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In den WarenkorbSoft cover. Zustand: Very Good. Card covers very clean. Internally, clean and free from markings or annotation. Seller image provided. For further helpful synopsis and reviews try clicking on 'bookseller image'. Selling books since 1999, all proceeds help fund LOROS Charity Hospice.
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In den Warenkorb
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In den WarenkorbZustand: As New. Unread book in perfect condition.
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Verlag: Springer Berlin Heidelberg, Springer Berlin Heidelberg, 2014
ISBN 10: 3642376312 ISBN 13: 9783642376313
Sprache: Englisch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
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In den WarenkorbTaschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markov processes.This textbook is based on a series of graduate courses concerning the theory and application of Lévy processes from the perspective of their path fluctuations. Central to the presentation is the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour.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 tractability.The second edition additionally addresses recent developments in the potential analysis of subordinators, Wiener-Hopf theory, the theory of scale functions and their application to ruin theory, as well as including an extensive overview of the classical and modern theory of positive self-similar Markov processes. Each chapter has a comprehensive set of exercises.
Anbieter: Lucky's Textbooks, Dallas, TX, USA
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In den WarenkorbZustand: New.