Fluctuation Theory for Lévy Processes Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 /

• Main Author: Doney, Ronald A. (Author)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Picard, Jean (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
• Series: Lecture Notes in Mathematics, 1897
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

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 storag...