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Lévy processes. (English) Zbl 0938.60005
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
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