Levy Processes

PLN489.00
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Levy Processes

Levy Processes

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Levy Processes

  • Brand: Unbranded

PLN489.00

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14-Day Returns Policy

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PLN489.00

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Description

Levy Processes

This 1996 book is a comprehensive account of the theory of LÃvy processes. This branch of modern probability theory has been developed over recent years and has many applications in such areas as queues mathematical finance and risk estimation. Professor Bertoin has used the powerful interplay between the probabilistic structure (independence and stationarity of the increments) and analytic tools (especially Fourier and Laplace transforms) to give a quick and concise treatment of the core theory with the minimum of technical requirements. Special properties of subordinators are developed and then appear as key features in the study of the local times of real-valued LÃvy processes and in fluctuation theory. LÃvy processes with no positive jumps receive special attention as do stable processes. In sum this will become the standard reference on the subject for all working probability theorists. Language: English
  • Brand: Unbranded
  • Category: Education
  • Artist: Bertoin Jean
  • Format: Paperback
  • Language: English
  • Publication Date: 2012/04/20
  • Publisher / Label: Cambridge University Press
  • Number of Pages: 278
  • Fruugo ID: 337412227-741048299
  • ISBN: 9780521646321

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  • STANDARD: PLN41.00 - Delivery between Fri 17 July 2026–Wed 22 July 2026

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