Introductory lectures on fluctuations of Levy processes with applications
Kyprianou A.
This textbook forms the basis of a graduate course on the theory and applications of Lévy processes, from the perspective of their path fluctuations. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical transparency and explicitness.
Kateqoriyalar:
İl:
2006
Nəşriyyat:
Springer
Dil:
english
Səhifələr:
392
ISBN 10:
3540313427
ISBN 13:
9783540313427
Seriyalar:
Universitext
Fayl:
PDF, 2.60 MB
IPFS:
,
english, 2006
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