Levy Processes and Infinitely Divisible Distributions
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Levy 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 Levy processes, and at the same time serves as an introduction to stochastic processes in general.
Информация за "Levy Processes and Infinitely Divisible Distributions"
- SKU 9780521553025
- Weight 0.900000
- ISBN 9780521553025
- Вид корица Hardback
- Издателство Cambridge University Press
- Брой страници 500
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