Levy Processes
Contributors: Ole E. Barndorff-Nielsen (Editor); Thomas Mikosch (Editor); Sidney I. Resnick (Editor)
Edition: 1 edition
Publisher: Birkhäuser Boston
Published: March 30, 2001
Language: eng
Format: Hardcover
Number of pages: 415
ISBN-13: 9780817641672
Subjects: Insurance; PHYSICS; Probability & statistics; Stochastics; Probability & Statistics - General; Markov Processes; Mathematics; Science/Mathematics; Mathematics / Statistics; Levy processes; Lâevy processes
First sentence: 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.