Lévy Matters V Functionals of Lévy Processes /

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...

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Bibliographic Details
Published in:Springer eBooks
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: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Lecture Notes in Mathematics,
Subjects:
mathematics.
Probabilities.
Mathematics.
Probability Theory and Stochastic Processes.
Online Access:http://dx.doi.org/10.1007/978-3-319-23138-9
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