内容简介
Lévyprocessesarerichmathematicalobjectsandconstituteperhapsthemostbasicclassofstochasticprocesseswithacontinuoustimeparameter.ThisbookisintendedtoprovidethereaderwithcomprehensivebasicknowledgeofLévyprocesses,andatthesametimeserveasanintroductiontostochasticprocessesingeneral.Nospecialistknowledgeisassumedandproofsaregivenindetail.Systematicstudyismadeofstableandsemi-stableprocesses,andtheauthorgivesspecialemphasistothecorrespondencebetweenLévyprocessesandinfinitelydivisibledistributions.Allseriousstudentsofrandomphenomenawillfindthatthisbookhasmuchtooffer.