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Lévy Matters V
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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
Painos
1st ed. 2015
ISBN
9783319231372
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
5.11.2015
Sivumäärä
224