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Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXVII - 1997 (Lecture Notes in Mathematics)
Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXVII - 1997 (Lecture Notes in Mathematics)
J. Bertoin , F. Martinelli , Y. Peres , Pierre Bernard
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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