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Jump SDEs and the study of their densities: a self-study book

The present book deals with a streamlined presentation of Lévy processes and their densities. It is directed at advanced undergraduates who have already completed a basic probability course. Poisson random variables, exponential random variables, and the introduction of Poisson processes are present...

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Detalles Bibliográficos
Autores principales: Kohatsu-Higa, Arturo, Takeuchi, Atsushi
Lenguaje:eng
Publicado: Springer 2019
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-981-32-9741-8
http://cds.cern.ch/record/2691398