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Language: en
Pages: 215
Pages: 215
Type: BOOK - Published: 2014-01-16 - Publisher: Springer
This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Alt
Language: en
Pages: 200
Pages: 200
Type: BOOK - Published: 2012-09-14 - Publisher: Springer
This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which is published at irregular intervals over the years. Eac
Language: en
Pages: 264
Pages: 264
Type: BOOK - Published: 2017-10-05 - Publisher: Springer
Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is pro
Language: en
Pages: 242
Pages: 242
Type: BOOK - Published: 2015-10-24 - Publisher: Springer
This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of
Language: en
Pages: 303
Pages: 303
Type: BOOK - Published: 2014-12-05 - Publisher: Springer
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statist
