Stable L?vy Processes via Lamperti-Type Representations

Andreas E. Kyprianou

ISBN 10: 1108480292 / ISBN 13: 9781108480291

Editore: Cambridge University Press, 2022

New Book. Shipped from UK. Established seller since 2000. Codice articolo GB-9781108480291

Riassunto:

A systematic treatment of stable Lévy processes and self-similar Markov processes, for graduate students and researchers in the field.

Informazioni sugli autori: Andreas E. Kyprianou was educated at the University of Oxford and University of Sheffield and is currently a professor of mathematics at the University of Bath. He has spent over 25 years working on the theory and application of path-discontinuous stochastic processes and has over 130 publications, including a celebrated graduate textbook on Lévy processes. During his time in Bath, he co-founded and directed the Prob-L@B (Probability Laboratory at Bath), was PI for a multi-million-pound EPSRC Centre for Doctoral Training, and is currently the Director of the Bath Institute for Mathematical Innovation.

Juan Carlos Pardo is a full professor at the department of Probability and Statistics at Centro de Investigación en Matemáticas (CIMAT). He was educated at the Universidad Nacional Autónoma de México (UNAM) and Université de Paris VI (Sorbonne Université). He has spent over 13 years working on the theory and application of path-discontinuous stochastic processes and has more than 50 publications in these areas. During the academic year 2018-2019, he held the David Parkin visiting professorship at the University of Bath.

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Titolo: Stable L?vy Processes via Lamperti-Type ...
Casa editrice: Cambridge University Press
Data di pubblicazione: 2022
Legatura: HRD
Condizione: New