Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = 0,1,......
Κύριοι συγγραφείς: | Rocha-Arteaga, Alfonso (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Sato, Ken-iti (http://id.loc.gov/vocabulary/relators/aut) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2019.
|
Έκδοση: | 1st ed. 2019. |
Σειρά: | SpringerBriefs in Probability and Mathematical Statistics,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Παρόμοια τεκμήρια
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On Stein's Method for Infinitely Divisible Laws with Finite First Moment
ανά: Arras, Benjamin, κ.ά.
Έκδοση: (2019) -
Topics in Spatial Stochastic Processes Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001 /
ανά: Capasso, Vincenzo, κ.ά.
Έκδοση: (2003) -
Lévy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance /
ανά: Duquesne, Thomas, κ.ά.
Έκδοση: (2010) -
Generalized Stochastic Processes Modelling and Applications of Noise Processes /
ανά: Schäffler, Stefan, κ.ά.
Έκδοση: (2018) -
Discrete Stochastic Processes and Applications
ανά: Collet, Jean-François, κ.ά.
Έκδοση: (2018)