Fluctuations of Lévy Processes with Applications | Introductory Lectures

Andreas E. Kyprianou

ISBN 10: 3642376312 / ISBN 13: 9783642376313

Editore: Springer, 2014

Fluctuations of Lévy Processes with Applications | Introductory Lectures | Andreas E. Kyprianou | Taschenbuch | Universitext | xviii | Englisch | 2014 | Springer | EAN 9783642376313 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Codice articolo 105922905

Riassunto:

This book examines the theory and application of Lévy 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.

Informazioni sull'autore: Andreas Kyprianou has a degree in Mathematics from the University of Oxford and a Ph.D. in Probability Theory from The University of Sheffield. He is currently a Professor of Probability at the University of Bath, having held academic positions in Mathematics and Statistics Departments at the London School of Economics, Edinburgh University, Utrecht University and Heriot-Watt University, besides working for nearly two years as a research mathematician in the oil industry. His research is focused on pure and applied probability.

Dati bibliografici

Titolo: Fluctuations of Lévy Processes with ...
Casa editrice: Springer
Data di pubblicazione: 2014
Legatura: Taschenbuch
Condizione: Neu
Edizione: seconda edizione