This 1996 book is a comprehensive account of the theory of L???vy 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 ...
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This 1996 book is a comprehensive account of the theory of L???vy 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 L???vy processes and in fluctuation theory. L???vy 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.
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Add this copy of Lévy Processes to cart. $57.00, very good condition, Sold by Amarisan rated 3.0 out of 5 stars, ships from Los Angeles, CA, UNITED STATES, published 1998 by Cambridge University Press.
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New. This 1996 book is a comprehensive account of the theory of Levy processes; aimed at probability theorists. Series: Cambridge Tracts in Mathematics. Num Pages: 278 pages, illustrations. BIC Classification: PBK; PBT. Category: (P) Professional & Vocational. Dimension: 229 x 153 x 15. Weight in Grams: 416. 1998. Revised ed. paperback.....We ship daily from our Bookshop.
Add this copy of Lévy Processes (Cambridge Tracts in Mathematics, Series to cart. $131.11, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 1998 by Cambridge University Press.
