Name: Fluctuations of Levy Processes with Applications
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Author: Andreas E. Kyprianou
ISBN: 9783642376313

Fluctuations of Levy Processes with Applications af Andreas E. Kyprianou

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853,95 kr.

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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.

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Sprog:
Engelsk

ISBN:
9783642376313

Forlag:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Indbinding:
Paperback

Sideantal:
455

Udgivet:
20. januar 2014

Udgave:
22014

Størrelse:
153x233x25 mm.

Vægt:
708 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 20. november 2024

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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.

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