Lévy matters, I, recent progress in theory and applications : foundations, trees and numerical issues in finance / Thomas Duquesne, Oleg Reichmann, Ken-iti Sato,... [et al.]

Auteur principal : Duquesne, Thomas, 1974-, AuteurCo-auteur : Reichmann, Oleg, Auteur • Satō, Ken'ichi, 1934-, AuteurType de document : Livre numériqueCollection : Lecture notes in mathematics, 2001Langue : anglais.Éditeur : Berlin : Springer, cop. 2010ISBN: 9783642140068.ISSN: 0075-8434.Sujet MSC : 60-06, Proceedings, conferences, collections, etc. pertaining to probability theory
60G51, Probability theory and stochastic processes, Processes with independent increments; Lévy processes
60K30, Probability theory and stochastic processes - Special processes, Applications of queueing theoryEn-ligne : Springerlink | MathSciNet
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