Levy Processes and Infinitely Divisible Distributions

By Ken-iti Sato

Book Overview

L vy 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 L vy 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 L vy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume.

• Format: Hardcover
• Language: English
• ISBN: 0521553024
• ISBN13: 9780521553025
• Release Date: November 1999
• Publisher: Cambridge University Press
• Length: 500 Pages
• Weight: 1.72 lbs.
• Dimensions: 1.5" x 6.2" x 9.0"