Levy Processes
Subtitle: Theory and Applications
Publisher: Birkhauser
Published: January 2001
Language: eng
Format: Hardcover
Number of pages: 415
ISBN-13: 9783764341671
Subjects: Probability & Statistics - General; Mathematics
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.