
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.
- Undertitel
- Functionals of Lévy Processes
- Författare
- Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon
- Upplaga
- 1st ed. 2015
- ISBN
- 9783319231372
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2015-11-05
- Sidor
- 224
