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Lévy Processes and Infinitely Divisible Distributions

Ken-Iti Sato
Publisher: 
Cambridge University Press
Publication Date: 
2014
Number of Pages: 
521
Format: 
Paperback
Edition: 
2
Series: 
Cambridge Studies in Advanced Mathematics 68
Price: 
80.00
ISBN: 
9781107656499
Category: 
Monograph
We do not plan to review this book.

Preface to the revised edition
Remarks on notation
1. Basic examples
2. Characterization and existence
3. Stable processes and their extensions
4. The Lévy–Itô decomposition of sample functions
5. Distributional properties of Lévy processes
6. Subordination and density transformation
7. Recurrence and transience
8. Potential theory for Lévy processes
9. Wiener–Hopf factorizations
10. More distributional properties
Supplement
Solutions to exercises
References and author index
Subject index.

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