Introductory lectures on fluctuations of Lévy processes with applications.
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Publication:2500514
DOI10.1007/978-3-540-31343-4zbMath1104.60001MaRDI QIDQ2500514
Publication date: 17 August 2006
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-31343-4
60G51: Processes with independent increments; Lévy processes
60G50: Sums of independent random variables; random walks
60G52: Stable stochastic processes
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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