Levy 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 Levy 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
Levy 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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