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Название: Levy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics)
Автор: Sato K.
L?vy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of L?vy processes, and at the same time introduces stochastic processes in general. No specialist knowledge is assumed and proofs and exercises are given in detail. The author systematically studies stable and semi-stable processes and emphasizes the correspondence between L?vy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume.