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Lévy Processes
Publisher:
Cambridge India
| Author:
Jean Bertoin
| Language:
English
| Format:
Paperback
Publisher:
Cambridge India
Author:
Jean Bertoin
Language:
English
Format:
Paperback
₹995 ₹895
Save: 10%
In stock
Ships within:
3-5 Days
In stock
ISBN:
SKU
9780521170048
Category Mathematics
Category: Mathematics
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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 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. This will become the standard reference on the subject for all working probability theorists.
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Description
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 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. This will become the standard reference on the subject for all working probability theorists.
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