Levy Processes and Infinitely Divisible Distributions (BOK)

Ken-iti Sato

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Levy 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 Levy 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 Levy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 1999 Forfatter Ken-iti Sato
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9780521553025
Antall sider 500 Dimensjoner 16,5cm x 23,1cm x 3,8cm
Vekt 862 gram Leverandør Bertram Trading Ltd

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