LEVY PROCESSES AND INFINITELY DIVISIBLE DISTRIBUTIONS
Ken-Iti Sato
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.
Par
Ken-Iti Sato
Chez
Cambridge University Press
Editeur
Genre
Mathématiques
01/01/1999
486
pages
112,50
€
Extraits
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