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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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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Kyprianou, Andreas E. (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
Édition:2nd ed. 2014.
Collection:Universitext,
Sujets:
Accès en ligne:Texto Completo