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Levy Processes
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Levy Processes Hardcover - 2001 - 2001st Edition

by Barndorff-Nielsen, Ole E [Editor]; Mikosch, Thomas [Editor]; Resnick, Sidney I. [Editor];

From the publisher

In the past, representatives of the L, vy 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 society has led to a renaissance of the theory of general L, vy processes. Researchers and practitioners in physics, meteorology, statistics, insurance and finance have rediscovered the simplicity of L, vy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian wor

First line

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.

Details

  • Title Levy Processes
  • Author Barndorff-Nielsen, Ole E [Editor]; Mikosch, Thomas [Editor]; Resnick, Sidney I. [Editor];
  • Binding Hardcover
  • Edition number 2001st
  • Edition 2001
  • Pages 415
  • Publisher Birkhäuser Boston
  • Date March 30, 2001
  • Features Bibliography, Illustrated
  • ISBN 9780817641672

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Levy Processes
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Levy Processes

by Barndorff-Nielsen, Ole E, Mikosch, Thomas, Resnick, Sidney I.

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Levy Processes: Theory and Applications

Levy Processes: Theory and Applications

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Levy Processes: Theory and Applications [Hardcover
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Levy Processes: Theory and Applications [Hardcover

by Barndorff-Nielsen, Ole E; Mikosch, Thomas and Resnick, Sidney I.

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ISBN 10 / ISBN 13
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Levy Processes: Theory and Applications [Hardcover
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Levy Processes: Theory and Applications [Hardcover

by Barndorff-Nielsen, Ole E; Mikosch, Thomas and Resnick, Sidney I.

  • Used
  • Hardcover
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Used
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Hardcover
ISBN 10 / ISBN 13
9780817641672 / 081764167x
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In overall good condition, no pages missing. Shipping can take between 2-6weeks for international deliveries. Hardback copies may or may not have dust jackets, please get in contact for more information.
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$59.11 shipping to USA
Levy Processes
Stock Photo: Cover May Be Different

Levy Processes

by Barndorff-Nielsen, Ole E [Editor]; Mikosch, Thomas [Editor]; Resnick, Sidney I. [Editor];

  • New
  • Hardcover
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9780817641672 / 081764167X
Quantity Available
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This seller has earned a 5 of 5 Stars rating from Biblio customers.
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Birkhäuser, 2001-03-30. Hardcover. New. New. In shrink wrap. Looks like an interesting title!
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$199.55
$5.45 shipping to USA