Levy matters: recent progress in theory and applications: fractional levy fields, and scale functions
Auteur :
Cohen, Serge
Éditeur :
Cohen, SergeKuznetsov, Alexey,Kyprianou, Andreas E.,Rivero, Victor,
ISBN :
9783642314063
Date de publication :
11 sept. 2012
Dimensions :
23,5 x 15,5 x 1,3 cm
Poids :
314 g
Langue :
Anglais
Pays d'origine :
Allemagne
Examines a number of key topics in the theory or applications of Levy processes and pays tribute to this rapidly evolving subject with special emphasis on the non-Brownian world. This book offers theoretical introduction as well as possible applications and simulation techniques.