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Levy Processes and Infinitely Divisible Distributions - Cambridge Studies in Advanced Mathematics Sato, Ken-iti (Nagoya University, Japan)
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Levy Processes and Infinitely Divisible Distributions - Cambridge Studies in Advanced Mathematics
Sato, Ken-iti (Nagoya University, Japan)
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.
500 pages, black & white illustrations
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 1999. gada 11. novembris |
| ISBN13 | 9780521553025 |
| Izdevēji | Cambridge University Press |
| Lapas | 500 |
| Izmēri | 158 × 237 × 32 mm · 900 g |
| Valoda | Angļu |
