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BARNDORFF-NIELSEN, O. E., MIKOSCH, T. and RESNICK, S. I. (editors) Levy Processes: Theory and Applications. Birkhauser, Boston, 2001. x + 415 pp. $79.95/ 68.00. ISBN 0-8176-4167-X.
A Levy process is a stochastic process that has stationary and independent increments. The best known examples of Levy processes are Brownian motion, in which the increments are...