LIBROS DEL AUTOR: andreas ekyprianou

2 resultados para LIBROS DEL AUTOR: andreas ekyprianou

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  • Fluctuations of Lévy Processes with Applications
    Andreas E. Kyprianou / Andreas EKyprianou
    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 exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finan...
    Disponible

    102,29 €

  • Lévy Matters II
    Alexey Kuznetsov / Andreas E. Kyprianou / Andreas EKyprianou / Serge Cohen
    This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which is published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The expos...
    Disponible

    62,14 €