Lévy 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.
| ISBN: | 9780521553025 |
| Publication date: | 11th November 1999 |
| Author: | Keniti Sato |
| Publisher: | Cambridge University Press |
| Format: | Hardback |
| Pagination: | 486 pages |
| Series: | Cambridge Studies in Advanced Mathematics |
| Genres: |
Calculus and mathematical analysis |
Lévy 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.
Lévy Processes and Infinitely Divisible Distributions features in the following genres: Calculus and mathematical analysis
Hardback. £132.30, down from the £147.00 cover price. Not Available.
Lévy Processes and Infinitely Divisible Distributions was written by Keniti Sato and published by Cambridge University Press
Lévy Processes and Infinitely Divisible Distributions has 486 pages
Yes it is part of Cambridge Studies in Advanced Mathematics series
£132.30, reduced from £147.00. Not Available.