Andreas E. Kyprianou (University of Bath), Juan Carlos Pardo

Gebundenes Buch

Stable Lévy Processes Via Lamperti-Type Representations

Beschreibung

This completely new mathematical treatment, geared toward graduate students and researchers, systemically covers the theory of Stable LÃ vy processes, which serve as a key building block to many other stochastic models prevalent in biology, physics, economics and engineering.

Autor

Andreas E. Kyprianou was educated at the University of Oxford and University of Sheffield and is currently a professor of mathematics at the University of Bath. He has spent over 25 years working on the theory and application of path-discontinuous stochastic processes and has over 130 publications, including a celebrated graduate textbook on Lévy processes. During his time in Bath, he co-founded and directed the Prob-L@B (Probability Laboratory at Bath), was PI for a multi-million-pound EPSRC Centre for Doctoral Training, and is currently the Director of the Bath Institute for Mathematical Innovation.

Produktdetails

• Institute of Mathematical Statistics Monographs
• Verlag: Cambridge University Press
• Seitenzahl: 484
• Erscheinungstermin: 7. April 2022
• Englisch
• Abmessung: 236mm x 157mm x 25mm
• Gewicht: 874g
• ISBN-13: 9781108480291
• ISBN-10: 1108480292
• Artikelnr.: 62916196