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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Levy Processes

Levy Processes

Bertoin, Jean
Jean, Bertoin
Bollobas, Bela

Paperback

Series: Cambridge Tracts in Mathematics, Book 121

Probability & Statistics

ISBN10: 0521646324
ISBN13: 9780521646321
Publisher: Cambridge University Press
Published: Oct 29 1998
Pages: 278
Weight: 0.80
Height: 0.65 Width: 6.03 Depth: 8.95
Language: English
This is an up-to-date and comprehensive account of the theory of Lévy processes. This branch of modern probability theory has been developed over recent years and has many applications in such areas as queues, mathematical finance and risk estimation. Professor Bertoin has used the powerful interplay between the probabilistic structure (independence and stationarity of the increments) and analytic tools (especially Fourier and Laplace transforms) to give a quick and concise treatment of the core theory, with the minimum of technical requirements. Special properties of subordinators are developed and then appear as key features in the study of the local times of real-valued Lévy processes and in fluctuation theory. Lévy processes with no positive jumps receive special attention, as do stable processes. In sum, this will become the standard reference on the subject for all working probability theorists.

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