Stable Levy Processes via Lamperti-Type Representations

Auteur: Kyprianou, Andreas E. (University of Bath)
Editeur: Cambridge University Press
This completely new mathematical treatment, geared toward graduate students and researchers, systemically covers the theory of Stable Lévy processes, which serve as a key building block to many other stochastic models prevalent in biology, physics, economics and engineering.
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This completely new mathematical treatment, geared toward graduate students and researchers, systemically covers the theory of Stable Lévy processes, which serve as a key building block to many other stochastic models prevalent in biology, physics, economics and engineering.
ISBN / EAN 9781108480291
Auteur Kyprianou, Andreas E. (University of Bath)
Editeur Cambridge University Press