Lévy Processes
Theory and Applications
Lévy Processes
Theory and Applications
Hardback / bound
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English
€210.95
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Description
A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes.
"This volume presents a useful summary of some of the recent scientific developments concerning Lévy processes. Both introductory and more advanced articles are included. The interested researcher will get a good overview of 'where the action is' whereas students will find numerous interesting research topics to work on . . . I am convinced that the text will contribute further to making stochastic models based on general Lévy processes even more popular. I, therefore, take pleasure in recommending this volume to all interested readers." —ISI Short Book Reviews