Download E-books Introductory Lectures on Fluctuations of Lévy Processes with Applications (Universitext) PDF

By Andreas E. Kyprianou

This textbook kinds the foundation of a graduate path at the idea and functions of Lévy tactics, from the point of view in their direction fluctuations. The e-book goals to be mathematically rigorous whereas nonetheless offering an intuitive think for underlying ideas. the consequences and functions frequently specialise in the case of Lévy procedures with jumps in just one course, for which contemporary theoretical advances have yielded the next measure of mathematical transparency and explicitness.

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