Introductory lectures on fluctuations of Lévy processes with applications
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their mathematical significance is justified by their application in many areas of classical and modern stochastic models including...
Guardat en:
| Autor principal: | |
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| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Springer e-books
[20..].
Cham : Springer Nature |
| Col·lecció: | Universitext
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| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après consultation du 7 avril 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Introductory lectures on fluctuations of Lévy processes with applications, Andreas E. Kyprianou, Berlin, Springer, 2006, 1 vol. (XIII-373 p.), Universitext, 3-540-31342-7 |
Taula de continguts:
- Lévy Processes and Applications TheLévy Itô Decomposition and Path Structure More Distributional and Path-Related Properties General Storage Models and Paths of Bounded Variation Subordinators at First Passage and Renewal Measures The Wiener Hopf Factorisation Lévy Processes at First Passage and Insurance Risk Exit Problems for Spectrally Negative Processes Applications to Optimal Stopping Problems Continuous-State Branching Processes