Related Books
Language: en
Pages: 382
Pages: 382
Type: BOOK - Published: 2006-12-18 - Publisher: Springer Science & Business Media
This textbook forms the basis of a graduate course on the theory and applications of Lévy processes, from the perspective of their path fluctuations. The book
Language: en
Pages: 476
Pages: 476
Type: BOOK - Published: 2014-01-31 - Publisher:
Language: en
Pages: 461
Pages: 461
Type: BOOK - Published: 2014-01-09 - Publisher: Springer Science & Business Media
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory
Language: en
Pages: 215
Pages: 215
Type: BOOK - Published: 2014-01-16 - Publisher: Springer
This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Alt
Language: en
Pages: 354
Pages: 354
Type: BOOK - Published: 2022-01-01 - Publisher: Springer Nature
This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathema