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1.

図書

図書
Jean Bertoin
出版情報: Cambridge [Eng.] : Cambridge University Press, 1996  x, 265 p. ; 24 cm
シリーズ名: Cambridge tracts in mathematics ; 121
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2.

図書

図書
Ken-iti Sato
出版情報: New York : Cambridge University Press, 1999  xii, 486 p. ; 24 cm
シリーズ名: Cambridge studies in advanced mathematics ; 68
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目次情報: 続きを見る
Preface
Remarks on notation
Basic examples / 1:
Characterization and existence of Lèvy and additive processes / 2:
Stable processes and their extensions / 3:
The Lèvy-Ito decomposition of sample functions / 4:
Distributional properties of Lèvy processes / 5:
Subordination and density transformation / 6:
Recurrence and transience / 7:
Potential theory for Lèvy processes / 8:
Wiener-Hopf factorizations / 9:
More distributional properties / 10:
Solutions to exercises
References and author index
Subject index
Preface
Remarks on notation
Basic examples / 1:
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