Lévy Matters V Functionals of Lévy Processes /

• 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
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Edition: 1st ed. 2015.
• Series: Lecture Notes in Mathematics, 2149
• Subjects: 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...

Table of Contents:

• 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.