{"product_id":"levy-processes-and-infinitely-divisible-distributions-paperback-9781107656499","title":"Lévy Processes and Infinitely Divisible Distributions (Paperback \/ softback) 9781107656499","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eLévy Processes and Infinitely Divisible Distributions\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eA corrected edition of a highly successful introductory text for graduate students. Assumes no prior knowledge of stochastic processes.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eKen-iti Sato (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781107656499, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePaperback \/ softback, published 19 December 2013\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e536 pages, 160 exercises\u003cbr\u003e22.6 x 15.2 x 3 cm, 0.76 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eLévy 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.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface to the revised edition\u003cbr\u003e Remarks on notation\u003cbr\u003e 1. Basic examples\u003cbr\u003e 2. Characterization and existence\u003cbr\u003e 3. Stable processes and their extensions\u003cbr\u003e 4. The Lévy–Itô decomposition of sample functions\u003cbr\u003e 5. Distributional properties of Lévy processes\u003cbr\u003e 6. Subordination and density transformation\u003cbr\u003e 7. Recurrence and transience\u003cbr\u003e 8. Potential theory for Lévy processes\u003cbr\u003e 9. Wiener–Hopf factorizations\u003cbr\u003e 10. More distributional properties\u003cbr\u003e Supplement\u003cbr\u003e Solutions to exercises\u003cbr\u003e References and author index\u003cbr\u003e Subject index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Stochastics [\u003ca title=\"See our other books on Stochastics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Stochastics%20%5BPBWL%5D%22\"\u003ePBWL\u003c\/a\u003e], Probability \u0026amp; statistics [\u003ca title=\"See our other books on Probability \u0026amp; statistics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Probability%20\u0026amp;%20statistics%20%5BPBT%5D%22\"\u003ePBT\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46003626410264,"sku":"9781107656499","price":61.59,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9781107656499i_7eb9fa40-5704-4ff8-8b59-89a419a614ee.jpg?v=1694504798","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/levy-processes-and-infinitely-divisible-distributions-paperback-9781107656499","provider":"Freshly Printed Books","version":"1.0","type":"link"}