Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = 0,1,...,...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2019, 2019
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| Edition: | 1st ed. 2019 |
| Series: | SpringerBriefs in Probability and Mathematical Statistics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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