Fluctuations of Levy Processes With Applications : Introductory Lectures

Kyprianou, Andreas E.

ISBN 10: 3642376312 / ISBN 13: 9783642376313

Edité par Springer, 2014

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Unread book in perfect condition. N° de réf. du vendeur 20034230

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Titre : Fluctuations of Levy Processes With ...

Éditeur : Springer

Date d'édition : 2014

Reliure : Couverture souple

Etat : As New

Edition : 2ème Édition

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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.

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.