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Levy Processes and Infinitely Divisible Distributions - Ken-iti (Nagoya University Sato - Bog

af Ken-iti (Nagoya University Sato

indgår i Cambridge Studies in Advanced Mathematics serien

Levy Processes and Infinitely Divisible Distributions af Ken-iti (Nagoya University Sato
Bag 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521553025
  • Indbinding:
  • Hardback
  • Sideantal:
  • 500
  • Udgivet:
  • 11. November 1999
  • Størrelse:
  • 158x237x32 mm.
  • Vægt:
  • 900 g.
  • 2-3 uger.
  • 12. Juli 2024
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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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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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