L騅y Processes and Infinitely Divisible Distributions (Paperback) (ISBN-13: 9781107656499)

L vy 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 L vy 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 L vy 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.

Author: Ken-Iti Sato
ISBN-10: 1107656494
ISBN-13: 9781107656499
Publisher: Cambridge University Press
Language: English
Published: 12/19/2013
Pages: 536
Format: Paperback
Weight: 1.70lbs
Size: 8.90h x 6.00w x 1.20d