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rtingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and
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发表于 2025-3-25 09:51:52
Ashok Malhotra which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process..978-3-319-23137-2978-3-319-23138-9Series ISSN 0075-8434 Series E-ISSN 1617-9692
guardianship
发表于 2025-3-25 14:19:25
Ashok Malhotra which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process..978-3-319-23137-2978-3-319-23138-9Series ISSN 0075-8434 Series E-ISSN 1617-9692
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发表于 2025-3-25 21:37:48
art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face o978-1-4612-6657-0978-1-4612-0197-7
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Ashok Malhotray processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world..978-3-319-60887-7978-3-319-60888-4Series ISSN 0075-8434 Series E-ISSN 1617-9692
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发表于 2025-3-26 12:41:59
Ashok Malhotray processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world..978-3-319-60887-7978-3-319-60888-4Series ISSN 0075-8434 Series E-ISSN 1617-9692
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