Levy Processes and Infinitely Divisible Distributions 1
bokomslag Levy Processes and Infinitely Divisible Distributions
Kropp & själ

Levy Processes and Infinitely Divisible Distributions

Ken-Iti Sato • Ken'Ichi Sato • Ken-Iti Sato • Sato Ken-Iti

Inbunden

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  • 500 sidor
  • 1999
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.
  • Författare: Ken-Iti Sato, Ken'Ichi Sato, Ken-Iti Sato, Sato Ken-Iti
  • Format: Inbunden
  • ISBN: 9780521553025
  • Språk: Engelska
  • Antal sidor: 500
  • Utgivningsdatum: 1999-11-11
  • Förlag: Cambridge University Press

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