Levy Processes 2024 pdf epub mobi 電子書 下載

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Levy Processes pdf epub mobi 圖書描述

This is an up-to-date and comprehensive account of the theory of Lévy processes. This branch of modern probability theory has been developed over recent years and has many applications in such areas as queues, mathematical finance and risk estimation. Professor Bertoin has used the powerful interplay between the probabilistic structure (independence and stationarity of the increments) and analytic tools (especially Fourier and Laplace transforms) to give a quick and concise treatment of the core theory, with the minimum of technical requirements. Special properties of subordinators are developed and then appear as key features in the study of the local times of real-valued Lévy processes and in fluctuation theory. Lévy processes with no positive jumps receive special attention, as do stable processes. In sum, this will become the standard reference on the subject for all working probability theorists.

Levy Processes 2024 pdf epub mobi 電子書 下載

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發表於2024-10-03

Levy Processes 2024 pdf epub mobi 電子書 下載

Levy Processes 2024 pdf epub mobi 電子書 下載

Levy Processes 2024 pdf epub mobi 電子書 下載

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圖書標籤: 金融數學  數學  分析  University  Processes,  Press  Levy  Cambridge   

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Levy Processes 2024 pdf epub mobi 電子書 下載

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