資料來源:
三民書局
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Lévy processes and infinitely divisible distributions
- 作者： Satō, Kenʾichi, 1934-
- 其他題名：
- Kahō katei.
- 出版： Cambridge, U.K. ;New York : Cambridge University Press
- 叢書名： Cambridge studies in advanced mathematics68
- 主題： Lévy processes. , Distribution (Probability theory)
- ISBN： 0521553024 (hbk.): US$90.00
- 資料類型: 圖書
- 內容註: Includes bibliographical references (p. 451-478) and indexes.
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讀者標籤：
- 系統號： 005000167 | 機讀編目格式
館藏資訊
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.
資料來源：
三民書局
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