Levy Processes: Theory and Applications - Ole Barndorff-nielsen - Books - Birkhauser Boston Inc - 9780817641672 - March 30, 2001
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Ole Barndorff-nielsen
Levy Processes: Theory and Applications

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A Levy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. This volume describes the development of this subject with special emphasis on the non-Brownian world. It is suitable for graduate seminars in applied probability, stochastic processes, physics, and finance.

418 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released March 30, 2001
ISBN13 9780817641672
Publishers Birkhauser Boston Inc
Pages 418
Dimensions 178 × 254 × 23 mm   ·   938 g
Language English  
Editor Barndorff-nielsen, Ole E.
Editor Mikosch, Thomas
Editor Resnick, Sidney I.

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