Introductory Lectures on Fluctuations of Lévy Processes with Applications

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Introductory Lectures on Fluctuations of Lévy Processes with Applications is written by Andreas E. Kyprianou and published by Springer Science & Business Media. It's available with International Standard Book Number or ISBN identification 3540313435 (ISBN 10) and 9783540313434 (ISBN 13).

This textbook forms the basis of a graduate course on the theory and applications of Lévy processes, from the perspective of their path fluctuations. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical transparency and explicitness.