Levy Processes: 121 (Cambridge Tracts in Mathematics, Series Number 121) - Image 1

£63.22

Cambridge University Press Levy Processes: 121 (Cambridge Tracts in Mathematics, Series Number 121)

Name: Levy Processes: 121 (Cambridge Tracts in Mathematics, Series Number 121)
Brand: Cambridge University Press
Price: 63.22 GBP
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Description

This 1996 book is a 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.

Product Specifications

Brand: Cambridge University Press
Format: paperback
ASIN: 0521646324
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Mathematical Analysis
Domain: Amazon UK
Release Date: 29 October 1998
Listed Since: 15 December 2006

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Cambridge University Press Levy Processes: 121 (Cambridge Tracts in Mathematics, Series Number 121)

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