Advertisement

Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition

  • Alfonso Rocha-Arteaga
  • Ken-iti Sato
Book

Table of contents

  1. Front Matter
    Pages i-viii
  2. Alfonso Rocha-Arteaga, Ken-iti Sato
    Pages 1-26
  3. Alfonso Rocha-Arteaga, Ken-iti Sato
    Pages 27-59
  4. Alfonso Rocha-Arteaga, Ken-iti Sato
    Pages 77-106
  5. Alfonso Rocha-Arteaga, Ken-iti Sato
    Pages 107-119
  6. Back Matter
    Pages 121-135

About this book

Introduction


Keywords

Lévy Processes Infinitely divisible distributions Selfdecomposable distributions Ornstein--Uhlenbeck type processes Selfsimilar additive processes Subordination Cone-parameter Lévy processes Cone-parameter convolution semigroups Lamperti transformation Stochastic integral respect to Lévy processes

Authors and affiliations

  • Alfonso Rocha-Arteaga
    • 1
  • Ken-iti Sato
    • 2
  1. 1.Facultad de Ciencias Físico-MatemáticasUniversidad Autónoma de SinaloaCuliacánMexico
  2. 2.Hachiman-yama 1101-5-103Tenpaku-ku, NagoyaJapan

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-030-22700-5
  • Copyright Information The Author(s), under exclusive license to Springer Nature Switzerland AG 2019
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-030-22699-2
  • Online ISBN 978-3-030-22700-5
  • Series Print ISSN 2365-4333
  • Series Online ISSN 2365-4341
  • Buy this book on publisher's site