Levy Processes And Infinitely Divisible Distributions

Par : Ken-Iti Sato

Formats :

    • Nombre de pages486
    • PrésentationRelié
    • Poids0.77 kg
    • Dimensions15,9 cm × 23,5 cm × 3,0 cm
    • ISBN0-521-55302-4
    • EAN9780521553025
    • Date de parution01/01/1999
    • CollectionStudies advanced Mathematics
    • ÉditeurCambridge University Press

    Résumé

    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.
    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.