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Stable Levy Processes via Lamperti-Type Representations

Bag om Stable Levy Processes via Lamperti-Type Representations

This completely new mathematical treatment, geared toward graduate students and researchers, systemically covers the theory of Stable Levy processes, which serve as a key building block to many other stochastic models prevalent in biology, physics, economics and engineering.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781108480291
  • Indbinding:
  • Hardback
  • Sideantal:
  • 484
  • Udgivet:
  • 7. april 2022
  • Udgave:
  • Størrelse:
  • 234x159x31 mm.
  • Vægt:
  • 874 g.
  • 8-11 hverdage.
  • 9. december 2024
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This completely new mathematical treatment, geared toward graduate students and researchers, systemically covers the theory of Stable Levy processes, which serve as a key building block to many other stochastic models prevalent in biology, physics, economics and engineering.

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