Levy Processes: 121 (Cambridge Tracts in Mathematics, Series Number 121)

Bertoin Jean

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Idioma: inglés

Editorial: Cambridge University Press, 1998

0521646324 / 9780521646321

Serie: Libro 3 de 46 - Cambridge Tracts in Mathematics

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Descripción del artículo del vendedor

This is an up-to-date and 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.

N° de ref. del artículo CIN0521646324VG

Título
Levy Processes: 121 (Cambridge Tracts in Mathematics, Series Number 121)
Autor
Bertoin Jean
Editorial
Cambridge University Press
Año de publicación
1998
Estado
Very Good
Encuadernación
Paperback
Idioma
inglés
ISBN 10
0521646324
ISBN 13
9780521646321
Serie
Libro 3 de 46: Cambridge Tracts in Mathematics

World of Books Inc

Montgomery, IL, Estados Unidos de America

Vendedor de 4 estrellas

Vendedor de IberLibro desde 23 de marzo de 2026

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