Levy Processes and Infinitely Divisible Distributions (Paperback, 2nd Revised edition)

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."

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Cambridge Studies in Advanced Mathematics
Release date:	December 2013
First published:	November 2013
Authors:	Ken-iti Sato
Dimensions:	226 x 152 x 30mm (L x W x T)
Format:	Paperback - Trade
Pages:	536
Edition:	2nd Revised edition
ISBN-13:	978-1-107-65649-9
Categories:	Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis Promotions
LSN:	1-107-65649-4
Barcode:	9781107656499

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