Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
Author:   Alfonso Rocha-Arteaga ,  Ken-iti Sato
Publisher:   Springer Nature Switzerland AG
Edition:   1st ed. 2019
ISBN:  

9783030226992


Pages:   135
Publication Date:   06 November 2019
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition


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Author:   Alfonso Rocha-Arteaga ,  Ken-iti Sato
Publisher:   Springer Nature Switzerland AG
Imprint:   Springer Nature Switzerland AG
Edition:   1st ed. 2019
Weight:   0.454kg
ISBN:  

9783030226992


ISBN 10:   3030226999
Pages:   135
Publication Date:   06 November 2019
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Classes Lm and their Characterization.- Classes Lm and Ornstein-Uhlenbeck Type Processes.- Classes Lm and Selfsimilar Additive Processes.- Multivariate Subordination.- Inheritance of Selfdecomposability in Subordination.

Reviews

The text is written in good style by giving exact definitions followed by statements and their proofs. The notions and the results are well illustrated by a reasonable number of examples. ... Each chapter ends with extremely useful 'Notes'. Thus there are five well-written essays containing historical facts and going through important steps in developing the infinite divisibility and the theory of Levy processes. All comments are supported by referring to original sources. (Jordan M. Stoyanov, zbMATH 1472.60003, 2021)


“The text is written in good style by giving exact definitions followed by statements and their proofs. The notions and the results are well illustrated by a reasonable number of examples. … Each chapter ends with extremely useful ‘Notes’. Thus there are five well-written essays containing historical facts and going through important steps in developing the infinite divisibility and the theory of Lévy processes. All comments are supported by referring to original sources.” (Jordan M. Stoyanov, zbMATH 1472.60003, 2021)


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