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Fluctuations Of Levy Processes With Applications

Introductory Lectures

by Andreas E. Kyprianou
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, January of 2014 ‧
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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.

Fluctuations Of Levy Processes With Applications

Introductory Lectures

by Andreas E. Kyprianou

Property Description
ISBN: 9783642376313
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: January of 2014
Language: English
Dimensions: 153 x 233 x 25 mm
Cover: Softcover
Pages: 455
Format: Book
Collection: Universitext
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9783642376313

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