Fluctuations of Levy Processes with Applications: Introductory Lectures

Fluctuations of Levy Processes with Applications: Introductory Lectures 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. Autor: Andreas E. Kyprianou Wydawnictwo: Springer Rok wydania: 2014 Okładka: miękka Liczba stron: 455 Wymiary: 23.3 x 15.3 x 2.5 cm Ilustracje: 26 Illustrations, black and white; XVIII, 455 p. 26 illus. Język: angielski ISBN: 9783642376313