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Can I read Lévy Processes : Theory and Applications on EtoBox?
Lévy Processes : Theory and Applications by Ken-iti Sato (auth.), Ole E. Barndorff-Nielsen, Sidney I. Resnick, Thomas Mikosch (eds.) is a mathematics available to read on EtoBox.
What is Lévy Processes : Theory and Applications about?
<p>A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and societ
Who reads Lévy Processes : Theory and Applications?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Ken-iti Sato (auth.), Ole E. Barndorff-Nielsen, Sidney I. Resnick, Thomas Mikosch (eds.)
- Publisher
- Birkhäuser Boston : Imprint: Birkhäuser
- Published
- 2001
- Language
- EN
- ISBN
- 9780817641672
- Category
- mathematics
- Subjects
- Mathematics, Business, Science
- Updated
- 2026-03-25
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