90折
Levy Processes and Infinitely Divisible Distributions
商品資訊
系列名：Cambridge Studies in Advanced Mathematics
ISBN13：9780521553025
出版社：Cambridge Univ Pr
作者：Ken-iti Sato
出版日：2000/01/01
裝訂／頁數：精裝／500頁
定價
：NT$ 7930 元優惠價
：90 折 7137 元
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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 the reader with comprehensive basic knowledge of Lévy 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 Lévy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer.
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