Levy Processes and Infinitely Divisible Distributions (Hardcover)

此書已出版了新版
 

作者: Ken-iti Sato 
分類: Calculus & mathematical analysis ,
Probability & statistics  
書城編號: 385221


售價: $1806.00

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出版社: Cambridge University Press
出版日期: 1999/11/11
尺寸: 231x165x38mm
重量: 862 grams
ISBN: 9780521553025

商品簡介
L vy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of L vy processes, and at the same time introduces stochastic processes in general. No specialist knowledge is assumed and proofs and exercises are given in detail. The author systematically studies stable and semi-stable processes and emphasizes the correspondence between L vy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume.
Ken-iti Sato 作者作品表

Levy Processes and Infinitely Divisible Distributions (Paperback)

Levy Processes and Infinitely Divisible Distributions (Hardcover)

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