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Fluctuations of Levy Processes with Applications
- Introductory Lectures
Engelsk Paperback
Fluctuations of Levy Processes with Applications
- Introductory Lectures
Engelsk Paperback

669 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.
Product detaljer
Sprog:
Engelsk
Sider:
455
ISBN-13:
9783642376313
Indbinding:
Paperback
Udgave:
ISBN-10:
3642376312
Kategori:
Udg. Dato:
20 jan 2014
Længde:
25mm
Bredde:
153mm
Højde:
233mm
Forlag:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Oplagsdato:
20 jan 2014
Forfatter(e):
Kategori sammenhænge