Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition

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 multivariate subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = 0,1,......

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Bibliographic Details
Main Authors: Rocha-Arteaga, Alfonso (Author, http://id.loc.gov/vocabulary/relators/aut), Sato, Ken-iti (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
Edition:1st ed. 2019.
Series:SpringerBriefs in Probability and Mathematical Statistics,
Subjects:
Probabilities.
Probability Theory and Stochastic Processes.
Online Access:Full Text via HEAL-Link
Table of Contents:
  • Classes Lm and their Characterization
  • Classes Lm and Ornstein-Uhlenbeck Type Processes
  • Classes Lm and Selfsimilar Additive Processes
  • Multivariate Subordination
  • Inheritance of Selfdecomposability in Subordination.

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