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Cambridge University Press Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68)

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£139.99 £92.70 £103.02 £113.34 £123.65 £133.97 £144.29 26 April 2026 16 May 2026 05 June 2026 25 June 2026 16 July 2026

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
11 November 1999
Listed Since
09 January 2007

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