Lévy Processes : Theory and Applications /

A Lvy 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 Lvy class were considered m...

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Bibliographic Details

Main Author:	Barndorff-Nielsen, Ole E.
Corporate Author:	SpringerLink (Online service)
Other Authors:	Resnick, Sidney I., Mikosch, Thomas
Format:	eBook
Language:	English
Published:	Boston, MA : Birkhäuser Boston : Imprint : Birkhäuser, 2001.
Subjects:	Mathematics. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book