Preliminaries of Lévy Processes

  • Bronius Grigelionis
Part of the SpringerBriefs in Statistics book series (BRIEFSSTATIST)


Let \((\Omega , \fancyscript{F}, \mathrm P )\) be a probability space and \((R^d, \fancyscript{B}(R^d), \langle \cdot ,\cdot \rangle )\) be a d-dimensional Euclidean space \(R^d\) with the \(\sigma \)-algebra of Borel subsets \(\fancyscript{B}(R^d)\), the scalar product \(\langle x,y\rangle =\sum\nolimits ^{d}_{j=1}x_jy_j\) for row vectors \(x=(x_1,\ldots ,x_d)\), \(y=(y_1,\ldots ,y_d)\) and the norm \(|x|=\sqrt{\langle x,x\rangle }\).


Probability Space Sample Path Borel Subset Polar Decomposition Divisible Distribution 
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© The Author(s) 2013

Authors and Affiliations

  1. 1.University of VilniusVilniusLithuania

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