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Lévy Matters VI
Language: en
Pages: 245
Authors: Franziska Kühn
Categories: Mathematics
Type: BOOK - Published: 2017-10-05 - Publisher: Springer

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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
Lévy Matters V
Language: en
Pages: 224
Authors: Lars Nørvang Andersen
Categories: Mathematics
Type: BOOK - Published: 2015-10-24 - Publisher: Springer

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This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of
Lévy Matters IV
Language: en
Pages: 286
Authors: Denis Belomestny
Categories: Mathematics
Type: BOOK - Published: 2014-12-05 - Publisher: Springer

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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
Lévy Matters III
Language: en
Pages: 199
Authors: Björn Böttcher
Categories: Mathematics
Type: BOOK - Published: 2014-01-16 - Publisher: Springer

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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
Lévy Matters I
Language: en
Pages: 216
Authors: Thomas Duquesne
Categories: Mathematics
Type: BOOK - Published: 2010-09-05 - Publisher: Springer Science & Business Media

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Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. T