Fluctuations of Lévy Processes with Applications
Introductory Lectures
«
“The book grew out of lectures pitched at an advanced undergraduate or beginning graduate audience, the prerequisite being a course on abstract Lebesgue integration and a good foundation in probability theory … . Fluctuations of Lévy processes is an interesting book and it is currently the best introduction for the novice to this important topic.” (René L. Schilling, Mathematical Reviews, April, 2015)
»
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. Les mer
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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.
Detaljer
- Forlag
- Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Innbinding
- Paperback
- Språk
- Engelsk
- Sider
- 455
- ISBN
- 9783642376313
- Utgave
- 2. utg.
- Utgivelsesår
- 2014
- Format
- 24 x 16 cm
Anmeldelser
«
“The book grew out of lectures pitched at an advanced undergraduate or beginning graduate audience, the prerequisite being a course on abstract Lebesgue integration and a good foundation in probability theory … . Fluctuations of Lévy processes is an interesting book and it is currently the best introduction for the novice to this important topic.” (René L. Schilling, Mathematical Reviews, April, 2015)
»
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