French
Introductory Lectures on Fluctuations of Lévy Processes with Applications
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Lévy Processes and Applications
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Altmetric BadgeChapter 2 TheLévy–Itô Decomposition and Path Structure
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Altmetric BadgeChapter 3 More Distributional and Path-Related Properties
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Altmetric BadgeChapter 4 General Storage Models and Paths of Bounded Variation
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Altmetric BadgeChapter 5 Subordinators at First Passage and Renewal Measures
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Altmetric BadgeChapter 6 The Wiener–Hopf Factorisation
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Altmetric BadgeChapter 7 Lévy Processes at First Passage and Insurance Risk
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Altmetric BadgeChapter 8 Exit Problems for Spectrally Negative Processes
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Altmetric BadgeChapter 9 Applications to Optimal Stopping Problems
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Altmetric BadgeChapter 10 Continuous-State Branching Processes