Lévy Matters V Functionals of Lévy Processes /

• Κύριοι συγγραφείς: Andersen, Lars Nørvang (Συγγραφέας), Asmussen, Søren (Συγγραφέας), Aurzada, Frank (Συγγραφέας), Glynn, Peter W. (Συγγραφέας), Maejima, Makoto (Συγγραφέας), Pihlsgård, Mats (Συγγραφέας), Simon, Thomas (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Έκδοση: 1st ed. 2015.
• Σειρά: Lecture Notes in Mathematics, 2149
• Θέματα: Mathematics.; Probabilities.; Probability Theory and Stochastic 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...

Πίνακας περιεχομένων:

• Makoto Maejima: Classes of infinitely divisible distributions and examples
• Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection
• Persistence probabilities and exponents
• Frank Aurzada and Thomas Simon: Persistence probabilities and exponents.