Fluctuations of Levy Processes with Applications
Andreas E. Kyprianou
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2014
98,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783642376313
- ISBN-10
- 3642376312
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2014
- Publication date
- 2014-01-20
- Pages
- 455
- Dimensions
- 233x153x25
- Weight
- 708