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...
Call Number: | Libro Electrónico |
---|---|
Main Author: | Kyprianou, Andreas E. (Author) |
Corporate Author: | SpringerLink (Online service) |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2014.
|
Edition: | 2nd ed. 2014. |
Series: | Universitext,
|
Subjects: | |
Online Access: | Texto Completo |
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