click to view more

L vy Processes and Infinitely Divisible Distributions Cambridge Studies in Advanced Mathematics S

by [Sato, Ken-iti]

$171.58

List Price: $177.00
Save: $5.42 (3%)
add to favourite
  • In Stock soon, order now to reserve your copy.
  • FREE DELIVERY
  • 24/24 Online
  • Yes High Speed
  • Yes Protection
Last update:

Description

Lévy processes are rich mathematical objects and constitute 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 introduces stochastic processes in general. No specialist knowledge is assumed and proofs and exercises are given in detail. The author systematically studies stable and semi-stable processes and emphasizes the correspondence between Lévy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume.

Last updated on

Product Details

  • Cambridge University Pres Brand
  • Nov 13, 1999 Pub Date:
  • 9780521553025 ISBN-13:
  • 0521553024 ISBN-10:
  • 500.0 pages Hardcover
  • English Language
  • 9.25 in * 1 in * 6.25 in Dimensions:
  • 2 lb Weight: