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

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Description

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. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.

Author Biography:

Ken-iti Sato is Professor Emeritus at Nagoya University, Japan.
Release date Australia
December 19th, 2013
Author
Audience
  • Professional & Vocational
Edition
2nd Revised edition
Illustrations
Worked examples or Exercises
Pages
536
Dimensions
152x226x30
ISBN-13
9781107656499
Product ID
21533476

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