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Fluctuation Theory For Lvy Processes Ecole Det De Probabilits De Saintflour Xxxv 2005 1st Edition Ronald A Doney

  • SKU: BELL-897364
Fluctuation Theory For Lvy Processes Ecole Det De Probabilits De Saintflour Xxxv 2005 1st Edition Ronald A Doney
$ 31.00 $ 45.00 (-31%)

4.0

86 reviews

Fluctuation Theory For Lvy Processes Ecole Det De Probabilits De Saintflour Xxxv 2005 1st Edition Ronald A Doney instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 1.22 MB
Pages: 155
Author: Ronald A. Doney, Jean Picard (editor)
ISBN: 9783540485100, 9783540485117, 3540485104, 3540485112
Language: English
Year: 2007
Edition: 1

Product desciption

Fluctuation Theory For Lvy Processes Ecole Det De Probabilits De Saintflour Xxxv 2005 1st Edition Ronald A Doney by Ronald A. Doney, Jean Picard (editor) 9783540485100, 9783540485117, 3540485104, 3540485112 instant download after payment.

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.

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