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