Ronald A. Doney – författare
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2 produkter
2 produkter
Del 1897 - Lecture Notes in Mathematics
Fluctuation Theory for Lévy Processes
Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005
Häftad, Engelska, 2007
377 kr
Skickas inom 10-15 vardagar
Levy processes, that is, processes in continuous time with stationary and independent increments, 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 they include particularly important examples having "heavy tails." Their sample path behaviour poses a variety of challenging and fascinating problems, which are addressed in detail.
538 kr
Skickas inom 10-15 vardagar
Bretagnolle, Jean: Processus a accroissements indépendants.- Ibragimov, Ildar: Théorèmes limites pour les marches aléatoires.- Jacod, Jean: Théorèmes limite pour les processus.- Bertoin, Jean: Subordinators: Examples and applications.- Doney, Ronald A.: Fluctuation theory for Lévy processes.