Lévy Processes and Infinitely Divisible DistributionsLévy 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. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication. |
What people are saying - Write a review
LibraryThing Review
User Review - cpg - LibraryThingSince it's print-on-demand, it's just "okay" According to Mathematical Reviews, the previous edition of this text is the 9th most highly-cited math book published since 1999. Levy processes are an ... Read full review
Other editions - View all
Bibliographic information
| Title | Lévy Processes and Infinitely Divisible Distributions Volume 68 of Cambridge Studies in Advanced Mathematics |
| Author | Ken-iti Sato |
| Edition | 2, revised |
| Publisher | Cambridge University Press, 2013 |
| ISBN | 1107656494, 9781107656499 |
| Length | 536 pages |
| Subjects | › › Mathematics / Probability & Statistics / General Mathematics / Probability & Statistics / Stochastic Processes |
| Export Citation | BiBTeX EndNote RefMan |