Lévy matters V. Functionals of Lévy processes

DOI10.1007/978-3-319-23138-9zbMATH Open1337.60007OpenAlexW2496465758MaRDI QIDQ495568FDOQ495568

Authors: Lars Nørvang Andersen, Frank Aurzada, Peter W. Glynn, M. Maejima, Mats Pihlsgård, Thomas Simon, Søren Asmussen 

Publication date: 14 September 2015

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-23138-9

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Self-similar stochastic processes (60G18)

Cited In (5)

• Lévy matters VI. Lévy-type processes: moments, construction and heat kernel estimates
• A localization of the L{\'e}vy operators arising in mathematical finances
• Martingales associated with functions of Markov and finite variation processes
• Title not available (Why is that?)
• Brownian motion in trapping enclosures: steep potential wells, bistable wells and false bistability of induced Feynman–Kac (well) potentials

This page was built for publication: Lévy matters V. Functionals of Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q495568)