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Fluctuations of Levy Processes With Applications : Introductory Lectures, Paperback by Kyprianou, Andreas E., ISBN 3642376312, ISBN-13 9783642376313, Brand New, Free P&P in the UK 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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