Levy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics) |
 enlarge | Author: Ken-iti Sato
Publisher: Cambridge University Press
Category: Book
List Price: $120.00
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Sales Rank: 690117
Media: Hardcover
Edition: 1st
Pages: 500
Number Of Items: 1
Shipping Weight (lbs): 1.9
Dimensions (in): 9.1 x 6.5 x 1.5
ISBN: 0521553024
Dewey Decimal Number: 519.282
EAN: 9780521553025
Publication Date: November 13, 1999
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Editorial Reviews:
Product 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.
Book 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 serves as a n introduction to stochastic processes in general. The author gives special emphasis to the correspondence between Levy processes and infinitely divisible distributions, and treats many special subclasses such as stable or semi-stable processes. All serious students of random phenomena will find that this book has much to offer.
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