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Fluctuations of Levy Processes with Applications

- Introductory Lectures

af Andreas E. Kyprianou

indgår i Universitext serien

Fluctuations of Levy Processes with Applications af Andreas E. Kyprianou
Bag om Fluctuations of Levy Processes with Applications

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.
  • 7. december 2024

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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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