Lévy Processes and Infinitely Divisible Distributions |
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| Author:
| Sato, Ken-iti |
| Contribution by:
| Bollobas, B.
Fulton, W.
Katok, A.
Kirwan, F.
Sarnak, P. |
| Series title: | Cambridge Studies in Advanced Mathematics Ser. |
| ISBN: | 978-0-521-55302-5 |
| Publication Date: | Nov 1999 |
| Publisher: | Cambridge University Press
|
| Book Format: | Hardback |
| List Price: | AUD $229.95 |
Book Description:
|
Lévy processes are perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Lévy processes, and at the same time serves as an introduction to stochastic processes in general.
Lévy processes are perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Lévy processes, and at the same time serves as an introduction to stochastic processes in general.