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[Springer] - [Universitext] - Introductory Lectures on Fluctuations of Levy Processes with Applications (Universitext) - (Andreas E. Kyprianou) Springer 2006.pdf

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[Springer] - [Universitext] - Introductory Lectures on Fluctuations of Levy Processes with Applications (Universitext) - (Andreas E. Kyprianou) Springer 2006.pdf

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[Springer] - [Universitext] - Introductory Lectures on Fluctuations of Levy Processes with Applications (Universitext) - (Andreas E. Kyprianou) Springer 2006.pdf

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文档介绍:Andreas E. Kyprianou
Introductory Lectures
onFluctuations of Levy´
Processes with Applications
With 22 Figures
123
Andreas E. Kyprianou
Department of Mathematical Sciences
University of Bath
Bath BA2 7AY
UK
e-mail: a.******@
The background text on the front cover is written in old (pre-1941) Mongolian scripture.
It is a translation of the words ‘stochastic processes with stationary and independent
increments’ and should be read from the top left hand corner of the back cover to the
bottom right hand corner of the front cover.
Mathematics Subject Classification (2000): 60G50, 60G51, 60G52
Library of Congress Control Number: 2006924567
ISBN-10 3-540-31342-7 Springer Berlin Heidelberg New York
ISBN-13978-3-540-31342-7 Springer Berlin Heidelberg New York
This work is subject to copyright. All rights are reserved, whether the whole or part of the material
is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,
broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Dupli-
cation of this publication or parts thereof is permitted only under the provisions of the German
Copyright Law of September 9, 1965, in its current version, and permission for use must always be
obtained from Springer. Violations are liable for prosecution under the German Copyright Law.
Springer is a part of Springer Science+Business Media

© Springer-Verlag Berlin Heidelberg 2006
PrintedinGermany
The use of general descriptive names, registered names, trademarks, etc. in this publication does
not imply, even in the absence of a specific statement, that such names are exempt from the relevant
protective laws and regulations and therefore free for general use.
Cover design: Erich Kirchner, Heidelberg
Typesetting by the author and SPi using a Springer LATEX macro package
Printed on acid-free paper SPIN 11338987 41/3100/SPi - 5 4 3 2 1 0
Preface
In 200