Search results for ‘Andreas E. Kyprianou’

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      Cover image for Fluctuations of Levy Processes with Applications: Introductory Lectures
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      Fluctuations of Levy Processes with Applications: Introductory Lectures

      Andreas E. Kyprianou

      This book examines the theory and application of Levy processes from the perspective of their path fluctuations. It covers the decomposition of paths in terms of excursions from the running…

      $105.99

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      Cover image for Gerber-Shiu Risk Theory
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      Gerber-Shiu Risk Theory

      Andreas E. Kyprianou

      The book studies martingales and path decompositions, which are the main tools used in analysing the distribution of the time of ruin, the wealth prior to ruin and the deficit…

      $100.99

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      Stable Levy Processes via Lamperti-Type Representations

      Andreas E. Kyprianou (University of Bath),Juan Carlos Pardo

      This completely new mathematical treatment, geared toward graduate students and researchers, systemically covers the theory of Stable Levy processes, which serve as a key building block to many other stochastic…

      $228.99

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      Cover image for Levy Matters II: Recent Progress in Theory and Applications: Fractional Levy Fields, and Scale Functions
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      Levy Matters II: Recent Progress in Theory and Applications: Fractional Levy Fields, and Scale Functions

      Serge Cohen,Alexey Kuznetsov,Andreas E. Kyprianou,Victor Rivero

      Each volume examines a number of key topics in the theory or applications of Levy processes and pays tribute to the state of the art of this rapidly evolving subject…

      $97.99

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