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Introductory Lectures on Fluctuations of Lývy Processes with Applications (Universitext) 14.0%OFF

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

by Andreas E. Kyprianou

  • ISBN

    :  

    9783540313427

  • Publisher

    :  

    Springer

  • Subject

    :  

    Finance & Accounting, Mathematics

  • Binding

    :  

    PAPERBACK

  • Pages

    :  

    391

  • Year

    :  

    2006

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  • Description

    This textbook forms the basis of a graduate course on the theory and applications of LxE9;vy 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 LxE9;vy 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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