Store besparelser
Hurtig levering
Fri fragt over 499,-
Gemte
Log ind
0
Kurv
Kurv
Levy Matters III
- Levy-Type Processes: Construction, Approximation and Sample Path Properties
Engelsk
Bogcover for Levy Matters III af Rene Schilling, Bjorn Bottcher, Jian Wang, 9783319026831
Specifikationer
Sprog:
Engelsk
Sider:
199
ISBN-13:
9783319026831
Indbinding:
Paperback
ISBN-10:
3319026836
Udg. Dato:
28 jan 2014
Størrelse i cm:
15,3 x 23,3 x 2,2
Oplagsdato:
28 jan 2014

Levy Matters III

- Levy-Type Processes: Construction, Approximation and Sample Path Properties
Engelsk
Paperback 2014
Format:

Bog beskrivelse

This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévy-type process: a non-random function which is a counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levy-type processes.

This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.

... Vis mere

Forlags Vejl. pris
477,63 kr
Hos Booktok
376 kr
spar 21%
Læg i kurv nu
Sikker betaling
6 - 8 hverdage

Specifikationer
Sprog:
Engelsk
Sider:
199
ISBN-13:
9783319026831
Indbinding:
Paperback
ISBN-10:
3319026836
Udg. Dato:
28 jan 2014
Størrelse i cm:
15,3 x 23,3 x 2,2
Oplagsdato:
28 jan 2014
Finder produkter...
Kategori sammenhænge