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2 produkter
Lévy Matters V
Functionals of Lévy Processes
Av Lars Nørvang Andersen, Søren Asmussen m. fl.
Häftad, 2015
497 kr
Lägg i varukorg
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 …
Levy Matters V
Functionals of Lévy Processes
Av Thomas Simon, Mats Pihlsgard m. fl.
E-bok, 2015
652 kr
Lägg i varukorg
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 …