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...
| Other Authors: | Andersen, Lars Nørvang,, Asmussen, Søren,, Aurzada, Frank,, Glynn, Peter W.,, Maejima, Makoto,, Pihlsgård, Mats,, Simon, Thomas (Mathematician),, SpringerLink (Online Service) |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer,
2015.
|
| Physical Description: |
1 online resource (xvi, 224 pages) : illustrations (some color) |
| Series: |
Lecture notes in mathematics (Springer-Verlag) ;
2149. Lévy matters ; 5. |
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |