Fluctuations of Lévy Processes with Applications Introductory Lectures /
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewa...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2014.
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Edición: | 2nd ed. 2014. |
Colección: | Universitext,
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Temas: | |
Acceso en línea: | Texto Completo |