Lévy Matters V Functionals of Lévy Processes /
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. The second ch...
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Bibliographic Details
| Main Authors: |
Andersen, Lars Nørvang
(Author),
Asmussen, Søren
(Author),
Aurzada, Frank
(Author),
Glynn, Peter W.
(Author),
Maejima, Makoto
(Author),
Pihlsgård, Mats
(Author),
Simon, Thomas
(Author) |
|---|
| Corporate Author: |
SpringerLink (Online service) |
|---|
| Format: | Electronic
eBook
|
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| Language: | English |
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| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
|
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| Edition: | 1st ed. 2015. |
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| Series: | Lecture Notes in Mathematics,
2149
|
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| Subjects: | |
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| Online Access: | Full Text via HEAL-Link
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