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Levy Processes: Theory and Applications Ole Barndorff-nielsen
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Levy Processes: Theory and Applications
Ole Barndorff-nielsen
A Levy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. This volume describes the development of this subject with special emphasis on the non-Brownian world. It is suitable for graduate seminars in applied probability, stochastic processes, physics, and finance.
418 pages, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 30 de marzo de 2001 |
| ISBN13 | 9780817641672 |
| Editores | Birkhauser Boston Inc |
| Páginas | 418 |
| Dimensiones | 178 × 254 × 23 mm · 938 g |
| Lengua | Inglés |
| Editor | Barndorff-nielsen, Ole E. |
| Editor | Mikosch, Thomas |
| Editor | Resnick, Sidney I. |
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