Könyv Levy Processes and Infinitely Divisible Distributions Sato

Levy Processes and Infinitely Divisible Distributions

Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 9-15 napon belül
72 233 Ft
Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochast...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
1999
oldal
500
EAN
9780521553025
ISBN
0521553024
Enbook ID
04092813
Súly
900
Méretek
158 x 237 x 32

Teljes leírás

Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book is intended to provide the reader with comprehensive basic knowledge of Lévy processes, and at the same time serve as an introduction to stochastic processes in general. No specialist knowledge is assumed and proofs are given in detail. Systematic study is made of stable and semi-stable processes, and the author gives special emphasis to the correspondence between Lévy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer.

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