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  1. Fluctuations of Levy Processes with Applications
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    Fluctuations of Levy Processes with Applications

    Andreas E. Kyprianou
    Springer Berlin Heidelberg
    Ebook
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    Levy processes are the natural continuous-time analogue of random walks and form a rich class of ...

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  2. Gerber–Shiu Risk Theory
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    Gerber–Shiu Risk Theory

    Andreas Kyprianou
    Springer International Publishing
    Ebook
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    Here is a modern review of the problem of ruin for the classical Cramér–Lundberg model and the su...

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  3. Exotic Option Pricing and Advanced Lévy Models
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    Exotic Option Pricing and Advanced Lévy Models

    Andreas Kyprianou
    John Wiley & Sons
    Ebook
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    Since around the turn of the millennium there has been a general acceptance that one of the more ...

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  4. Levy Matters II
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    Levy Matters II

    Serge Cohen
    Springer Berlin Heidelberg
    Ebook
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    This is the second volume in a subseries of the Lecture Notes in Mathematics called Levy Matters,...

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  5. A Lifetime of Excursions Through Random Walks and Lévy Processes

    A Lifetime of Excursions Through Random Walks and Lévy Processes

    Loïc Chaumont
    Springer International Publishing
    Ebook
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    This collection honours Ron Doney's work and includes invited articles by his collaborators and f...

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  6. Stable Levy Processes via Lamperti-Type Representations
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    Stable Levy Processes via Lamperti-Type Representations

    Andreas E. Kyprianou
    Cambridge University Press
    Ebook
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    Stable Lévy processes lie at the intersection of Lévy processes and self-similar Markov processes...

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  7. Stochastic Neutron Transport
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    Stochastic Neutron Transport

    Emma Horton
    Springer International Publishing
    Ebook
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    This monograph highlights the connection between the theory of neutron transport and the theory o...

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