Introductory Lectures on Fluctuations of Lévy Processes with Applications

Kyprianou, Andreas

ISBN 10: 3540313427 / ISBN 13: 9783540313427

Editore: Springer, 2006

Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Codice articolo 52185541-6

Riassunto:

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.

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: Introductory Lectures on Fluctuations of ...
Casa editrice: Springer
Data di pubblicazione: 2006
Legatura: Brossura
Condizione: Very Good