Levy Processes and Infinitely Divisible Distributions

Name: Levy Processes and Infinitely Divisible Distributions
Brand: Cambridge University Press
SKU: 9780521553025
Price: 4192 CZK
Availability: InStock

Autor: Sato, Ken-iti (Nagoya University, Japan)

Jazyk:

Vazba: Pevná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

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4 192 Kč

Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochast...

Informace o knize

Autor

Sato, Ken-iti (Nagoya University, Japan)

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

1999

Stránek

500

EAN

9780521553025

ISBN

0521553024

Enbook ID

04092813

Vydavatel

Cambridge University Press

Hmotnost

900

Rozměry

158 x 237 x 32

Kompletní popis

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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Levy Processes and Infinitely Divisible Distributions

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Kompletní popis

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