchangeabi
l
ity property for exponentia
l
functiona
l
s of Lévy processes
作者:
L
. Chaumont
;
D. G. Ho
l
son
;
M. Yor
关键词:
Cyc
l
ic exchangeabi
l
ity
;
L
&
eacute
;
vy and Brownian bridges
;
exponentia
l
functiona
l
s
刊名:
L
ecture Notes in Mathematics
出版年:2004
10.
Information Aggregation Using the Cam&
eacute
;
l
&
eacute
;on# Web Wrapper
作者:
Aykut Firat
;
Stuart Madnick
;
Nor Adnan Yahaya
;
Choo Wai Kuan
;
St&
eacute
;
phane Bressan
刊名:
L
ecture Notes in Computer Science
出版年:2005
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