Home » Fluctuation Theory for Levy Processes: Ecole DEte de Probabilites de Saint-Flour XXXV - 2005. Lecture Notes in Mathematics. by Ronald A Doney
Fluctuation Theory for Levy Processes: Ecole DEte de Probabilites de Saint-Flour XXXV - 2005. Lecture Notes in Mathematics. Ronald A Doney

Fluctuation Theory for Levy Processes: Ecole DEte de Probabilites de Saint-Flour XXXV - 2005. Lecture Notes in Mathematics.

Ronald A Doney

Published January 10th 2010
ISBN : 9781280853357
ebook
147 pages
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 About the Book 

L vy processes, that is, processes in continuous time with stationary and independent increments, form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, and ofMoreL vy processes, that is, processes in continuous time with stationary and independent increments, 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 they include particularly important examples having heavy tails. Their sample path behaviour poses a variety of challenging and fascinating problems, which are addressed in detail.