Lévy processes and infinitely divisible distributions
Auteur :
Sato, Ken-iti
Éditeur :
Cambridge University Press
ISBN :
9780521553025
Date de publication :
11 nov. 1999
Dimensions :
23,7 x 15,8 x 3,2 cm
Poids :
805 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Lévy 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 Lévy processes, and at the same time serves as an introduction to stochastic processes in general.