Lévy Processes
Theory and Applications
Produktform: Buch / Einband - fest (Hardcover)
In the past, representatives of the L,vy class were considered most
useful for applications to either Brownian motion or the Poisson
process. Nowadays, the need for modeling jumps, bursts, extremes and
other irregular behavior of phenomena in nature and society has led to
a renaissance of the theory of general L,vy processes. Researchers and
practitioners in physics, meteorology, statistics, insurance and
finance have rediscovered the simplicity of L,vy processes and their
enormous flexibility in modeling tails, dependence and path behavior.
This volume describes the state-of-the-art of this rapidly
evolving subject with special emphasis on the non-Brownian world.weiterlesen
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