Levy Processes and Infinitely Divisible Distributions [Hardback]by Ken-iti Sato
Usually ships within 7 to 9 working days Description of Levy Processes and Infinitely Divisible DistributionsLévy 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. Title Information
Press and Industry Reviews"… an important monograph which should find a place on the bookshelf of any practising probabilist."- David Applebaum, Mathematical Gazette Write a review of this book Contents of Levy Processes and Infinitely Divisible Distributions1. Basic examples2. Characterization and existence of Lévy and additive processes 3. Stable processes and their extensions 4. The Lévy-Itô decomposition of sample functions 5. Distributional properties of Lévy processes 6. Subordination and density transformation 7. Recurrence and transcience 8. Potential theory for Lévy processes 9. Wiener-Hopf factorizations 10. More distributional properties |
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