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Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68) - Hardcover
Synopsis
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.
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Review
'... an important monograph which should find a place on the bookshelf of any practising probabilist.' David Applebaum, Mathematical Gazette
Book Description
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.
"About this title" may belong to another edition of this title.
- PublisherCambridge University Press
- Publication date1999
- ISBN 10 0521553024
- ISBN 13 9780521553025
- BindingHardcover
- LanguageEnglish
- Number of pages500
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Levy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics)
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Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics, Series Number 68)
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Levy Processes and Infinitely Divisible Distributions
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Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics, Series Number 68)
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ISBN 13: 9780521553025
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Levy Processes and Infinitely Divisible Distributions (Hardcover)
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Hardcover. Condition: new. Hardcover. Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Levy processes, and at the same time introduces stochastic processes in general. No specialist knowledge is assumed and proofs and exercises are given in detail. The author systematically studies stable and semi-stable processes and emphasizes the correspondence between Levy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume. Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Levy processes, and at the same time introduces stochastic processes in general. No specialist knowledge is assumed and proofs and exercises are given in detail. The author systematically studies stable and semi-stable processes and emphasizes the correspondence between Levy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521553025
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Levy Processes and Infinitely Divisible Distributions (Hardcover)
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ISBN 10: 0521553024
ISBN 13: 9780521553025
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Hardcover. Condition: new. Hardcover. Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Levy processes, and at the same time introduces stochastic processes in general. No specialist knowledge is assumed and proofs and exercises are given in detail. The author systematically studies stable and semi-stable processes and emphasizes the correspondence between Levy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume. Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Levy processes, and at the same time introduces stochastic processes in general. No specialist knowledge is assumed and proofs and exercises are given in detail. The author systematically studies stable and semi-stable processes and emphasizes the correspondence between Levy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521553025
Quantity: 1 available