Produktdetaljer
ISBN
9780521553025
Publisert
1999-11-11
Utgiver
Cambridge University Press
Vekt
805 gr
Høyde
237 mm
Bredde
158 mm
Dybde
32 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
500
Forfatter
'… an important monograph which should find a place on the bookshelf of any practising probabilist.' David Applebaum, Mathematical Gazette
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.
Les mer
This book provides the reader with basic knowledge of Levy processes.
Preface; Remarks on notation; 1. Basic examples; 2. Characterization and existence of Lévy and additive processes; 3. Stable processes and their extensions; 4. The Lévy-Itô decomposition of sample functions; 5. Distributional properties of Lévy processes; 6. Subordination and density transformation; 7. Recurrence and transience; 8. Potential theory for Lévy processes; 9. Wiener-Hopf factorizations; 10. More distributional properties; Solutions to exercises; References and author index; Subject index.
Les mer
This book provides the reader with comprehensive basic knowledge of Lévy processes.
Produktdetaljer
ISBN
9780521553025
Publisert
1999-11-11
Utgiver
Cambridge University Press
Vekt
805 gr
Høyde
237 mm
Bredde
158 mm
Dybde
32 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
500
Forfatter