Variance Gamma Process
Language: English
Published by Omniscriptum Mär 2026, 2026
- Softcover
- New
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
AbeBooks seller since January 23, 2017
Condition: New
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This item is printed on demand - Print on Demand Titel. Neuware -Please note that the content of this book primarily consists of articlesavailable from Wikipedia or other free sources online. In the theory ofstochastic processes, a part of the mathematical theory of probabilitythe variance gamma process (VG), also known as Laplace motion, is a Lévyprocess determined by a random time change. The process has finitemoments distinguishing it from many Lévy processes. There is nodiffusion component in the VG process and it is thus a pure jump Lévyprocess. The increments are independent and follow a Laplacedistribution. There are several representations of the VG process thatrelate it to other processes. It can for example be written as aBrownian motion subjected to a random time change following a gammaprocess. Since the VG process is of finite variation it can be writtenas the difference of two independent gamma processes. Alternatively itcan be approximated by a compound Poisson process that leads to arepresentation with explicitly given (independent) jumps and theirlocations. This last characterization gives an understanding of thestrucuture of the sample path with location and sizes of jumps.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 76 pp. Englisch.…
Seller Inventory # 9786131122293
- Title
- Variance Gamma Process
- Author
- Lambert M. Surhone
- Publisher
- Omniscriptum Mär 2026
- Publication year
- 2026
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 6131122296
- ISBN 13
- 9786131122293
- Item weight
- 131 grams
- Dimensions
- 220x150x5 mm
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buchversandmimpf2000
Emtmannsberg, BAYE, Germany
AbeBooks seller since January 23, 2017
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