Lévy Processes and Infinitely Divisible Distributions
by Ken-iti SatoB. Bollobas (Contribution by)W. Fulton (Contribution by)A. Katok (Contribution by)F. Kirwan (Contribution by)P. Sarnak (Contribution by)
Format: Hardcover
ISBN13: 9780521553025
Hardcover|9780521553025
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Overview
Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book is intended to provide the reader with comprehensive basic knowledge of Lévy processes, and at the same time serve as an introduction to stochastic processes in general. No specialist knowledge is assumed and proofs are given in detail. Systematic study is made of stable and semi-stable processes, and the author gives special emphasis to the correspondence between Lévy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer.
| ISBN-13 | 9780521553025 |
|---|---|
| ISBN-10 | 0521553024 |
| Weight | 1.77 Pounds |
| Dimensions | 6.00 x 1.25 x 9.00 In |
| List Price | $169.00 |
| Edition | 1st Edition |
| Format | Hardcover |
|---|---|
| Language | English |
| Pages | 500 pages |
| Publisher | Cambridge University Press |
| Published On | 1999-11-11 |
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