Книга Levy Processes and Infinitely Divisible Distributions Sato

Levy Processes and Infinitely Divisible Distributions

Език: Английски език
Корици: С твърди корици
Издател: Cambridge University Press
Наличност: Външен склад
Изпращаме след 9-15 дни
191.14 373.83 лв
Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochast...

Информация за книгата

Език
Английски език
Корици
Книга - С твърди корици
Издадена
1999
страници
500
EAN
9780521553025
ISBN
0521553024
Enbook ID
04092813
Теглоt
900
Размери
158 x 237 x 32

Пълно описание

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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