Fluctuation Theory for Levy Processes 2024 pdf epub mobi 電子書 下載

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Fluctuation Theory for Levy Processes pdf epub mobi 圖書描述

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.

Fluctuation Theory for Levy Processes 2024 pdf epub mobi 電子書 下載

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發表於2024-11-20

Fluctuation Theory for Levy Processes 2024 pdf epub mobi 電子書 下載

Fluctuation Theory for Levy Processes 2024 pdf epub mobi 電子書 下載

Fluctuation Theory for Levy Processes 2024 pdf epub mobi 電子書 下載

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