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Levy Processes: Theory and Applications
January 2001, Birkhauser
Hardcover
in English
376434167X 9783764341671
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"The study of Levy processes with jumps began around 1930, whereas Brownian motion (a Levy process with continuous sample functions) was investigated earlier by Bachelier, Einstein, and Wiener."
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- Created April 30, 2008
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April 24, 2010 | Edited by Open Library Bot | Fixed duplicate goodreads IDs. |
April 16, 2010 | Edited by bgimpertBot | Added goodreads ID. |
December 15, 2009 | Edited by WorkBot | link works |
April 30, 2008 | Created by an anonymous user | Imported from amazon.com record |