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Found 1 from your keywords: author=Thomas Simon
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Lévy Matters V: Functionals of Lévy Processes
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Lars Nørvang AndersenSøren AsmussenFrank AurzadaPeter W. GlynnMakoto MaejimaMats PihlsgårdThomas Simon

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 chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns…

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978-3-319-23138-9
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