Functionals of Lévy Processes
by
Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada
Language: English
Release Date: October 24, 2015
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...