Student's T-Distribution and Related Stochastic Processes

By Bronius Grigelionis

Introduction.- Asymptotics.- Preliminaries of L?vy Processes.- Student-L?vy Processes.- Student OU-type Processes.- Student Diffusion Processes.- Miscellanea.- Bessel Functions.- References.- Index.

• Format: Paperback
• Language: English
• ISBN: 3642311458
• ISBN13: 9783642311451
• Release Date: September 2012
• Publisher: Springer
• Length: 99 Pages
• Weight: 0.35 lbs.
• Dimensions: 0.4" x 6.0" x 8.9"