Lévy matters v: functionals of lévy processes
Auteur :
Andersen, Lars Nørvang / Asmussen, Søren / Aurzada, Frank / Glynn, Peter W. / Maejima, Makoto / Pihlsgård, Mats / Simon, Thomas
Éditeur :
Springer International Publishing AG
ISBN :
9783319231372
Date de publication :
5 nov. 2015
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.