LÚvy Processes and Infinitely Divisible Distributions

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Cambridge University Press, Dec 19, 2013 - Mathematics - 536 pages
LÚvy 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 LÚvy 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 LÚvy 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.

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User Review  - cpg - LibraryThing

Since 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

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About the author (2013)

Ken-iti Sato is Professor Emeritus at Nagoya University, Japan.

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