Related Books

Introductory Lectures on Fluctuations of Lévy Processes with Applications
Language: en
Pages: 382
Authors: Andreas E. Kyprianou
Categories: Mathematics
Type: BOOK - Published: 2006-12-18 - Publisher: Springer Science & Business Media

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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
Fluctuations of Lévy Processes with Applications
Language: en
Pages: 461
Authors: Andreas E. Kyprianou
Categories: Mathematics
Type: BOOK - Published: 2014-01-09 - Publisher: Springer Science & Business Media

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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
Fluctuations of Levy Processes with Applications
Language: en
Pages: 476
Authors: Andreas E. Kyprianou
Categories:
Type: BOOK - Published: 2014-01-31 - Publisher:

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Fluctuation Theory for Lévy Processes
Language: en
Pages: 154
Authors: Ronald A. Doney
Categories: Mathematics
Type: BOOK - Published: 2007-04-25 - Publisher: Springer

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Lévy processes, that is, processes in continuous time with stationary and independent increments, form a flexible class of models, which have been applied to t
A Lifetime of Excursions Through Random Walks and Lévy Processes
Language: en
Pages: 354
Authors: Loïc Chaumont
Categories: Mathematics
Type: BOOK - Published: 2022-01-01 - Publisher: Springer Nature

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This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathema