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This volume presents the lecture notes from two courses given by
Davar Khoshnevisan and Rene Schilling, respectively, at the second
Barcelona Summer School on Stochastic Analysis. Rene Schilling's
notes are an expanded version of his course on Levy and Levy-type
processes, the purpose of which is two-fold: on the one hand, the
course presents in detail selected properties of the Levy
processes, mainly as Markov processes, and their different
constructions, eventually leading to the celebrated Levy-Ito
decomposition. On the other, it identifies the infinitesimal
generator of the Levy process as a pseudo-differential operator
whose symbol is the characteristic exponent of the process, making
it possible to study the properties of Feller processes as space
inhomogeneous processes that locally behave like Levy processes.
The presentation is self-contained, and includes dedicated chapters
that review Markov processes, operator semigroups, random measures,
etc. In turn, Davar Khoshnevisan's course investigates selected
problems in the field of stochastic partial differential equations
of parabolic type. More precisely, the main objective is to
establish an Invariance Principle for those equations in a rather
general setting, and to deduce, as an application, comparison-type
results. The framework in which these problems are addressed goes
beyond the classical setting, in the sense that the driving noise
is assumed to be a multiplicative space-time white noise on a
group, and the underlying elliptic operator corresponds to a
generator of a Levy process on that group. This implies that
stochastic integration with respect to the above noise, as well as
the existence and uniqueness of a solution for the corresponding
equation, become relevant in their own right. These aspects are
also developed and supplemented by a wealth of illustrative
examples.
This volume presents recent developments in the area of
Levy-type processes and more general stochastic processes that
behave locally like a Levy process. Although written in a survey
style, quite a few results are extensions of known theorems, and
others are completely new. The focus is on the symbol of a
Levy-type process: a non-random function which is a counterpart of
the characteristic exponent of a Levy process. The class of
stochastic processes which can be associated with a symbol is
characterized, various schemes constructing a stochastic process
from a given symbol are discussed, and it is shown how one can use
the symbol in order to describe the sample path properties of the
underlying process. Lastly, the symbol is used to approximate and
simulate Levy-type processes.
This is the third volume in a subseries of the Lecture Notes in
Mathematics called Levy Matters. Each volume describes a number of
important topics in the theory or applications of Levy processes
and pays tribute to the state of the art of this rapidly evolving
subject with special emphasis on the non-Brownian world."
Studienarbeit aus dem Jahr 2012 im Fachbereich BWL - Allgemeines,
Note: 2,3, Universitat Stuttgart (Betriebswirtschaftliches Institut
- Abteilung VII - Lehrstuhl fur Allgemeine Betriebswirtschaftslehre
und Wirtschaftsinformatik I), Veranstaltung:
Informationsmanagement, Sprache: Deutsch, Abstract: Die vorliegende
Arbeit beschaftigt sich mit der IT-Unterstutzung in
Geschaftsprozessen, insbesondere mit dem Einsatz von ERP- bzw.
Enterprise-Resource-Planning-Systemen in Industriebetrieben. Dabei
erfolgt zunachst die Darlegung der Grundlagen von ERP-Systemen.
Eingegangen wird hierbei auf die Begriffsdefinition, die Herkunft
von ERP-Systemen sowie die Abgrenzung zu ERPII-Losungen. Im
weiteren Fortgang stehen die Geschaftsprozesse bzw. die
Funktionsbereiche, die durch ERP-Systeme in Industriebetrieben
Unterstutzung erhalten, im Mittelpunkt. Dabei erfolgt die
Betrachtung von ERP-Systemen entlang der Wertschopfungskette.
Berucksichtigung findet dabei auch der Prozess der ERP-Auswahl.
Abschliessend werden die zukunftigen Chancen und Herausforderungen
von ERP-Systemen betrachtet, wobei auf das Zusammenspiel von
ERP-Systemen und innovativen IT-Technologien, wie z.B. Cloud
Computing, Mobile Computing sowie Social Media, eingegangen wird
Studienarbeit aus dem Jahr 2011 im Fachbereich BWL - Investition
und Finanzierung, Note: 1,7, Universitat Stuttgart (Institut fur
Volkswirtschaftslehre und Recht ), Veranstaltung: Technisch
orientierte Betriebswirtschaftslehre, Sprache: Deutsch, Abstract:
Einfuhrend erfolgt die Darlegung der Grundlagen des Ratings unter
Berucksichtigung der Herkunft des Ratingbegriffs, der Ratingarten,
des Ratingprozesses sowie der Symbolik des Ratings. Anschliessend
findet eine Einordung der Ratingagenturen im Zusammenhang mit der
globalen Finanzmarktkrise statt, wobei hier auf die Ursachen
eingegangen wird. Behandelt wird das Problem der
Informationsasymmetrie, welches sich mit dem Principal-Agent-Ansatz
darstellen lasst. Zum Schluss erfolgt eine Grobdarstellung der
Losungs- bzw. Regulierungsansatze. Eingegangen wird hierbei
vorwiegend auf staatliche Regulierungsbemuhungen
This is a concise and elementary introduction to measure and
integration theory as it is nowadays needed in many parts of
analysis and probability theory. The basic theory - measures,
integrals, convergence theorems, Lp-spaces and multiple integrals -
is explored in the first part of the book. The second part then
uses the notion of martingales to develop the theory further,
covering topics such as Jacobi's generalized transformation
Theorem, the Radon-Nikodym theorem, differentiation of measures,
Hardy-Littlewood maximal functions or general Fourier series.
Undergraduate calculus and an introductory course on rigorous
analysis are the only essential prerequisites, making this text
suitable for both lecture courses and for self-study. Numerous
illustrations and exercises are included and these are not merely
drill problems but are there to consolidate what has already been
learnt and to discover variants, sideways and extensions to the
main material. Hints and solutions can be found on the authors
website, which can be reached from www.cambridge.org/9780521615259.
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