Lévy Processes

Part of the Graduate Texts in Mathematics book series (GTM, volume 261)


This chapter is on Lévy processes with state space ℝd, their structure and general properties. Section 1 introduces them and gives a constructive survey of the range of behaviors. Section 2 illustrates those constructions in the case of stable processes, a special class.


Wiener Process Stable Process Markov Property Characteristic Exponent Cauchy Distribution 


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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Princeton UniversityPrincetonUSA

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