Stable Lévy Processes via Lamperti-Type Representations: Series Number 7 (Institute of Mathematical Statistics Monographs, Series Number 7) - Hardcover

Kyprianou, Andreas E.; Pardo, Juan Carlos

Hardcover

ISBN 10: 1108480292 ISBN 13: 9781108480291

Publisher: Cambridge University Press, 2022

Synopsis

A systematic treatment of stable Lévy processes and self-similar Markov processes, for graduate students and researchers in the field.

About this title

About the Authors

Andreas E. Kyprianou was educated at the University of Oxford and University of Sheffield and is currently a professor of mathematics at the University of Bath. He has spent over 25 years working on the theory and application of path-discontinuous stochastic processes and has over 130 publications, including a celebrated graduate textbook on Lévy processes. During his time in Bath, he co-founded and directed the Prob-L@B (Probability Laboratory at Bath), was PI for a multi-million-pound EPSRC Centre for Doctoral Training, and is currently the Director of the Bath Institute for Mathematical Innovation.

Juan Carlos Pardo is a full professor at the department of Probability and Statistics at Centro de Investigación en Matemáticas (CIMAT). He was educated at the Universidad Nacional Autónoma de México (UNAM) and Université de Paris VI (Sorbonne Université). He has spent over 13 years working on the theory and application of path-discontinuous stochastic processes and has more than 50 publications in these areas. During the academic year 2018-2019, he held the David Parkin visiting professorship at the University of Bath.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2022
• Language: English
• ISBN 10: 1108480292
• ISBN 13: 9781108480291
• Binding: Hardcover
• Number of pages: 484