Levy Processes - Jean Bertoin - Paperback Bog - Cambridge University Press - 1998 - Engelsk - Booktok.dk
Brand: Cambridge University Press
Description
This 1996 book is a comprehensive account of the theory of Lévy processes. Professor Bertoin uses the interplay between the probabilistic structure and analytic tools to give a quick and concise treatment of the core theory, with the minimum of technical requirements.