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Fluctuations of Levy Processes with Applications

- Introductory Lectures

part of the Universitext series

About Fluctuations of Levy Processes with Applications

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.

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  • Language:
  • English
  • ISBN:
  • 9783642376313
  • Binding:
  • Paperback
  • Pages:
  • 455
  • Published:
  • January 19, 2014
  • Edition:
  • 22014
  • Dimensions:
  • 153x233x25 mm.
  • Weight:
  • 708 g.
Delivery: 2-4 weeks
Expected delivery: November 28, 2024

Description of Fluctuations of Levy Processes with Applications

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.

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