This book deals with topics in the area of L vy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of... Lees meer.

This book provides the reader with basic knowledge of Levy processes. L vy 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 c... Lees meer.

L vy 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 L vy processes and at the same time serv... Lees meer.

This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods stand... Lees meer.