Bøger af Lars Nørvang Andersen
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- Functionals of Levy Processes
790,95 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.
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- 790,95 kr.