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Springer Fluctuations of Levy Processes with Applications Book

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Description

Expand your mathematical knowledge with Fluctuations of Levy Processes with Applications: Introductory Lectures. Published by Springer as part of the Universitext series, this book provides a specialized look at the theory and application of Levy processes through the lens of their path fluctuations. Readers will gain a deep understanding of how paths can be decomposed using excursions from the running maximum. The text is designed to build a foundation for analyzing both short-term and long-term behavior within these processes. Whether you are a student or a researcher in applied mathematics, this volume offers a structured approach to mastering complex stochastic concepts. This book serves as a valuable resource for those studying mathematics and applied sciences, offering clear lectures that bridge the gap between theoretical frameworks and practical applications. It is an essential addition to any academic library focused on advanced mathematical theory.

Key Features

Covers the theory and application of Levy processes from the perspective of path fluctuations.

Explains the decomposition of paths through excursions from the running maximum.

Provides a comprehensive understanding of both short-term and long-term process behavior.

Part of the Springer Universitext series for academic and professional study.

Focuses on applied mathematics topics for students and researchers.

Product Specifications

Format
paperback
Domain
Amazon UK
Publication Date
20 January 2014
Listed Since
28 May 2013

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