Fluctuations of Lévy Processes with Applications: Introductory Lectures
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L?vy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markov...
Format:Paperback
Language:English
ISBN:3642376312
ISBN13:9783642376313
Release Date:January 2014
Publisher:Springer
Length:455 Pages
Weight:1.46 lbs.
Dimensions:1.0" x 6.1" x 9.2"
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