Lévy Processes and Infinitely Divisible Distributions - Couverture rigide

Sato, Ken-iti

 
9780521553025: Lévy Processes and Infinitely Divisible Distributions
Couverture rigide
ISBN 10 : 0521553024 ISBN 13 : 9780521553025
Editeur : Cambridge University Press, 1999

Synopsis

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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Présentation de l'éditeur

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.

Revue de presse

'... an important monograph which should find a place on the bookshelf of any practising probabilist.' David Applebaum, Mathematical Gazette

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
1999
Langue
anglais
ISBN 10 
0521553024
ISBN 13 
9780521553025
Reliure
Relié
Nombre de pages
500
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

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Dardilly
France