Levy processes and infinitely divisible distributions

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This book provides the reader with basic knowledge of Levy processes.



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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Taal: en

Bindwijze: Hardcover

Oorspronkelijke releasedatum: 11 november 1999

Aantal pagina's: 500

Illustraties: Nee

Hoofdauteur: Ken-Iti Sato

Tweede Auteur: Ken-Iti Sato

Co Auteur: Ken-Iti, Sato

Hoofdredacteur: Bela Bollobás

Hoofduitgeverij: Cambridge University Press

Extra groot lettertype: Nee

Product breedte: 158 mm

Product hoogte: 32 mm

Product lengte: 237 mm

Studieboek: Ja

Verpakking breedte: 158 mm

Verpakking hoogte: 231 mm

Verpakking lengte: 237 mm

Verpakkingsgewicht: 862 g

EAN: 9780521553025

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