Fluctuation Theory for Lévy Processes Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 /
Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storag...
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| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2007.
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| Edition: | 1st ed. 2007. |
| Series: | École d'Été de Probabilités de Saint-Flour,
1897 |
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| Online Access: | https://doi.org/10.1007/978-3-540-48511-7 |