Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition

• Main Authors: Rocha-Arteaga, Alfonso (Author, http://id.loc.gov/vocabulary/relators/aut), Sato, Ken-iti (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Edition: 1st ed. 2019.
• Series: SpringerBriefs in Probability and Mathematical Statistics,
• Subjects: Probabilities.; Probability Theory and Stochastic Processes.

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,......

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.