Lévy Processes and Infinitely Divisible Distributions
Format:Hardback
Publisher:Cambridge University Press
Published:11th Nov '99
Currently unavailable, and unfortunately no date known when it will be back
This book provides the reader with comprehensive basic knowledge of Lévy processes.
Lévy processes are perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Lévy processes, and at the same time serves as an introduction to stochastic processes in general.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.
'… an important monograph which should find a place on the bookshelf of any practising probabilist.' David Applebaum, Mathematical Gazette
ISBN: 9780521553025
Dimensions: 237mm x 158mm x 32mm
Weight: 805g
500 pages