Fluctuation Theory for Lévy Processes
- Indbinding:
- Paperback
- Sideantal:
- 164
- Udgivet:
- 19. april 2007
- Størrelse:
- 155x10x235 mm.
- Vægt:
- 260 g.
- 8-11 hverdage.
- 21. november 2024
På lager
Normalpris
Abonnementspris
- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
Beskrivelse af Fluctuation Theory for Lévy Processes
Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, ... and of course finance, where the feature that they include examples having "heavy tails" is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some related distributional problems, are addressed in detail in these notes that reflect the content of the course given by R. Doney in St. Flour in 2005.
Brugerbedømmelser af Fluctuation Theory for Lévy Processes
Giv din bedømmelse
For at bedømme denne bog, skal du være logget ind.Andre købte også..
Find lignende bøger
Bogen Fluctuation Theory for Lévy Processes findes i følgende kategorier:
© 2024 Pling BØGER Registered company number: DK43351621