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Lévy processes and infinitely divisible distributions. 2nd revised ed. (English) Zbl 1287.60003
Cambridge Studies in Advanced Mathematics 68. Cambridge: Cambridge University Press (ISBN 978-1-107-65649-9/pbk). xiv, 521 p. (2013).
See the review of the first edition in [Zbl 0973.60001].

MSC:
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60G51 Processes with independent increments; Lévy processes
60G18 Self-similar stochastic processes
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