Titre : | Lévy matters : recent progress in theory and applications: foundations, trees and numerical issues in finance | Type de document : | texte imprimé | Auteurs : | Ole E. Barndorff-Nielsen ; Bertoin, Jean ; Jean Jacod ; Klüppelberg, Claudia, Editeur scientifique | Editeur : | Springer-Verlag | Année de publication : | 2010 | Collection : | Lecture Notes in Mathematics, ISSN 0075-8434 num. 2001 | Importance : | xiv - 198 p. | Format : | 24 cm | ISBN/ISSN/EAN : | 978-3-642-14006-8 | Langues : | Anglais | Catégories : | 60-XX Probability theory and stochastic processes :60-06 Proceedings, conferences, collections, etc. 60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G51 Processes with independent increments 60-XX Probability theory and stochastic processes :60KXX Special processes:60K30 Applications (congestion, allocation, storage, traffic, etc.)
| Mots-clés : | probability theory | Index. décimale : | LNM |
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