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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
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2001年3月30日 |
| ISBN13 | 9780817641672 |
| 出版社 | Birkhauser Boston Inc |
| ページ数 | 418 |
| 寸法 | 178 × 254 × 23 mm · 938 g |
| 言語 | 英語 |
| 編集者 | Barndorff-nielsen, Ole E. |
| 編集者 | Mikosch, Thomas |
| 編集者 | Resnick, Sidney I. |
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