Lévy Processes and Infinitely Divisible Distributions - Ken-Iti Sato
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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 ... Full description
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Description
More Information
| Author | Ken-Iti Sato |
|---|---|
| Publisher | Cambridge University Press |
| Release year | 2015 |
| Cover type | Softcover |
| EAN | 9781107656499 |