Fluctuations of Levy Processes with Applications: Introductory Lectures (Bog, Paperback / softback, Engelsk)

Fluctuations of Levy Processes with Applications: Introductory Lectures

(Bog, Paperback / softback, Engelsk)



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This book examines the theory and application of Levy processes from the perspective of their path fluctuations. It covers the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour.

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Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Forfatter Andreas E. Kyprianou
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2nd ed. 2014
Udgivelsesdato 20-01-2014
Første udgivelsesår 2014
Serie Universitext
Illustrationer 26 Illustrations, black and white
Originalsprog Germany
Sideantal 455
Indbinding Paperback / softback
Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Sideoplysninger 455 pages, 26 Illustrations, black and white
Mål 233 x 153 x 25
ISBN-13 / EAN-13 9783642376313