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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

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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

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    Available in PDF - DJVU Format | 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.pdf | Language: ENGLISH
    Ronald A. Doney (Author)

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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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Book details

  • PDF | 164 pages
  • Ronald A. Doney (Author)
  • Springer: 2007 edition (19 April 2007)
  • English
  • 6
  • Science Nature

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