| 书目名称 | Introductory Lectures on Fluctuations of Lévy Processes with Applications |
| 编辑 | Andreas E. Kyprianou |
| 视频video | http://file.papertrans.cn/475/474465/474465.mp4 |
| 概述 | Fills a gap in the market; namely a text which is focused on one of the fundamental corner stones of the theory of Lévy processes and does so in a pedagogical way and at graduate level.First book with |
| 丛书名称 | Universitext |
| 图书封面 |  |
| 描述 | .Lévy 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 mathematical significance is justified by their application in many areas of classical and modern stochastic models...This textbook forms the basis of a graduate course on the theory and applications of Lévy processes, from the perspective of their path fluctuations. Central to the presentation are decompositions of the paths of Lévy processes in terms of their local maxima and an understanding of their short- and long-term behaviour...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. Each chapter has a comprehensive set of exercises with complete solutions.. |
| 出版日期 | Textbook 20061st edition |
| 关键词 | Branching process; Lévy process; Lévy processes; Maximum; Random Walk; Stochastic processes; applied proba |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-31343-4 |
| isbn_ebook | 978-3-540-31343-4Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
| issn_series | 0172-5939 |
| copyright | Springer-Verlag Berlin Heidelberg 2006 |
|Archiver|手机版|小黑屋|
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