Introductory Lectures on Fluctuations of Lévy Processes with Applications (Universitext)

KYPRIANOU, Andreas E.

ISBN 10: 3540313427 / ISBN 13: 9783540313427

Edité par Springer, 2006

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Détails bibliographiques

Titre : Introductory Lectures on Fluctuations of ...

Éditeur : Springer

Date d'édition : 2006

Reliure : Soft cover

Etat : Very Good

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Synopsis :

This textbook forms the basis of a graduate course on the theory and applications of Levy processes, from the perspective of their path fluctuations. 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 Levy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical transparency and explicitness.

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.