Lévy Matters V Functionals of Lévy 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. The second...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Andersen, Lars Nørvang (Autor), Asmussen, Søren (Autor), Aurzada, Frank (Autor), Glynn, Peter W. (Autor), Maejima, Makoto (Autor), Pihlsgård, Mats (Autor), Simon, Thomas (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:Lévy Matters, A Subseries on Lévy Processes ; 2149
Temas:
Probabilities.
Probability Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Makoto Maejima: Classes of infinitely divisible distributions and examples
  • Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection
  • Persistence probabilities and exponents
  • Frank Aurzada and Thomas Simon: Persistence probabilities and exponents.

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