| 书目名称 | Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition | | 编辑 | Alfonso Rocha-Arteaga,Ken-iti Sato | | 视频video | | | 概述 | Includes useful notes at the end of each chapter as historical reviews and detailed information on the used sources.Offers an interesting and enjoyable insight into the topics covered.Presents framewo | | 丛书名称 | SpringerBriefs in Probability and Mathematical Statistics | | 图书封面 |  | | 描述 | .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 .L.m., m = 0,1,...,∞, from the class .L.0. of selfdecomposable distributions to the class .L.∞. generated by stable distributions through convolution and convergence..The book is divided into five chapters. Chapter 1 studies basic properties of .L.m. .classes needed for the subsequent chapters. Chapter 2 introduces Ornstein-Uhlenbeck type processes generated by a Lévy process through stochastic integrals based on Lévy processes. Necessary and sufficient conditions are given for a generating Lévy process so that the OU type process has a limit distribution of .L.m. class..Chapter 3 establishes the correspondence between selfsimilar additive processes and selfdecomposable distributions and makes a close inspection of the Lamperti transformation, which transforms selfsimilar additive processes and stationary type OU processes to each other. .Chapter 4 studies multivariate subordination of a cone-paramet | | 出版日期 | Book 2019 | | 关键词 | Lévy Processes; Infinitely divisible distributions; Selfdecomposable distributions; Ornstein--Uhlenbeck | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-030-22700-5 | | isbn_softcover | 978-3-030-22699-2 | | isbn_ebook | 978-3-030-22700-5Series ISSN 2365-4333 Series E-ISSN 2365-4341 | | issn_series | 2365-4333 | | copyright | Springer Nature Switzerland AG 2019 |
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发表于 2025-3-21 17:21:29
