Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition

ISBN-13: 9783030226992 / Angielski / Miękka / 2019 / 135 str.

Alfonso Rocha-Arteaga; Ken-Iti Sato

Recenzje

"The text is written in good style by giving exact definitions followed by statements and their proofs. The notions and the results are well illustrated by a reasonable number of examples. ... Each chapter ends with extremely useful 'Notes'. Thus there are five well-written essays containing historical facts and going through important steps in developing the infinite divisibility and the theory of Lévy processes. All comments are supported by referring to original sources." (Jordan M. Stoyanov, zbMATH 1472.60003, 2021)

Spis treści

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.