Stable Lévy Processes via Lamperti-Type Representations
Inhalt
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.
Bibliografische Angaben
April 2022, Institute of Mathematical Statistics Monographs, Englisch
Cambridge Academic
978-1-108-48029-1