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Levy Processes and Infinitely Divisible Distributions

Name: Levy Processes and Infinitely Divisible Distributions
Brand: Cambridge University Press
SKU: 04092813
Price: 196.31 EUR
Availability: InStock
Author: Sato
ISBN: 9780521553025

Sato

Ken-iti (Nagoya University

Japan)

Language

English

Book Hardback

Libristo code: 04092813

Publishers Cambridge University Press, November 1999

Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochast... Full description

Libristo code: 04092813

476 b

196.31 €

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Lévy 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.

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About the book

Full name Levy Processes and Infinitely Divisible Distributions

Author Sato, Ken-iti (Nagoya University, Japan)

Language

English

Binding Book - Hardback

Date of issue 1999

Number of pages 500

EAN 9780521553025

ISBN 0521553024

Libristo code 04092813

Publishers Cambridge University Press

Weight 900

Dimensions 158 x 237 x 32

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