Levy Processes and Infinitely Divisible Distributions
This successful text provides a comprehensive basic knowledge of Levy processes and serves as an introduction to stochastic processes in general. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.
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This successful text provides a comprehensive basic knowledge of Levy processes and serves as an introduction to stochastic processes in general. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.
ISBN / EAN | 9781107656499 |
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Auteur | Sato, Ken-iti (Nagoya University, Japan) |
Editeur | Cambridge University Press |