You might also like

More about Levy Processes and Infinitely Divisible Distributions

• Book details
• Synopsis
• Trending among others

You get 454 loyalty points

Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

• Full title: Levy Processes and Infinitely Divisible Distributions
• Author: Sato, Ken-iti (Nagoya University, Japan)
• Language: English
• Binding: Hardback
• Number of pages: 500
• EAN: 9780521553025
• ISBN: 0521553024
• ID: 04092813
• Publisher: Cambridge University Press
• Weight: 900 g
• Dimensions: 237 × 158 × 32 mm
• Date of publishing: 11. November 1999

Trending among others

---

---

---