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Fluctuations of Levy Processes with Applications

- Introductory Lectures

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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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642376313
  • Indbinding:
  • Paperback
  • Sideantal:
  • 455
  • Udgivet:
  • 20. januar 2014
  • Udgave:
  • 22014
  • Størrelse:
  • 153x233x25 mm.
  • Vægt:
  • 708 g.
  • 8-11 hverdage.
  • 17. januar 2025

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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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