Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics)
Edition: 1st edition
Publisher: Cambridge University Press
Published: November 13, 1999
Language: eng
Format: Hardcover
Number of pages: 498
ISBN-13: 9780521553025
Subjects: Calculus & mathematical analysis; Probability & statistics; Markov Processes; Mathematics; Science/Mathematics; Differential Equations; General; Probability & Statistics - General; Laevy processes; Mathematics / Differential Equations; Mathematics-Differential Equations; Mathematics-Probability & Statistics - General; Medical / General; Distribution (Probability theory); Distribution (Probability theo; Levy processes; Lâevy processes
First sentence: In this chapter we give basic definitions concerning probability spaces, stochastic processes, and Levy processes, and describe the main properties of characteristic functions, which we use in this book systematically.