TY - BOOK ID - 943789 TI - Lévy processes and infinitely divisible distributions PY - 1999 VL - 68 SN - 0521553024 9780521553025 PB - Cambridge, U.K. ; New York : Cambridge University Press, DB - UniCat KW - Stochastic processes KW - Lévy processes KW - Distribution (Probability theory) KW - Lévy, Processus de KW - Distribution (Théorie des probabilités) KW - 519.282 KW - Distribution functions KW - Frequency distribution KW - Characteristic functions KW - Probabilities KW - Random walks (Mathematics) KW - Lévy processes. KW - Distribution (Probability theory). KW - Lévy processes KW - Lévy, Processus de KW - Distribution (Théorie des probabilités) UR - https://www.unicat.be/uniCat?func=search&query=sysid:943789 AB - Le;vy 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 Le;vy 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 Le;vy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer. ER -