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Stable Lévy Processes via Lamperti-Type Representations

Stable Lévy Processes via Lamperti-Type Representations

Contenu

This completely new mathematical treatment, geared toward graduate students and researchers, systemically covers the theory of Stable Levy processes, which serve as a key building block to many other stochastic models prevalent in biology, physics, economics and engineering.

Informations bibliographiques

avril 2022, Institute of Mathematical Statistics Monographs, Anglais
Cambridge Academic
978-1-108-48029-1

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