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Levy processes and infinitely divisible distributions.

Author: Ken-iti Sato (nagoya University, Japan)
Publisher: Cambridge University Press, 2013
Series: CAMBRIDGE STUDIES IN ADVANCED
Edition/Format:   Print book : English
Summary:

This successful text provides a comprehensive basic knowledge of Levy processes and serves as an introduction to stochastic processes in general. Now in paperback, this corrected edition contains a  Read more...

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Document Type: Book
All Authors / Contributors: Ken-iti Sato (nagoya University, Japan)
ISBN: 9781107656499 1107656494
OCLC Number: 1023122282
Description: 536 sidor ; 22.8 cm
Contents: Preface to the revised edition; Remarks on notation; 1. Basic examples; 2. Characterization and existence; 3. Stable processes and their extensions; 4. The Levy-Ito decomposition of sample functions; 5. Distributional properties of Levy processes; 6. Subordination and density transformation; 7. Recurrence and transience; 8. Potential theory for Levy processes; 9. Wiener-Hopf factorizations; 10. More distributional properties; Supplement; Solutions to exercises; References and author index; Subject index.
Series Title: CAMBRIDGE STUDIES IN ADVANCED

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

 
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