Introductory Lectures in Fluctuations of Levy Processes with Applications.

KYPRIANOU, Andreas E.

ISBN 10: 3540313427 / ISBN 13: 9783540313427

Published by Springer, Berlin, 2006

About this Item

Berlin, Springer (2006). gr.8°. 22 figs. XIII, 373 p. Pbck. Universitext.- With exercises and solutions.- In very good condition.

Seller Inventory # 94857

Bibliographic Details

• Title: Introductory Lectures in Fluctuations of Levy Processes with Applications.
• Publisher: Springer, Berlin
• Publication Date: 2006
• Language: English
• ISBN 10: 3540313427
• ISBN 13: 9783540313427
• Binding: Softcover
• Condition: Sehr gut

About this title

Synopsis

This textbook forms the basis of a graduate course on the theory and applications of Lévy processes, from the perspective of their path fluctuations. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical transparency and explicitness.

About the Author

Andreas Kyprianou has a degree in Mathematics from the University of Oxford and a Ph.D. in Probability Theory from The University of Sheffield. He is currently a Professor of Probability at the University of Bath, having held academic positions in Mathematics and Statistics Departments at the London School of Economics, Edinburgh University, Utrecht University and Heriot-Watt University, besides working for nearly two years as a research mathematician in the oil industry. His research is focused on pure and applied probability.