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Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics)
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| List Price: | $110.00 |
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Product Description
Lévy 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 Lévy 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 Lévy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume.
Product Details
- Amazon Sales Rank: #293370 in Books
- Published on: 1999-11-13
- Number of items: 1
- Binding: Hardcover
- 498 pages
Editorial Reviews
Review
"This book is a work of scrupulous scholarship, and an impressively detailed compendium of knowledge." Mathematical Reviews
Book Info
Provides comprehensive basic knowledge of Levy processes, and at the same time serves as an introduction to stochastic processes in general.
