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Topics in infinitely divisible distributions and Lévy processes

This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = 0,1,...,...

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Detalles Bibliográficos
Autores principales: Rocha-Arteaga, Alfonso, Sato, Ken-iti
Lenguaje:eng
Publicado: Springer 2019
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-030-22700-5
http://cds.cern.ch/record/2700040