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Language: en
Pages: 382
Pages: 382
Type: BOOK - Published: 2006-12-18 - Publisher: Springer Science & Business Media
This textbook forms the basis of a graduate course on the theory and applications of Lévy processes, from the perspective of their path fluctuations. The book
Language: en
Pages: 461
Pages: 461
Type: BOOK - Published: 2014-01-09 - Publisher: Springer Science & Business Media
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
Language: en
Pages: 476
Pages: 476
Type: BOOK - Published: 2014-01-31 - Publisher:
Language: en
Pages: 256
Pages: 256
Type: BOOK - Published: 2015-08-06 - Publisher: Springer
The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queue
Language: en
Pages: 491
Pages: 491
Type: BOOK - Published: 2009-04-30 - Publisher: Cambridge University Press
A fully revised and appended edition of this unique volume, which develops together these two important subjects.