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Tempered Stable Distributions Stochastic Models for Multiscale Processes /

This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions. A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them li...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Grabchak, Michael (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Cham : Springer International Publishing : Imprint: Springer, 2016.
Édition:1st ed. 2016.
Collection:SpringerBriefs in Mathematics,
Sujets:
Accès en ligne:Texto Completo
Table des matières:
  • Introduction
  • Preliminaries
  • Tempered Stable Distributions
  • Limit Theorems for Tempered Stable Distributions
  • Multiscale Properties of Tempered Stable Levy Processes
  • Parametric Classes
  • Applications
  • Epilogue
  • References.