Lévy Processes Theory and Applications

Lévy Processes Theory and Applications / edited by Ole E Barndorff-Nielsen, Thomas Mikosch, Sidney I. Resnick.

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. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered...

Full description

Saved in:
Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Barndorff-Nielsen, Ole E. (Editor), Mikosch, Thomas (Editor), Resnick, Sidney I. (Editor)
Format: eBook
Language:English
Published: Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2001.
Edition:1st ed. 2001.
Series:Springer eBook Collection.
Subjects:
Probabilities.
Applied mathematics.
Engineering mathematics.
Operations research.
Management science.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Login for hold information

‌

Click to view e-book

Online

Holdings details from Online
Call Number: E-Book
Status: Available

Similar Items