by RenmingSong (Author), ZoranVondracek (Author), KrzysztofBogdan (Author), Andrzej Stos (Editor), PiotrGraczyk (Editor), Michal Ryznar (Author), TadeuszKulczycki (Author), TomaszByczkowski (Author)
Stable Levy and related processes play a key role in stochastic modeling in applied sciences, and especially in financial mathematics. This book covers the potential theory of stable stochastic processes, focusing on those containing the Brownian motion.
Format: Paperback
Pages: 196
Publisher: Springer
Published: 14 Aug 2009
ISBN 10: 3642021409
ISBN 13: 9783642021404