Levy Processes and Infinitely Divisible Distributions
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Levy Processes and Infinitely Divisible Distributions by Ken-Iti Sato
L vy 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 L vy 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 L vy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.
'… an important monograph which should find a place on the bookshelf of any practising probabilist' David Applebaum, Mathematical Gazette
| SKU | Unavailable |
| ISBN 13 | 9780521553025 |
| ISBN 10 | 0521553024 |
| Title | Levy Processes and Infinitely Divisible Distributions |
| Author | Ken-Iti Sato |
| Series | Cambridge Studies In Advanced Mathematics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Cambridge University Press |
| Year published | 1999-11-11 |
| Number of pages | 500 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |