LIBROS DEL AUTOR: atsushi takeuchi

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  • Jump SDEs and the Study of Their Densities
    Arturo Kohatsu-Higa / Atsushi Takeuchi
    The present book deals with a streamlined presentation of Lévy processes and their densities. It is directed at advanced undergraduates who have already completed a basic probability course. Poisson random variables, exponential random variables, and the introduction of Poisson processes are presented first, followed by the introduction of Poisson random measures in a simple ca...
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