Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68) - Hardcover

Sato, Ken-iti

 
9780521553025: Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68)

Synopsis

This book provides the reader with comprehensive basic knowledge of Lévy processes.

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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.

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