Looking for an examination copy?
This title is not currently available for examination. However, if you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact firstname.lastname@example.org providing details of the course you are teaching.
This is an up-to-date and comprehensive account of the theory of Lévy processes. This branch of modern probability theory has been developed over recent years and has many applications in such areas as queues, mathematical finance and risk estimation. Professor Bertoin has used the powerful interplay between the probabilistic structure (independence and stationarity of the increments) and analytic tools (especially Fourier and Laplace transforms) to give a quick and concise treatment of the core theory, with the minimum of technical requirements. Special properties of subordinators are developed and then appear as key features in the study of the local times of real-valued Lévy processes and in fluctuation theory. Lévy processes with no positive jumps receive special attention, as do stable processes. In sum, this will become the standard reference on the subject for all working probability theorists.Read more
- First modern book on the subject
- Subject has many applications in applied areas
- Excellent prepublications reviews
Reviews & endorsements
"I think this is THE book on the subject, rather than A book on it. The text is clearly written, and very well organised. The subject-matter is mainstream probability, so will always be topical. A book on these lines has been long overdue..." Professor Nick BinghamSee more reviews
"This concise book promises to be the standard reference for students and researchers concerned with this field." Monatshefte fur Mathematik
Not yet reviewed
Be the first to review
Review was not posted due to profanity×
- Date Published: December 1998
- format: Paperback
- isbn: 9780521646321
- length: 278 pages
- dimensions: 229 x 152 x 16 mm
- weight: 0.41kg
- availability: Available
Table of Contents
1. Lévy processes as Markov processes
2. Elements of potential theory
4. Local time and excursions of a Markov process
5. Local times of a Lévy process
6. Fluctuation theory
7. Lévy processes with no positive jumps
8. Stable processes and the scaling property
Sorry, this resource is locked
Please register or sign in to request access. If you are having problems accessing these resources please email email@example.comRegister Sign in
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 ×
Are you sure you want to delete your account?
This cannot be undone.
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.×