LÚvy Processes and Infinitely Divisible Distributions

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Cambridge University Press, Nov 11, 1999 - Mathematics - 486 pages
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Lvy 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 Lvy 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 Lvy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer.
 

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Contents

III
1
IV
7
V
14
VI
18
VII
22
VIII
28
IX
30
X
31
XXXVIII
205
XXXIX
212
XL
217
XLI
233
XLII
236
XLIII
237
XLIV
245
XLV
250

XI
37
XII
47
XIII
54
XIV
59
XV
66
XVI
68
XVII
69
XVIII
77
XIX
90
XX
99
XXI
104
XXII
114
XXIII
116
XXIV
119
XXV
125
XXVI
135
XXVII
142
XXVIII
144
XXIX
145
XXX
148
XXXI
159
XXXII
168
XXXIII
174
XXXIV
189
XXXV
193
XXXVI
196
XXXVII
197
XLVI
263
XLVII
270
XLVIII
272
XLIX
273
L
281
LI
295
LII
313
LIII
328
LIV
331
LV
333
LVI
345
LVII
351
LVIII
363
LIX
369
LX
382
LXI
383
LXII
385
LXIII
394
LXIV
403
LXV
416
LXVI
424
LXVII
426
LXVIII
427
LXIX
451
LXX
479
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