Lévy Matters V
Functionals of Lévy Processes
AvLars Nørvang Andersen,Søren Asmussen
Häftad, Engelska, 2015
Del 2149 i serien Lecture Notes in Mathematics
486 kr
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Beskrivning
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.