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Lévy Processes and Infinitely Divisible Distributions on Hardback by Ken-iti Sato
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Lévy Processes and Infinitely Divisible Distributions

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Description

Levy 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 Levy 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 Levy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume.
Release date Australia
November 11th, 1999
Author
Audience
  • Professional & Vocational
Pages
500
Dimensions
158x237x32
ISBN-13
9780521553025
Product ID
2700065

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