Fluctuation Theory for Lévy Processes: Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 (Lecture Notes in Mathematics / École d'Été de ... De Probabilites De Saint-Flour Xxxv - 2005
By: Ronald A. Doney (Author)
Genre: Science Nature
Publisher: Springer: 2007 edition (19 April 2007)Format: pdf doc docx mobi djvu epub ibooks (*An electronic version of a printed book that can be read on a computer or handheld device designed specifically for this purpose.)
The original title of the book: Fluctuation Theory for Lévy Processes: Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 (Lecture Notes in Mathematics / École d'Été de ... De Probabilites De Saint-Flour Xxxv - 2005
Lé:vy processes, that is, processes in continuous time with stationary and independent increments, form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, and of course finance, where they include particularly important examples having 'heavy tails.' Their sample path behaviour poses a variety of challenging and fascinating problems, which are addressed in detail.
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