Introductory Lectures on Fluctuations of Lévy Processes with Applications

Introductory Lectures on Fluctuations of Lévy Processes with Applications
Author :
Publisher : Springer Science & Business Media
Total Pages : 382
Release :
ISBN-10 : 9783540313434
ISBN-13 : 3540313435
Rating : 4/5 (34 Downloads)

Book Synopsis Introductory Lectures on Fluctuations of Lévy Processes with Applications by : Andreas E. Kyprianou

Download or read book Introductory Lectures on Fluctuations of Lévy Processes with Applications written by Andreas E. Kyprianou and published by Springer Science & Business Media. This book was released on 2006-12-18 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook forms the basis of a graduate course on the theory and applications of Lévy 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 Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical transparency and explicitness.


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