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Lévy matters I : recent progress in theory and applications : foundations, trees and numerical issues in finance / Thomas Duquesne ... [and others] ; editors, Ole E. Barndorff-Nielsen ... [and others].
Math/Physics/Astronomy Library QA3 .L28 no.2001
Available
- Format:
- Book
- Series:
- Lecture notes in mathematics (Springer-Verlag) ; 2001.
- Lecture notes in mathematics, 0075-8434 ; 2001
- Language:
- English
- Subjects (All):
- Lévy processes.
- Branching processes.
- Trees (Graph theory).
- Physical Description:
- xiv, 198 pages : illustrations (some color) ; 24 cm.
- Other Title:
- Lévy matters I : a subseries on Lévy processes
- Place of Publication:
- Heidelberg ; New York : Springer, [2010]
- Notes:
- "With a short biography of Paul Lévy by Jean Jacod".
- Title from title page of source document.
- Includes bibliographical references and index.
- ISBN:
- 9783642140068
- 3642140068
- OCLC:
- 646114249
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