Lévy processes. (English) Zbl 0938.60005

Bertoin, Jean

Cambridge Tracts in Mathematics. 121. Cambridge: Cambridge Univ. Press. x, 266 p. (1998).

This monography is the unchanged paperback edition of the original one (1996; Zbl 0861.60003).

MSC:

60-02	Research exposition (monographs, survey articles) pertaining to probability theory
60G51	Processes with independent increments; Lévy processes
60G17	Sample path properties
60J55	Local time and additive functionals

Keywords:

independent and stationary increments; Lévy processes; local times; excursion theory; stable processes

Citations:

Zbl 0861.60003