Levy Processes and Infinitely Divisible Distributions

Ken'ichi Sato

ISBN 10: 0521553024 / ISBN 13: 9780521553025

Published by Cambridge University Press, 1999

About this Item

Druck auf Anfrage Neuware - Printed after ordering - This book provides the reader with comprehensive basic knowledge of L vy processes.

Seller Inventory # 9780521553025

Bibliographic Details

• Title: Levy Processes and Infinitely Divisible Distributions
• Publisher: Cambridge University Press
• Publication Date: 1999
• Language: English
• ISBN 10: 0521553024
• ISBN 13: 9780521553025
• Binding: Buch
• Condition: Neu
• Dimensions: 235W x 157H x 34D millimeters 235 millimeters width by 157 millimeters height by 34 millimeters depth
• Weight: 955 grams

About this title

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.

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.