Stable Levy Processes via Lamperti-Type Representations
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Stable Levy Processes via Lamperti-Type Representations by Andreas E Kyprianou
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 models prevalent in biology, physics, economics and engineering.
'This treatise takes readers on a superb journey through the fascinating worlds of stable Lévy processes and of a rich variety of further naturally related random processesAndreas Kyprianou and Juan Carlos Pardo masterfully deploy an arsenal of techniques, which are already interesting on their own right, to reveal many classical or more recent high level results on the distributions of functionals and on the path behaviours stable processes. It is indeed remarkable that their methods lead to so many explicit formulas, some amazingly simple, some more complex. The authors should be praised for making accessible as a coherent whole a vast literature that has been developed over several decades, including the latest developments.' Jean Bertoin, University of Zurich
Andreas E. Kyprianou was educated at the University of Oxford and University of Sheffield and is currently a professor of mathematics at the University of Bath. He has spent over 25 years working on the theory and application of path-discontinuous stochastic processes and has over 130 publications, including a celebrated graduate textbook on Lévy processes. During his time in Bath, he co-founded and directed the Prob-L@B (Probability Laboratory at Bath), was PI for a multi-million-pound EPSRC Centre for Doctoral Training, and is currently the Director of the Bath Institute for Mathematical Innovation. Juan Carlos Pardo is a full professor at the department of Probability and Statistics at Centro de Investigación en Matemáticas (CIMAT). He was educated at the Universidad Nacional Autónoma de México (UNAM) and Université de Paris VI (Sorbonne Université). He has spent over 13 years working on the theory and application of path-discontinuous stochastic processes and has more than 50 publications in these areas. During the academic year 2018-2019, he held the David Parkin visiting professorship at the University of Bath.
| SKU | Unavailable |
| ISBN 13 | 9781108480291 |
| ISBN 10 | 1108480292 |
| Title | Stable Levy Processes via Lamperti-Type Representations |
| Author | Andreas E Kyprianou |
| Series | Institute Of Mathematical Statistics Monographs |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Cambridge University Press |
| Year published | 2022-04-07 |
| Number of pages | 484 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |