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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| Format: | eBook |
| Language: | English |
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Boston, MA :
Birkhäuser Boston : Imprint : Birkhäuser,
2001.
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| Online Access: | Connect to the full text of this electronic book |
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