This book provides the reader with comprehensive basic knowledge of Lévy processes.
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'... an important monograph which should find a place on the bookshelf of any practising probabilist.' David Applebaum, Mathematical Gazette
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.
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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. This book provides the reader with basic knowledge of Levy processes. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521553025
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