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...
Bibliographic Details
| Main Authors: |
Andersen, Lars Nørvang
(Author),
Asmussen, Søren
(Author),
Aurzada, Frank
(Author),
Glynn, Peter W.
(Author),
Maejima, Makoto
(Author),
Pihlsgård, Mats
(Author),
Simon, Thomas
(Author) |
|---|
| Corporate Author: |
SpringerLink (Online service) |
|---|
| Format: | eBook
|
|---|
| Language: | English |
|---|
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
|
|---|
| Edition: | 1st ed. 2015. |
|---|
| Series: | Lévy Matters, A Subseries on Lévy Processes,
2149
Springer eBook Collection.
|
|---|
| Subjects: | |
|---|
| Online Access: | Click to view e-book
|
|---|
| Holy Cross Note: | Loaded electronically.
Electronic access restricted to members of the Holy Cross Community. |
|---|