Lévy processes
Auteur :
Bertoin, Jean
Éditeur :
Cambridge University Press
ISBN :
9780521646321
Date de publication :
29 oct. 1998
Dimensions :
22,9 x 15,2 x 1,6 cm
Poids :
410 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This 1996 book is a comprehensive account of the theory of Lévy processes. Professor Bertoin uses the interplay between the probabilistic structure and analytic tools to give a quick and concise treatment of the core theory, with the minimum of technical requirements.