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Fluctuations of Lévy Processes with Applications Introductory Lectures /

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 application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewa...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Kyprianou, Andreas E. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
Edición:2nd ed. 2014.
Colección:Universitext,
Temas:
Acceso en línea:Texto Completo