
Lévy Matters V
This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration.
- Alaotsikko
- Functionals of Lévy Processes
- Kirjailija
- Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon
- Painos
- 1st ed. 2015
- ISBN
- 9783319231372
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 5.11.2015
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 224