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Lévy Processes

Theory and Applications

Lévy Processes( )
Editor: Barndorff-Nielsen, Ole E.
Mikosch, Thomas
Resnick, Sidney I.
ISBN:978-1-4612-6657-0
Publication Date:Oct 2012
Publisher:Birkhäuser Boston
Book Format:Paperback
List Price:USD $119.99
Book Description:

A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature...
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Book Details
Pages:418
Physical Dimensions (W X L X H):6.942 x 9.906 Inches
Book Weight:1.813 Pounds



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