Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics)

Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics) pdf epub mobi txt 电子书 下载 2025

出版者:Cambridge University Press
作者:Ken-iti Sato
出品人:
页数:500
译者:
出版时间:1999-11-13
价格:USD 95.00
装帧:Hardcover
isbn号码:9780521553025
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  • 数学 
  • 随机过程 
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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 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.

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