автор: Ken-iti Sato

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The volume Stochastic Processes by K. Ito was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute duri …

This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordinati …