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Andreas E. E. Kyprianou, "Fluctuations of Lévy Processes with Applications: Introductory Lectures Ed 2" English | ISBN: 3642376312 | 2014 | 476 pages | EPUB, PDF | 5 MB + 4 MB
This book examines the theory and application of Lévy processes from the perspective of their path fluctuations. It covers the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour.
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