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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: 9780521646321
ISBN-10: 0521646324
Publication Date: 12/28/1998
Pages: 276
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Publisher: Cambridge University Press
Book Type: Paperback
Other Versions: Hardcover
Members Wishing: 0
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