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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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| Lenguaje: | eng |
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Springer
2014
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-642-37632-0 http://cds.cern.ch/record/1646903 |