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Lévy Matters I
Over the past 10-15 years, we have seen a revival of general Levy ' processes theory as well as a burst of new applications. In the past, Brownian motion or the Poisson process …
Stochastic Processes
The volume Stochastic Processes by K. Ito was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at …
Levy Matters I
Focusing on the breadth of the topic, this volume explores Levy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository …
Stochastic Processes
This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of …
Stochastic Processes
This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of …
Topics in Infinitely Divisible Distributions and Levy Processes, Revised Edition
This book deals with topics in the area of Levy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and …
Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and …
Lévy Processes and Infinitely Divisible Distributions
Lévy 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 …