Fluctuations of Lévy Processes with Applications Introductory Lectures /
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...
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| Format: | Electronic eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2014.
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| Edition: | 2nd ed. 2014. |
| Series: | Universitext,
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| Online Access: | Full Text via HEAL-Link |
