Andreas E. Kyprianou

eBook, PDF

Stable Lévy Processes via Lamperti-Type Representations (eBook, PDF)

Beschreibung

A systematic treatment of stable Lévy processes and self-similar Markov processes, for graduate students and researchers in the field.

Technische Details

• Geräte: PC
• mit Kopierschutz
• Größe: 3.12MB
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Barrierefreiheit

• Text-to-Speech

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

• Verlag: Cambridge University Press
• Erscheinungstermin: 31. März 2022
• Englisch
• ISBN-13: 9781108572163
• Artikelnr.: 66178458