Levy Processes

Modern, comprehensive account of the theory of Levy processes; aimed at probability theorists.

Klappentext
Modern, comprehensive account of the theory of L vy processes; aimed at probability theorists.


Zusammenfassung
This 1996 book is a comprehensive account of the theory of Lévy processes. 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.

Inhalt
Preliminaries; 1. Lévy processes as Markov processes; 2. Elements of potential theory; 3. Subordinators; 4. Local time and excursions of a Markov process; 5. Local times of a Lévy process; 6. Fluctuation theory; 7. Lévy processes with no positive jumps; 8. Stable processes and the scaling property; Bibliography; Glossary; Index.

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