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Item Details
| Title:
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INTRODUCTORY LECTURES ON FLUCTUATIONS OF LEVY PROCESSES WITH APPLICATIONS
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| By: |
Andreas E. Kyprianou |
| Format: |
Paperback |
| List price:
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£31.99 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
3540313427 |
| ISBN 13: |
9783540313427 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
19 July, 2006 |
| Series: |
Universitext |
| Pages: |
396 |
| Description: |
A textbook that forms the basis of a graduate course on the theory and applications of Levy processes, from the perspective of their path fluctuations. It intends to be mathematically rigorous while still providing an intuitive feel for underlying principles. |
| Synopsis: |
This textbook forms the basis of a graduate course on the theory and applications of Levy processes, from the perspective of their path fluctuations. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Levy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical transparency and explicitness. |
| Illustrations: |
1, black & white illustrations |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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