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Paperback Lévy Matters V: Functionals of Lévy Processes Book
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ISBN: 3319231375

ISBN13: 9783319231372

Lévy Matters V: Functionals of Lévy Processes

by , , , et al.
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This three-chapter volume concerns the distributions of certain functionals of L?vy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain L?vy processes via stochastic integration. The second chapter, by Lars N rvang Andersen, S ren Asmussen, Peter W. Glynn and Mats Pihlsg?rd, concerns L?vy processes reflected at two barriers, where reflection...

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Math Mathematics Science & Math

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