Book Reviews

DOI10.1137/140973773zbMATH Open1306.00017OpenAlexW4243064066MaRDI QIDQ5892042

Peter E. Kloeden

Publication date: 9 January 2015

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140973773

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) External book reviews (00A17)

Related Items (3)

Book review of: R. Haller and F. Barth, Berühmte Aufgaben der Stochastik. Von den Anfängen bis heute. 2nd ed. ⋮ Book Reviews ⋮ Book review of: H. Föllmer and A. Schied, Stochastic finance. An introduction in discrete time

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