Mohlo by se vám také líbit

Více informací o knize Lévy Matters. Vol.1

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 168 bodů

Anotace knihy

This is the first volume of a subseries of the Lecture Notes in Mathematics called Lévy Matters, which will appear randomly over the next years.§Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.§The three expository articles of this first volume have been chosen to reflect the breadth of the area of Lévy processes.§The first article by Ken-iti Sato characterizes extensions of the class of selfdecomposable distributions on R^d.§The second article by Thomas Duquesne discusses Hausdorff and packing measures of stable trees.§The third article by Oleg Reichmann and Christoph Schwab presents numerical solutions to Kolmogoroff equations, which arise for instance in financial engineering, when Lévy or additive processes model the dynamics of the risky assets.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Probability & statistics

• Plný název: Lévy Matters. Vol.1
• Podnázev: A subseries on Levy processes
• Autor: Ole E. Barndorff-Nielsen, Jean Bertoin, Jean Jacod
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 195
• EAN: 9783642140068
• ISBN: 3642140068
• ID: 01656131
• Nakladatelství: Springer, Berlin
• Hmotnost: 380 g
• Rozměry: 235 × 155 × 15 mm
• Datum vydání: 30. July 2010

Oblíbené z jiného soudku

---

---

---