Fluctuation Theory for Lévy Processes
Subtitle: Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 (Lecture Notes in Mathematics / Ecole d'Eté Probabilit.Saint-Flour)
Contributors: Jean Picard (Editor)
Edition: 1 edition
Publisher: Springer
Published: June 11, 2007
Language: eng
Format: Paperback
Number of pages: 152
ISBN-13: 9783540485100
Subjects: Probability & statistics; Mathematics; Science/Mathematics; Probability & Statistics - General; 60G51, 60G10, 60G17, 60J55, 60J75; Ladder processes; Lévy processes; Mathematics / Statistics; Reflected process; Sample path behaviour; Wiener-Hopf factorisation; Advanced