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Bøger i Levy Matters serien

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  • - Functionals of Levy Processes
    af Lars Nørvang Andersen
    811,95 kr.

    This three-chapter volume concerns the distributions of certain functionals of Levy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Levy processes via stochastic integration.

  • - Estimation for Discretely Observed Levy Processes
    af Denis Belomestny
    621,95 kr.

    The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Levy processes. The chapters cover the main aspects of the estimation of discretely observed Levy processes, when the observation scheme is regular, from an up-to-date viewpoint.

  • - Levy-Type Processes: Moments, Construction and Heat Kernel Estimates
    af Franziska Kuhn
    618,95 kr.

    Presenting some recent results on the construction and the moments of Levy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Levy-type processes behave locally like Levy processes but, in contrast to Levy processes, they are not homogeneous in space.

  • - Levy-Type Processes: Construction, Approximation and Sample Path Properties
    af Bjorn Bottcher
    614,95 kr.

    This volume presents recent developments in the area of Levy-type processes and more general stochastic processes that behave locally like a Levy process.

  • af Jean Jacod, Jean Bertoin, Ole E Barndorff-Nielsen, mfl.
    568,95 kr.

  • af Andreas E. Kyprianou, Serge Cohen, Alexey Kuznetsov & mfl.
    515,95 kr.