Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition

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 studie