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Del 2149 - Lecture Notes in Mathematics
Lévy Matters V
Functionals of Lévy Processes
Häftad, Engelska, 2015
482 kr
Skickas inom 10-15 vardagar
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.