Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Lévy processes, and at the same time introduces stochastic processes in general. No specialist knowledge is assumed and proofs and exercises are given in detail. The author systematically studies stable and semi-stable processes and emphasizes the correspondence between Lévy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume.
發表於2024-11-14
Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書 下載
圖書標籤: 數學 隨機過程
隻讀瞭一二四章,寫得很詳細,適閤自學
評分隻讀瞭一二四章,寫得很詳細,適閤自學
評分隻讀瞭一二四章,寫得很詳細,適閤自學
評分隻讀瞭一二四章,寫得很詳細,適閤自學
評分隻讀瞭一二四章,寫得很詳細,適閤自學
Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書 下載