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Synopsis
This book examines the theory and application of Lévy 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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À propos de l?auteur
Andreas Kyprianou has a degree in Mathematics from the University of Oxford and a Ph.D. in Probability Theory from The University of Sheffield. He is currently a Professor of Probability at the University of Bath, having held academic positions in Mathematics and Statistics Departments at the London School of Economics, Edinburgh University, Utrecht University and Heriot-Watt University, besides working for nearly two years as a research mathematician in the oil industry. His research is focused on pure and applied probability.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer
- Date d'édition2014
- ISBN 10 3642376312
- ISBN 13 9783642376313
- ReliureBroché
- Langueanglais
- Numéro d'édition2
- Nombre de pages476
- Coordonnées du fabricantnon disponible
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Fluctuations of Lévy Processes with Applications
Edité par
Springer Berlin Heidelberg Jan 2014, 2014
ISBN 10 : 3642376312
ISBN 13 : 9783642376313
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markov processes.This textbook is based on a series of graduate courses concerning the theory and application of Lévy processes from the perspective of their path fluctuations. Central to the presentation is the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour.The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical tractability.The second edition additionally addresses recent developments in the potential analysis of subordinators, Wiener-Hopf theory, the theory of scale functions and their application to ruin theory, as well as including an extensive overview of the classical and modern theory of positive self-similar Markov processes. Each chapter has a comprehensive set of exercises. 476 pp. Englisch. N° de réf. du vendeur 9783642376313
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Fluctuations of Lévy Processes with Applications: Introductory Lectures (Universitext)
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Fluctuations of L�vy Processes with Applications: Introductory Lectures (Universitext)
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9783642376313
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Fluctuations of Levy Processes With Applications : Introductory Lectures
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Fluctuations of Levy Processes With Applications : Introductory Lectures
Edité par
Springer, 2014
ISBN 10 : 3642376312
ISBN 13 : 9783642376313
Ancien ou d'occasion
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Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Fluctuations of Levy Processes With Applications : Introductory Lectures
Edité par
Springer, 2014
ISBN 10 : 3642376312
ISBN 13 : 9783642376313
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 20034230
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Fluctuations of Lévy Processes with Applications
Edité par
Springer Berlin Heidelberg, 2014
ISBN 10 : 3642376312
ISBN 13 : 9783642376313
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Addresses recent developments in the potential analysis of subordinators Includes an extensive overview of the classical and modern theory of positive self-similar Markov processes Each chapter has a comprehensive set of exercises. N° de réf. du vendeur 5058687
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Fluctuations of Levy Processes With Applications : Introductory Lectures
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : New. N° de réf. du vendeur 20034230-n
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Fluctuations of Lévy Processes with Applications : Introductory Lectures
Edité par
Springer Berlin Heidelberg, Springer Berlin Heidelberg, 2014
ISBN 10 : 3642376312
ISBN 13 : 9783642376313
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markov processes.This textbook is based on a series of graduate courses concerning the theory and application of Lévy processes from the perspective of their path fluctuations. Central to the presentation is the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour.The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical tractability.The second edition additionally addresses recent developments in the potential analysis of subordinators, Wiener-Hopf theory, the theory of scale functions and their application to ruin theory, as well as including an extensive overview of the classical and modern theory of positive self-similar Markov processes. Each chapter has a comprehensive set of exercises. N° de réf. du vendeur 9783642376313
Quantité disponible : 1 disponible(s)
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Fluctuations of Lévy Processes with Applications
Edité par
Springer Berlin Heidelberg, Springer Berlin Heidelberg Jan 2014, 2014
ISBN 10 : 3642376312
ISBN 13 : 9783642376313
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markov processes.This textbook is based on a series of graduate courses concerning the theory and application of Lévy processes from the perspective of their path fluctuations. Central to the presentation is the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour.The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical tractability.The second edition additionally addresses recent developments in the potential analysis of subordinators, Wiener-Hopf theory, the theory of scale functions and their application to ruin theory, as well as including an extensive overview of the classical and modern theory of positive self-similar Markov processes. Each chapter has a comprehensive set of exercises.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 476 pp. Englisch. N° de réf. du vendeur 9783642376313
Quantité disponible : 1 disponible(s)