Levy Matters V
Andersen, Lars Norvang; Asmussen, Soren; Aurzada, Frank; Glynn, Peter W.; Maejima, Makoto; Pihlsgard, Mats; Thomas, Simon
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Description for Levy Matters V
Paperback. Series: Lecture Notes in Mathematics. Num Pages: 240 pages, 1 black & white illustrations, 7 colour illustrations, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 13. Weight in Grams: 379.
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 Lévy processes reflected at two barriers, where reflection is formulated à la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the ... Read more
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Format
Paperback
Publication date
2015
Publisher
Springer International Publishing AG Switzerland
Number of pages
240
Condition
New
Series
Lecture Notes in Mathematics
Number of Pages
224
Place of Publication
Cham, Switzerland
ISBN
9783319231372
SKU
V9783319231372
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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