We a good story
Quick delivery in the UK

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.

Show more
  • Language:
  • English
  • ISBN:
  • 9783642376313
  • Binding:
  • Paperback
  • Pages:
  • 455
  • Published:
  • January 20, 2014
  • Edition:
  • 22014
  • Dimensions:
  • 153x233x25 mm.
  • Weight:
  • 708 g.
Delivery: 2-4 weeks
Expected delivery: October 24, 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.

User ratings of Fluctuations of Levy Processes with Applications



Find similar books
The book Fluctuations of Levy Processes with Applications can be found in the following categories:

Join thousands of book lovers

Sign up to our newsletter and receive discounts and inspiration for your next reading experience.