Levy Processes and Infinitely Divisible Distributions
by
Ken-iti Sato
Book Details
Format
Hardback or Cased Book
Book Series
Cambridge Studies in Advanced Mathematics
ISBN-10
0521553024
ISBN-13
9780521553025
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 11th, 1999
Print length
500 Pages
Weight
900 grams
Dimensions
23.70 x 15.80 x 3.20 cms
Ksh 26,450.00
Manufactured on Demand
0 in stock
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Lévy processes are perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Lévy processes, and at the same time serves as an introduction to stochastic processes in general.
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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