Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXVII - 1997 (Lecture Notes in Mathematics, Vol. 1717) (Lecture Notes in Mathematics, 1717)
Description:
Introduces the basic notions and properties of subordinators, such as the Levy-Khintchine formula, Itos decomposition, renewal measures, and ranges. Softcover.
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