Lévy Processes and Stochastic Calculus (Q3627586): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1017/cbo9780511809781 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3022439851 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 08:58, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy Processes and Stochastic Calculus |
scientific article |
Statements
Lévy Processes and Stochastic Calculus (English)
0 references
13 May 2009
0 references
stochastic integration for Lévy processes
0 references
stochastic ordinary differential equations for Lévy processes
0 references
regular variation
0 references
Lyapunov function for SDE
0 references
