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Fluctuations of Levy Processes with Applications
- Introductory Lectures
Engelsk
Bogcover for Fluctuations of Levy Processes with Applications af Andreas E. Kyprianou, 9783642376313
Specifikationer
Sprog:
Engelsk
Sider:
455
ISBN-13:
9783642376313
Indbinding:
Paperback
ISBN-10:
3642376312
Kategori:
Udg. Dato:
20 jan 2014
Størrelse i cm:
23,3 x 15,3 x 2,5
Serie:
Oplagsdato:
20 jan 2014
Forfatter(e):

Fluctuations of Levy Processes with Applications

- Introductory Lectures
Engelsk
Paperback 2014
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
455
ISBN-13:
9783642376313
Indbinding:
Paperback
ISBN-10:
3642376312
Kategori:
Udg. Dato:
20 jan 2014
Størrelse i cm:
23,3 x 15,3 x 2,5
Serie:
Oplagsdato:
20 jan 2014
Forfatter(e):
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