Kontakt
Jak nakupovat
Doručení
Nákupní rádce
Levy Matters III
Levy-Type Processes: Construction, Approximation and Sample Path Properties
Angličtina
106 b
Až 30 dní na vrácení zboží
Zákazníci také koupili
/
Adobe ePub DRM
133
Kč
/
Brožovaná
762
Kč
/
Brožovaná
469
Kč
/
Brožovaná
1 017
Kč
This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévy-type process: a non-random function which is a counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levy-type processes.§
Informace o knize
Angličtina
Darujte tuto knihu ještě dnes
Je to snadné
1 Přidejte knihu do košíku a zvolte doručit jako dárek 2 Obratem vám zašleme poukaz 3 Kniha dorazí na adresu obdarovanéhoMohlo by vás také zajímat
/
Brožovaná
641
Kč
/
Brožovaná
527
Kč
/
Brožovaná
444
Kč
/
Brožovaná
299
Kč
/
Brožovaná
288
Kč
/
Pevná
939
Kč
