Levy Processes(1st Edition)
Authors:
Jean Bertoin
In Stock: 1 Left
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Total Price:
$122.79
Solution Manual Includes
Price:
$9.99
Book details
ISBN: 0521562430, 978-0521562430
Book publisher: Cambridge University Press
Book Price $122.79 : 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.
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