Billede af bogens forside - Levy Matters V

Levy Matters V

Functionals of Levy Processes

af Lars Nørvang Andersen

Bog, Paperback, Engelsk, 2015

This three-chapter volume concerns the distributions of certain functionals of Levy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Levy processes via stochastic integration.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingPaperback
  • ISBN9783319231372
  • Udgivet5/11/2015
  • Udgivet afSpringer International Publishing AG
  • Længde224 sider
  • ForfatterLars Nørvang Andersen
  • GenreBusiness og læring