Ken-iti Sato (Japan Nagoya University)

Lévy Processes and Infinitely Divisible Distributions

• Broschiertes Buch

Produktbeschreibung

This successful text provides a comprehensive basic knowledge of Levy processes and serves as an introduction to stochastic processes in general. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.

Produktdetails

• Cambridge Studies in Advanced Mathematics
• Verlag: Cambridge University Press
• 2 Revised edition
• Seitenzahl: 536
• Erscheinungstermin: 26. August 2015
• Englisch
• Abmessung: 229mm x 152mm x 29mm
• Gewicht: 776g
• ISBN-13: 9781107656499
• ISBN-10: 1107656494
• Artikelnr.: 39712659

Autorenporträt

Ken-iti Sato is Professor Emeritus at Nagoya University, Japan.

Inhaltsangabe

Preface to the revised edition
Remarks on notation
1. Basic examples
2. Characterization and existence
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
Supplement
Solutions to exercises
References and author index
Subject index.