Related Books
Language: en
Pages: 486
Pages: 486
Type: BOOK - Published: 2022-04-07 - Publisher: Cambridge University Press
Stable Lévy processes lie at the intersection of Lévy processes and self-similar Markov processes. Processes in the latter class enjoy a Lamperti-type represe
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
Language: en
Pages: 261
Pages: 261
Type: BOOK - Published: 2024-10-29 - Publisher: World Scientific
In this book, potential theory is presented in an inclusive and accessible manner, with the emphasis reaching from classical to modern, from analytic to probabi
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: 140
Pages: 140
Type: BOOK - Published: 2019-11-02 - Publisher: Springer Nature
This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additiv