Selfsimilar Processes
Paul Embrechts - Hardback
£70.00
Find out more
Paul Embrechts is Professor of Mathematics at the Swiss Federal Institute of Technology (ETHZ), Zurich, Switzerland. He is the author of numerous scientific papers on stochastic processes and their applications and the coauthor of the influential book on "Modelling of Extremal Events for Insurance and Finance". Makoto Maejima is Professor of Mathematics at Keio University, Yokohama, Japan. He has published extensively on selfsimilarity and stable processes.