Lévy processes and infinitely divisible distributions
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Bibliographic Information
Lévy processes and infinitely divisible distributions
(Cambridge studies in advanced mathematics, 68)
Cambridge University Press, 1999
- : hardback
- Other Title
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加法過程
Available at / 90 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
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Library, Institute of Developing Economies, Japan External Trade Organization図
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science数学
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Note
"Transferred to digital printing 2007"--T.p. verso of 2007 printing
Originally published in Japanese as "Kahou Katei" by Kinokuniya, c1990
Includes bibliographical references (p. 451-478) and indexes
Description and Table of Contents
Description
Table of Contents
- Preface
- Remarks on notation
- 1. Basic examples
- 2. Characterization and existence of Levy and additive processes
- 3. Stable processes and their extensions
- 4. The Levy-Ito decomposition of sample functions
- 5. Distributional properties of Levy processes
- 6. Subordination and density transformation
- 7. Recurrence and transience
- 8. Potential theory for Levy processes
- 9. Wiener-Hopf factorizations
- 10. More distributional properties
- Solutions to exercises
- References and author index
- Subject index.
by "Nielsen BookData"