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Fluctuations of Levy Processes with Applications: Introductory Lectures - Universitext Andreas E. Kyprianou 2nd ed. 2014 edition
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Fluctuations of Levy Processes with Applications: Introductory Lectures - Universitext
Andreas E. Kyprianou
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.
470 pages, 26 black & white illustrations, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | January 20, 2014 |
| ISBN13 | 9783642376313 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 455 |
| Dimensions | 153 × 233 × 25 mm · 708 g |
| Language | German |
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