Levy Processes and Infinitely Divisible Distributions - Ken-iti Sato

Levy Processes and Infinitely Divisible Distributions
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Autor: Ken-iti Sato

 Wydawnictwo: Cambridge University Press
ISBN: 9781107656499
EAN:
Format: ...
Oprawa: miękka
Stron: 534
Data wydania: 2013-12-01
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Levy 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 Levy 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 Levy 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. '... an important monograph which should find a place on the bookshelf of any practising probabilist.' David Applebaum, Mathematical Gazette

Książka "Levy Processes and Infinitely Divisible Distributions"
Ken-iti Sato