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Topics in Infinitely Divisible Distributions and L�vy Processes, Revised Edition

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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 subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = 0,1,...,∞, from the class L0 of selfdecomposable distributions to the class L generated by stable distributions through convolution and convergence.

The book is divided into five chapters. Chapter 1 stud...