
Lévy Processes
A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes.
- Undertitel
- Theory and Applications
- Upplaga
- 2001 ed.
- ISBN
- 9780817641672
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 30.3.2001
- Förlag
- Birkhauser Boston Inc
- Sidor
- 418