Levy Matters V
Functionals of Levy Processes
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.
Specificaties
ISBN/EAN | 9783319231372 |
Auteur | Andersen, Lars Nørvang |
Uitgever | Van Ditmar Boekenimport B.V. |
Taal | Engels |
Uitvoering | Paperback / gebrocheerd |
Pagina's | 224 |
Lengte | 236.0 mm |
Breedte | 154.0 mm |