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Introductory Lectures On Fluctuations Of Levy Processes With Applications Kyprianou A

Name: Introductory Lectures On Fluctuations Of Levy Processes With Applications Kyprianou A
SKU: BELL-2045204
Price: 31.00 USD
Availability: InStock
Rating: 4 (6 reviews)

SKU: BELL-2045204

$ 31.00 ~~$ 45.00~~ (-31%)

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Introductory Lectures On Fluctuations Of Levy Processes With Applications Kyprianou A instant download after payment.

Publisher: Springer

File Extension: PDF

File size: 2.6 MB

Pages: 392

Author: Kyprianou A.

ISBN: 9783540313427, 3540313427

Language: English

Year: 2006

Product desciption

Introductory Lectures On Fluctuations Of Levy Processes With Applications Kyprianou A by Kyprianou A. 9783540313427, 3540313427 instant download after payment.

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.