Introductory Lectures On Fluctuations Of Levy Processes With Applications

Levy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory ... » 

Levy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. This text book forms the basis of a graduate course on the theory and applications of Levy processes, from the perspective of their path fluctuations. «