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Description - Levy Processes and Infinitely Divisible Distributions by Ken-iti Sato

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.

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Book Details

ISBN: 9780521553025
ISBN-10: 0521553024
Format: Hardback
(228mm x 152mm x 38mm)
Pages: 500
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 11-Nov-1999
Country of Publication: United Kingdom

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