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