Lévy Matters V: Functionals of Lévy Processes: 2149 (Lecture Notes in Mathematics)

by Frank Aurzada (Contributor), Makoto Maejima (Contributor), Mats Pihlsgård (Contributor), Thomas Simon (Contributor), Peter W. Glynn (Contributor), Søren Asmussen (Contributor), Lars Nørvang Norvang Andersen (Author)

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  Paperback
  2015

  $49.07

  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.