Introductory lectures on fluctuations of Lévy processes with applications

@inproceedings{Kyprianou2006IntroductoryLO,
  title={Introductory lectures on fluctuations of L{\'e}vy processes with applications},
  author={Andreas E. Kyprianou},
  year={2006}
}
Levy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their mathematical significance is justified by their application in many areas of classical and modern stochastic models. This textbook forms the basis of a graduate course on the theory and applications of Levy processes, from the perspective of their path fluctuations. Central to the presentation are decompositions of the… CONTINUE READING

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