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Lévy Processes

  • Erhan Çınlar
Chapter
Part of the Graduate Texts in Mathematics book series (GTM, volume 261)

Abstract

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.

Keywords

Wiener Process Stable Process Markov Property Characteristic Exponent Cauchy Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Princeton UniversityPrincetonUSA

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