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Viac informácií o knihe Levy Processes

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• Anotácia kniha
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Anotácia knihy

This 1996 book is a comprehensive account of the theory of Lévy 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 Lévy processes and in fluctuation theory. Lévy 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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Calculus & mathematical analysis

• Celý názov: Levy Processes
• Autor: Jean Bertoin
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 278
• EAN: 9780521646321
• ISBN: 0521646324
• ID: 04378567
• Nakladateľ: Cambridge University Press
• Hmotnosť: 416 g
• Rozmery: 229 × 153 × 15 mm
• Dátum vydania: 29. October 1998

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