Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics, Series Number 68) - Hardcover

Sato, Ken-iti

Hardcover

ISBN 10: 0521553024 ISBN 13: 9780521553025

Publisher: Cambridge University Press, 1999

Synopsis

Lévy processes are rich mathematical objects and constitute 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 introduces stochastic processes in general. No specialist knowledge is assumed and proofs and exercises are given in detail. The author systematically studies stable and semi-stable processes and emphasizes the correspondence between Lévy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume.

About this title

Book Description

Lévy processes are rich mathematical objects and constitute 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 a n introduction to stochastic processes in general. The author gives special emphasis to the correspondence between Lévy processes and infinitely divisible distributions, and treats many special subclasses such as stable or semi-stable processes. All serious students of random phenomena will find that this book has much to offer.

About the Author

Ken-iti Sato is Professor Emeritus at Nagoya University, Japan.

Edition details

• Publisher: Cambridge University Press
• Publication date: 1999
• Language: English
• ISBN 10: 0521553024
• ISBN 13: 9780521553025
• Binding: Hardcover
• Number of pages: 500