Skip to content
Cart

Your Cart

×

You have 0 items in your cart.

Register Sign in Wishlist
Look Inside Lévy Processes and Infinitely Divisible Distributions

Lévy Processes and Infinitely Divisible Distributions

2nd Edition

$82.00 (P)

Part of Cambridge Studies in Advanced Mathematics

  • Date Published: December 2013
  • availability: Available
  • format: Paperback
  • isbn: 9781107656499

$ 82.00 (P)
Paperback

Add to cart Add to wishlist

Looking for an examination copy?

If you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact collegesales@cambridge.org providing details of the course you are teaching.

Description
Product filter button
Description
Contents
Resources
Courses
About the Authors
  • 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. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.

    • Suitable as a course text or for self-study
    • Assumes no prior knowledge of stochastic processes
    • Contains over 160 exercises with solutions
    Read more

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity

    ×

    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?

    ×

    Product details

    • Edition: 2nd Edition
    • Date Published: December 2013
    • format: Paperback
    • isbn: 9781107656499
    • length: 536 pages
    • dimensions: 226 x 152 x 30 mm
    • weight: 0.77kg
    • contains: 160 exercises
    • availability: Available
  • Table of Contents

    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.

  • Author

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

Sign In

Please sign in to access your account

Cancel

Not already registered? Create an account now. ×

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×

Find content that relates to you

Are you sure you want to delete your account?

This cannot be undone.

Cancel

Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

×
Please fill in the required fields in your feedback submission.
×