Simon, Thomas, (Mathematician)

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Lévy matters V

Lévy matters V: functionals of Lévy processes

by Asmussen, Søren, Andersen, Lars Nørvang, Aurzada, Frank, Glynn, Peter W., Maejima, Makoto, Pihlsgård, Mats, Simon, Thomas, (Mathematician)

fromLecture notes in mathematics (En ligne)

0 Type: Book

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 integ…

Lévy matters

Lévy matters

by Asmussen, Søren, Andersen, Lars Nørvang, Aurzada, Frank, Glynn, Peter W., Maejima, Makoto, Pihlsgård, Mats, Simon, Thomas, (Mathematician)

fromLecture notes in mathematics (Springer-Verlag)

0 Type: Book

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 integ…

Lévy matters V

Lévy matters V: functionals of Lévy processes

by Asmussen, Søren, Andersen, Lars Nørvang, Aurzada, Frank, Glynn, Peter W., Maejima, Makoto, Pihlsgård, Mats, Simon, Thomas, (Mathematician)

fromLecture notes in mathematics (Springer-Verlag)

0 Type: Book

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 integ…