Levy Processes Theory and Applications
- List Price: $209.00
- Binding: Hardcover
- Publisher: Springer Verlag
- Publish date: 04/01/2001
Description:
Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance and finance have rediscovered the simplicity or Levy 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, and surveys of recent developments and the most-promising applications.
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