Levy Matters V: Functionals of Levy Processes - Lecture Notes in Mathematics - Lars Nørvang Andersen - Books - Springer International Publishing AG - 9783319231372 - November 5, 2015
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Levy Matters V: Functionals of Levy Processes - Lecture Notes in Mathematics 1st ed. 2015 edition

Lars Nørvang Andersen

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Levy Matters V: Functionals of Levy Processes - Lecture Notes in Mathematics 1st ed. 2015 edition

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.


224 pages, 1 black & white illustrations, 7 colour illustrations, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 5, 2015
ISBN13 9783319231372
Publishers Springer International Publishing AG
Pages 224
Dimensions 155 × 235 × 13 mm   ·   3.75 kg
Language French