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 ch...
| Main Authors: | , , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2015, 2015
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| Edition: | 1st ed. 2015 |
| Series: | Lévy Matters, A Subseries on Lévy Processes
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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