Levy Processes and Infinitely Divisible Distributions. 2 Revised edition, Paperback

This successful text provides a comprehensive basic knowledge of Levy processes and serves as an introduction to stochastic processes in general. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.

• Publisher: Cambridge University Press
• Author(s): Ken-iti (Nagoya University, Japan) Sato
• Illustration(s): Worked examples or Exercises
• Number of pages: 536
• Collection: Cambridge Studies in Advanced Mathematics
• Publication date: 2013
• Dimensions: 228 x 157 x 29
• Cover type: Paperback / softback