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Multi-dimensional Lévy Processes and Their Densities

  • Arturo Kohatsu-HigaEmail author
  • Atsushi Takeuchi
Chapter
Part of the Universitext book series (UTX)

Abstract

We briefly present in this chapter the definition and the regularity properties of the law of general Lévy processes in many dimensions. We could have taken the same approach as in previous chapters going slowly from Poisson processes to compound Poisson processes, finite variation and then infinite variation Lévy processes in many dimensions.

Copyright information

© Springer Nature Singapore Pte Ltd. 2019

Authors and Affiliations

  1. 1.Department of Mathematical SciencesRitsumeikan UniversityKusatsuJapan
  2. 2.Department of MathematicsTokyo Woman’s Christian UniversityTokyoJapan

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