Zobrazeno 1 - 10
of 33
pro vyhledávání: '"g 18"'
Autor:
Kemmerer Matthias
Publikováno v:
Jahrbuch für Wirtschaftsgeschichte, Vol 64, Iss 2, Pp 339-375 (2023)
Current theories of financial regulation suggest expanding rules-based formal state intervention to promote international banking stability. Such policy solutions should then be global in scope. This article instead argues that principles-based infor
Externí odkaz:
https://doaj.org/article/98beb65e7703446a9729dd15d79da84b
Autor:
Ziegler Dieter
Publikováno v:
Jahrbuch für Wirtschaftsgeschichte, Vol 63, Iss 2, Pp 345-373 (2022)
The author argues that the idea, that the Bank of England accepted Walter Bagehot's recommendations from around the 1870s onwards and adopted the role of lender of last resort for the British financial markets, is a misconception. The published balan
Externí odkaz:
https://doaj.org/article/937079c4c6d6428b8899871380b7b3db
In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric function pla
Externí odkaz:
http://arxiv.org/abs/0911.0712
We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive parameter whic
Externí odkaz:
http://arxiv.org/abs/0708.2383
Autor:
Millan, Juan Carlos Pardo
We establish integral tests and laws of the iterated logarithm at 0 and at $+\infty$, for the upper envelope of positive self-similar Markov processes. Our arguments are based on the Lamperti representation, time reversal arguments and on the study o
Externí odkaz:
http://arxiv.org/abs/math/0703071
Autor:
Pardo, J. C.
We establish integral tests and laws of the iterated logarithm for the upper envelope of the future infimum of positive self-similar Markov processes and for increasing self-similar Markov processes at 0 and infinity. Our proofs are based on the Lamp
Externí odkaz:
http://arxiv.org/abs/math/0604110
By killing a stable L\'{e}vy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which illustrate the thr
Externí odkaz:
http://arxiv.org/abs/math/0603613
Autor:
Satheesh, S, Sandhya, E
Publikováno v:
ProbStat Models 6, January-2007, p.1-5
The family of semi-stable laws is shown to be semi-selfdecomposable. Thus they qualify to model stationary first order autoregressive schemes. A connection between these autoregressive schemes with semi-stable marginals and semi-selfsimilar processes
Externí odkaz:
http://arxiv.org/abs/math/0602286
Autor:
Chaumont, Loïc, Pardo, Juan-Carlos
We establish integral tests and laws of the iterated logarithm for the lower envelope of positive self-similar Markov processes at 0 and $+\infty$. Our proofs are based on the Lamperti representation and time reversal arguments. These results extend
Externí odkaz:
http://arxiv.org/abs/math/0601177
Autor:
Bertoin, Jean, Yor, Marc
Publikováno v:
Probability Surveys 2005, Vol. 2, 191-212
This text surveys properties and applications of the exponential functional $\int_0^t\exp(-\xi_s)ds$ of real-valued L\'evy processes $\xi=(\xi_t,t\geq0)$.
Comment: Published at http://dx.doi.org/10.1214/154957805100000122 in the Probability Surv
Comment: Published at http://dx.doi.org/10.1214/154957805100000122 in the Probability Surv
Externí odkaz:
http://arxiv.org/abs/math/0511265