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Levy Processes and Infinitely Divisible Distributions

Om Levy Processes and Infinitely Divisible Distributions

Levy processes are perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Levy processes, and at the same time serves as an introduction to stochastic processes in general.

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  • Språk:
  • Engelska
  • ISBN:
  • 9780521553025
  • Format:
  • Inbunden
  • Sidor:
  • 500
  • Utgiven:
  • 11 November 1999
  • Mått:
  • 158x237x32 mm.
  • Vikt:
  • 900 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 22 Juli 2024

Beskrivning av Levy Processes and Infinitely Divisible Distributions

Levy processes are perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Levy processes, and at the same time serves as an introduction to stochastic processes in general.

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