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Lévy Processes (Cambridge Tracts in Mathematics)
Lvy Processes - Cambridge Tracts in Mathematics
Author: Jean Bertoin
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 (ind...  more »
ISBN-13: 9780521562430
ISBN-10: 0521562430
Publication Date: 7/13/1996
Pages: 275
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Publisher: Cambridge University Press
Book Type: Hardcover
Other Versions: Paperback
Members Wishing: 0
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