- Series: Cambridge Tracts in Mathematics (Book 121)
- Paperback: 278 pages
- Publisher: Cambridge University Press (December 28, 1998)
- Language: English
- ISBN-10: 0521646324
- ISBN-13: 978-0521646321
- Product Dimensions: 6 x 0.6 x 9 inches
- Shipping Weight: 1.1 pounds (View shipping rates and policies)
- Average Customer Review: 2 customer reviews
- Amazon Best Sellers Rank: #2,421,831 in Books (See Top 100 in Books)
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Lévy Processes (Cambridge Tracts in Mathematics)
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"I think this is THE book on the subject, rather than A book on it. The text is clearly written, and very well organised. The subject-matter is mainstream probability, so will always be topical. A book on these lines has been long overdue..." Professor Nick Bingham
"This concise book promises to be the standard reference for students and researchers concerned with this field." Monatshefte fur Mathematik
This is an up-to-date and comprehensive account of the theory of Lévy processes. This branch of modern probability theory has been developed over recent years and has many applications in such areas as queues, mathematical finance and risk estimation. Professor Bertoin uses the interplay between the probabilistic structure and analytic tools to give a quick and concise treatment of the core theory, with the minimum of technical requirements. This will become the standard reference on the subject for all working probability theorists.'I think this is THE book on the subject, rather than A book on it. The text is clearly written, and very well organised. The subject-matter is mainstream probability, so will always be topical. A book on these lines has been long overdue.' Professor Nick Bingham