Stable lévy processes via lamperti-type representations
Auteur :
Kyprianou, Andreas E. / Pardo, Juan Carlos
Éditeur :
Cambridge University Press
ISBN :
9781108480291
Date de publication :
7 avr. 2022
Dimensions :
23,4 x 15,6 x 2,7 cm
Poids :
870 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This completely new mathematical treatment, geared toward graduate students and researchers, systemically covers the theory of Stable Lévy processes, which serve as a key building block to many other stochastic models prevalent in biology, physics, economics and engineering.