Introductory Lectures on Fluctuations of Lévy Processes with Applications (Universitext)
Edition: 1 edition
Publisher: Springer
Published: August 29, 2006
Language: eng
Format: Paperback
Number of pages: 378
ISBN-13: 9783540313427
Subjects: Calculus & mathematical analysis; Mathematics; Business & Economics; Business/Economics; Finance; Probability & Statistics - General; Lévy processes; Mathematics / Statistics; applied probability; fluctuation theory; potential analysis; random walks
First sentence: Let us begin by recalling the definition of two familiar processes, a Brownian motion and a Poisson process.