Levy Processes and Infinitely Divisible Distributions Hardback
by Ken-iti (Nagoya University, Japan) Sato
Part of the Cambridge Studies in Advanced Mathematics series
Hardback
Description
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.
Information
-
Out of stock
- Format:Hardback
- Pages:500 pages
- Publisher:Cambridge University Press
- Publication Date:11/11/1999
- Category:
- ISBN:9780521553025
Information
-
Out of stock
- Format:Hardback
- Pages:500 pages
- Publisher:Cambridge University Press
- Publication Date:11/11/1999
- Category:
- ISBN:9780521553025
