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Название: Introductory Lectures onFluctuations of Levy Processes with Applications
Автор: Andreas E. Kyprianou
Аннотация:
There can be no doubt, particularly to the more experienced reader, that
the current text has been heavily influenced by the outstanding books of
Bertoin (1996) and Sato (1999), and especially the former which also takes a
predominantly pathwise approach to its content. It should be reiterated however that, unlike the latter two books, this text is not intended as a research
monograph nor as a reference manual for the researcher.
Writing of this text began whilst I was employed at Utrecht University,
The Netherlands. In early 2005 I moved to a new position at Heriot Watt
University in Edinburgh, Scotland, and in the final stages of completion of
the book to The University of Bath. Over a period of several months my
presence in Utrecht was phased out and my presence in Edinburgh was phased
in. Along the way I passed through the Technical University of Munich and
The University of Manchester. I should like to thank these four institutes and
my hosts for giving me the facilities necessary to write this text (mostly time
and a warm, dry, quiet room with an ethernet connection). I would especially
like to thank my colleagues at Utrecht for giving me the opportunity and
environment in which to develop this course, Ron Doney during his two-month
absence for lending me the key to his office and book collection whilst mine
was in storage and Andrew Cairns for arranging to push my teaching duties
into 2006 allowing me the focus to finalise this text.