Levy Processes 作者: Jean Bertoin; Bertoin Jean; Bela Bollobas; ISBN13: 9780521646321 类型: 平装 出版日期: 1998-10-29 出版社: Cambridge University Press 页数: 278 重量(克): 362 尺寸: 229 x 153 x 15 mm
商品简介This is an up-to-date and comprehensive account of the theory of Levy processes. This branch of modern probability theory has been developed over recent years and has many applications in such areas as queues, mathematical finance and risk estimation. Professor Bertoin has used the powerful interplay between the probabilistic structure (independence and stationarity of the increments) and analytic tools (especially Fourier and Laplace transforms) to give a quick and concise treatment of the core theory, with the minimum of technical requirements. Special properties of subordinators are developed and then appear as key features in the study of the local times of real-valued Levy processes and in fluctuation theory. Levy processes with no positive jumps receive special attention, as do stable processes. In sum, this will become the standard reference on the subject for all working probability theorists.