Peter W Glynn: 1 book

Lévy Matters V

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...

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