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Levy Processes (Paperback, Revised) Loot Price: R2,145
Discovery Miles 21 450
Levy Processes (Paperback, Revised): Jean Bertoin

Levy Processes (Paperback, Revised)

Jean Bertoin

Series: Cambridge Tracts in Mathematics

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Loot Price R2,145 Discovery Miles 21 450 | Repayment Terms: R201 pm x 12*

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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 (independence and stationarity of the increments) and analytic tools (especially Fourier and Laplace transforms) to give a quick and concise treatment of the core theory, with the minimum of technical requirements. Special properties of subordinators are developed and then appear as key features in the study of the local times of real-valued Lévy processes and in fluctuation theory. Lévy processes with no positive jumps receive special attention, as do stable processes. In sum, this will become the standard reference on the subject for all working probability theorists.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Cambridge Tracts in Mathematics
Release date: October 1998
First published: 1996
Authors: Jean Bertoin
Dimensions: 229 x 152 x 16mm (L x W x T)
Format: Paperback - Trade
Pages: 278
Edition: Revised
ISBN-13: 978-0-521-64632-1
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis
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LSN: 0-521-64632-4
Barcode: 9780521646321

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