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Fluctuations of Levy Processes with Applications
- Introductory Lectures
part of the Universitext series
- 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: December 19, 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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