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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.

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Book Details

ISBN: 9780521553025
ISBN-10: 0521553024
Format: Hardback
(228mm x 152mm x 32mm)
Pages: 500
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 11-Nov-1999
Country of Publication: United Kingdom

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Books By Author Ken-iti Sato