{"id":"https://openalex.org/W646558249","doi":"https://doi.org/10.1007/978-3-642-37632-0","title":"Fluctuations of L\u00e9vy Processes with Applications: Introductory Lectures","display_name":"Fluctuations of L\u00e9vy Processes with Applications: Introductory Lectures","publication_year":2014,"publication_date":"2014-01-14","ids":{"openalex":"https://openalex.org/W646558249","doi":"https://doi.org/10.1007/978-3-642-37632-0","mag":"646558249"},"language":"en","primary_location":{"id":"pmh:oai:aleph.bib-bvb.de:BVB01-027088716","doi":null,"is_oa":false,"landing_page_url":"http://deposit.dnb.de/cgi-bin/dokserv?id=4279517&amp;prov=M&amp;dok_var=1&amp;dok_ext=htm","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},"volume":null,"type":"article","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5039368667","display_name":"Andreas E. Kyprianou","orcid":"https://orcid.org/0000-0001-7599-2495","observed_orcids":["https://orcid.org/0000-0001-7599-2495","https://orcid.org/0009-0003-8180-0797"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Andreas E. Kyprianou","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0001-7599-2495","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5039368667"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":8.3995,"has_fulltext":false,"cited_by_count":78,"citation_normalized_percentile":{"value":0.97397416,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":100},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.8223000168800354,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.8223000168800354,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.13619999587535858,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.019099999219179153,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/levy-processes","display_name":"L\u00e9vy processes","score":1.0},{"id":"https://openalex.org/keywords/excursion-theory","display_name":"excursion theory","score":0.6769999861717224},{"id":"https://openalex.org/keywords/running-maximum","display_name":"running maximum","score":0.9210000038146973},{"id":"https://openalex.org/keywords/subordinating-conjunctions","display_name":"subordinating conjunctions","score":0.7070000171661377},{"id":"https://openalex.org/keywords/scale-function","display_name":"scale function","score":1.0},{"id":"https://openalex.org/keywords/ruin-theory","display_name":"ruin theory","score":0.9980000257492065},{"id":"https://openalex.org/keywords/continuous-state-branching-processes","display_name":"continuous-state branching processes","score":0.7559999823570251},{"id":"https://openalex.org/keywords/insurance-risk-models","display_name":"insurance risk modeling","score":0.8650000095367432},{"id":"https://openalex.org/keywords/optimal-stopping","display_name":"optimal stopping","score":0.8550000190734863},{"id":"https://openalex.org/keywords/storage-model","display_name":"storage model","score":0.7229999899864197},{"id":"https://openalex.org/keywords/renewal-processes","display_name":"renewal processes","score":0.5740000009536743},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"financial mathematics","score":0.6340000033378601}],"concepts":[{"id":"https://openalex.org/C88757350","wikidata":"https://www.wikidata.org/wiki/Q1557613","display_name":"L\u00e9vy process","level":2,"score":0.8324712514877319},{"id":"https://openalex.org/C2777735758","wikidata":"https://www.wikidata.org/wiki/Q817765","display_name":"Path (computing)","level":2,"score":0.5726037621498108},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.5238770842552185},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4977321922779083},{"id":"https://openalex.org/C118918019","wikidata":"https://www.wikidata.org/wiki/Q4114998","display_name":"L\u00e9vy flight","level":3,"score":0.4953826665878296},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.46226370334625244},{"id":"https://openalex.org/C2778755073","wikidata":"https://www.wikidata.org/wiki/Q10858537","display_name":"Scale (ratio)","level":2,"score":0.45040637254714966},{"id":"https://openalex.org/C186659197","wikidata":"https://www.wikidata.org/wiki/Q5452195","display_name":"First-hitting-time model","level":2,"score":0.44211941957473755},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4378758668899536},{"id":"https://openalex.org/C2781362121","wikidata":"https://www.wikidata.org/wiki/Q7631785","display_name":"Subordinator","level":3,"score":0.43773290514945984},{"id":"https://openalex.org/C187834632","wikidata":"https://www.wikidata.org/wiki/Q188804","display_name":"Factorization","level":2,"score":0.4297766387462616},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.4259876310825348},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.4234410524368286},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.394916296005249},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.36425289511680603},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3361801505088806},{"id":"https://openalex.org/C121194460","wikidata":"https://www.wikidata.org/wiki/Q856741","display_name":"Random walk","level":2,"score":0.31783801317214966},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.1849360466003418},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.14805078506469727},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.11279144883155823},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.10410860180854797},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"pmh:oai:aleph.bib-bvb.de:BVB01-027088716","doi":null,"is_oa":false,"landing_page_url":"http://deposit.dnb.de/cgi-bin/dokserv?id=4279517&amp;prov=M&amp;dok_var=1&amp;dok_ext=htm","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"pmh:oai:aleph.bib-bvb.de:BVB01-027195996","doi":"https://doi.org/10.1007/978-3-642-37632-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-37632-0","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"software, multimedia"},{"id":"pmh:oai:cds.cern.ch:1646903","doi":"https://doi.org/10.1007/978-3-642-37632-0","is_oa":false,"landing_page_url":"http://cds.cern.ch/record/1646903","pdf_url":null,"source":{"id":"https://openalex.org/S4306402195","display_name":"CERN Document Server (European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},{"id":"mag:646558249","doi":null,"is_oa":false,"landing_page_url":"http://ci.nii.ac.jp/ncid/BB14725443","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W356737467","https://openalex.org/W7212095588","https://openalex.org/W2480410471","https://openalex.org/W3126252382","https://openalex.org/W132615868","https://openalex.org/W4206817348","https://openalex.org/W4230302605","https://openalex.org/W623556437","https://openalex.org/W4242014878","https://openalex.org/W7097525893"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":16},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":16},{"year":2018,"cited_by_count":8},{"year":2017,"cited_by_count":8},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":2}],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2016-06-24T00:00:00"}
