剑桥大学跳扩散重要书籍levy process and infinitely divisible distributions

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

levy process and infinitely divisible distributions Cambridge

• Author: Ken-iti Sato

Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book is intended to provide the reader with comprehensive basic knowledge of Lévy processes, and at the same time serve as an introduction to stochastic processes in general. No specialist knowledge is assumed and proofs are given in detail. Systematic study is made of stable and semi-stable processes, and the author gives special emphasis to the correspondence between Lévy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer.

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏12 回帖

关键词：distribution Infinitely Divisible Infinite Finitely Process Cambridge Levy Divisible Infinitely

这本书貌似很难！没有概率论方面的扎实功底基本很难读懂的！

这本书貌似很难！没有概率论方面的扎实功底基本很难读懂的！

路过，看看。。。。。。。。。。。。。

4# wlgmath
是啊，但不看这本书，学的不深入

好书啊，好书！坚持啃吧！

好书啊～～～

好书，但啃完真的要毅力，支持一下