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

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

Springer Verlag

譯者

出版日期

147 頁數

$ 56.44 價格

Pap

叢書系列

9783540485100 圖書編碼

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發表於2024-09-22

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

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

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

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Fluctuation Theory for Levy Processes 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Fluctuation Theory for Levy Processes 在線電子書圖書描述

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.

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