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Bulletin of the American Mathematical Society

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Book Review

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Full text of review: PDF
Book Information:

Author: Jean Bertoin
Title: Lévy processes
Additional book information: Cambridge Univ. Press, Melbourne, NY, 1996, x+265 pp., ISBN 0-521-56243-0, $54.95

References [Enhancements On Off] (What's this?)

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  • [F] William Feller, An introduction to probability theory and its applications. Vol. II., Second edition, John Wiley & Sons, Inc., New York-London-Sydney, 1971. MR 0270403
  • [H] Peter Hall, A comedy of errors: the canonical form for a stable characteristic function, Bull. London Math. Soc. 13 (1981), no. 1, 23–27. MR 599635, 10.1112/blms/13.1.23
  • [I] Kiyosi Itô, On stochastic processes. I. (Infinitely divisible laws of probability), Jap. J. Math. 18 (1942), 261–301. MR 0014629
  • [LL] Jean-François Le Gall and Yves Le Jan, Arbres aléatoires et processus de Lévy, C. R. Acad. Sci. Paris Sér. I Math. 321 (1995), no. 9, 1241–1244 (French, with English and French summaries). MR 1360791
  • [L1] P. Lévy, Sur les integrales dont les éléments sont les variables aléatoires
    indépendantes. Annali della Scuola Normale Superiore di Pisa, (2) III (1934) 337-366.
  • [L2] P. Lévy, Théorie de l'addition des variables aléatoires. Gauthier-Villars, Paris, 1937.
  • [M1] Benoit B. Mandelbrot, The fractal geometry of nature, W. H. Freeman and Co., San Francisco, Calif., 1982. Schriftenreihe für den Referenten. [Series for the Referee]. MR 665254
  • [S] K. Sato, Stochastic processes with stationary independent increments. (In Japanese). Kinokuniya, Tokyo, 1990.

Review Information:

Reviewer: Martin Barlow
Affiliation: University of British Columbia
Journal: Bull. Amer. Math. Soc. 35 (1998), 343-346
Review copyright: © Copyright 1998 American Mathematical Society