Isbn: 9783540485100 - fluctuation theory for lévy processes: ecole d'eté de probabilités de saint-flour xxxv - 2005 (lecture notes in mathematics / école d'été de probabilités de saint-flour): 1897 (17 resultados)

Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Condición: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Condición: Good. Volume 1897. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,350grams, ISBN:9783540485100. …

Condición: As New. Unread book in perfect condition.

Condición: New. In English.

Condición: New.

Condición: New. Brand New ! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 6-10 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.…

16 x 24 cm Broschiert. Condición: Sehr gut. 1st edition. 147 Seiten / pages gelbbaluer broschierter Einband im Groß-Oktavformat; sehr gut erhaltenes Exemplar - in very good condition Sprache: Englisch Gewicht in Gramm: 1.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure.They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, . and of course finance, where the feature that they include examples having 'heavy tails' is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some related distributional problems, are addressed in detail in these notes that reflect the content of the course given by R. Doney in St. Flour in 2005.…

Condición: New.

paperback. Condición: New. In shrink wrap. Looks like an interesting title.

Taschenbuch. Condición: Neu. Fluctuation Theory for Lévy Processes | Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 | Ronald A. Doney | Taschenbuch | Lecture Notes in Mathematics | ix | Englisch | 2007 | Springer | EAN 9783540485100 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Lévy processes, that is, processes in continuous time with stationary and independent increments, form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, and of course finance, where they include particularly important examples having 'heavy tails.' Their sample path behaviour poses a variety of challenging and fascinating problems, which are addressed in detail. 164 pp. Englisch.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, . and of course finance, where the feature that they include examples having 'heavy tails' is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some related distributional problems, are addressed in detail in these notes that reflect the content of the course given by R. Doney in St. Flour in 2005.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 164 pp. Englisch.…