Fluctuation Theory for Levy Processes 2025 pdf epub mobi 电子书

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发表于2025-01-25

Fluctuation Theory for Levy Processes 2025 pdf epub mobi 电子书

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出版者:Springer Verlag

作者:Doney, Ronald A./ Picard, Jean (EDT)

出品人:

页数:147

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出版时间:

价格:$ 56.44

装帧:Pap

isbn号码:9783540485100

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Fluctuation Theory for Levy Processes 2025 pdf epub mobi 电子书图书描述

LA(c)vy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul LA(c)vy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, ... and of course finance, where the feature that they include examples having "heavy tails" is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some related distributional problems, are addressed in detail in these notes that reflect the content of the course given by R. Doney in St. Flour in 2005.

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