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Levy Matters V

- Functionals of Levy Processes

About Levy Matters V

This three-chapter volume concerns the distributions of certain functionals of Levy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Levy processes via stochastic integration.

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  • Language:
  • English
  • ISBN:
  • 9783319231372
  • Binding:
  • Paperback
  • Pages:
  • 224
  • Published:
  • November 5, 2015
  • Edition:
  • 12015
  • Dimensions:
  • 155x235x13 mm.
  • Weight:
  • 3752 g.
Delivery: 2-4 weeks
Expected delivery: October 24, 2024

Description of Levy Matters V

This three-chapter volume concerns the distributions of certain functionals of Levy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Levy processes via stochastic integration.

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