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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:
  • Engelsk
  • ISBN:
  • 9780521553025
  • Bindende:
  • Hardback
  • Sider:
  • 500
  • Utgitt:
  • 11 november 1999
  • Dimensjoner:
  • 158x237x32 mm.
  • Vekt:
  • 900 g.
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Leveringstid: 2-4 uker
Forventet levering: 20 juli 2024

Beskrivelse 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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