Utvidet returrett til 31. januar 2025

Fluctuations of Levy Processes with Applications

- Introductory Lectures

Om Fluctuations of Levy Processes with Applications

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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  • Språk:
  • Engelsk
  • ISBN:
  • 9783642376313
  • Bindende:
  • Paperback
  • Sider:
  • 455
  • Utgitt:
  • 20. januar 2014
  • Utgave:
  • 22014
  • Dimensjoner:
  • 153x233x25 mm.
  • Vekt:
  • 708 g.
  • BLACK NOVEMBER
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 20. desember 2024

Beskrivelse av Fluctuations of Levy Processes with Applications

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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