Related Books

Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
Language: en
Pages: 135
Authors: Alfonso Rocha-Arteaga
Categories: Mathematics
Type: BOOK - Published: 2019-11-02 - Publisher: Springer Nature

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This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additiv
Topics in Infinitely Divisible Distributions and Lévy Processes
Language: en
Pages: 140
Authors: Alfonso Rocha-Arteaga
Categories: Distribution (Probability theory)
Type: BOOK - Published: 2003 - Publisher:

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Lévy Processes and Infinitely Divisible Distributions
Language: en
Pages: 504
Authors: Sato Ken-Iti
Categories: Distribution (Probability theory)
Type: BOOK - Published: 1999 - Publisher: Cambridge University Press

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A Lifetime of Excursions Through Random Walks and Lévy Processes
Language: en
Pages: 354
Authors: Loïc Chaumont
Categories: Mathematics
Type: BOOK - Published: 2022-01-01 - Publisher: Springer Nature

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This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathema
Lévy Processes
Language: en
Pages: 414
Authors: Ole E Barndorff-Nielsen
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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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. Martingales, Markov pr