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Levy Processes and Infinitely Divisible Distributions

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In Stock (77)

£ 168.00

Description

Lévy processes are perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Lévy processes, and at the same time serves as an introduction to stochastic processes in general.

Book Details
EAN:
9780521553025
Binding:
Hardback
Dimensions(mm):
237 x 158 x 32
Publication Date:
1999-11-11
Publication Country:
United Kingdom