Related Books

Stable Lévy Processes via Lamperti-Type Representations
Language: en
Pages: 486
Authors: Andreas E. Kyprianou
Categories: Mathematics
Type: BOOK - Published: 2022-04-07 - Publisher: Cambridge University Press

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Stable Lévy processes lie at the intersection of Lévy processes and self-similar Markov processes. Processes in the latter class enjoy a Lamperti-type represe
A Lifetime of Excursions Through Random Walks and Lévy Processes
Language: en
Pages: 354
Authors: Loïc Chaumont
Categories: Mathematics
Type: BOOK - Published: 2022-01-01 - Publisher: Springer Nature

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This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathema
Brownian Motion And Potential Theory, Modern And Classical
Language: en
Pages: 261
Authors: Palle Jorgensen
Categories: Mathematics
Type: BOOK - Published: 2024-10-29 - Publisher: World Scientific

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In this book, potential theory is presented in an inclusive and accessible manner, with the emphasis reaching from classical to modern, from analytic to probabi
Fluctuations of Lévy Processes with Applications
Language: en
Pages: 461
Authors: Andreas E. Kyprianou
Categories: Mathematics
Type: BOOK - Published: 2014-01-09 - Publisher: Springer Science & Business Media

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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
Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
Language: en
Pages: 140
Authors: Alfonso Rocha-Arteaga
Categories: Mathematics
Type: BOOK - Published: 2019-11-02 - Publisher: Springer Nature

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This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additiv