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Ecole d'été de probabilités de Saint-Flour XXXV

Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storag...

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Detalles Bibliográficos
Autor principal: Picard, Jean
Lenguaje:eng
Publicado: Springer 2007
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-540-48511-7
http://cds.cern.ch/record/1695943