Lévy Processes (Cambridge Tracts in Mathematics)
"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 Bingham"This concise book promises to be the standard reference for students and researchers concerned with this field."    Monatshefte fur Mathematik