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Levy Processes and Infinitely Divisible Distributions

Name: Levy Processes and Infinitely Divisible Distributions
Brand: Cambridge University Press
SKU: 02103170
Price: 84.89 EUR
Availability: InStock
Author: Ken-iti Sato
ISBN: 9781107656499

Ken-iti Sato

Lingua

Inglese

Libro In brossura

Codice Libristo: 02103170

Casa editrice Cambridge University Press, dicembre 2013

Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochast... Descrizione completa

Codice Libristo: 02103170

208 b

84.89 €

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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.