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Fluctuation Theory for Lévy Processes: Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 (Lecture Notes in Mathematics by Professor Ronald A. Doney (auth.), Jean Picard (eds.) is a mathematics available to read on EtoBox.
What is Fluctuation Theory for Lévy Processes: Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 (Lecture Notes in Mathematics about?
<p>Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, 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
Who reads Fluctuation Theory for Lévy Processes: Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 (Lecture Notes in Mathematics?
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- Author
- Professor Ronald A. Doney (auth.), Jean Picard (eds.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Published
- 2007
- Language
- EN
- ISBN
- 9783540485117
- Category
- mathematics
- Subjects
- Mathematics, Stochastic Processes, Probability
- Updated
- 2026-03-25
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