Lévy process is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random and independent, and statistically identical over different time intervals of the same length. Lévy process is one of the most important process in Probability Theory. I would introduce some properties of Lévy process.
타이거 세미나
제목 | (국문발표 20170926 Lévy process) 유준희 |
---|---|
내용 |
|
첨부 |
BK세미나(20170926유준희).pdf
BK세미나(20170926유준희).pptx |