Lévy matters V. Functionals of Lévy processes

DOI10.1007/978-3-319-23138-9zbMath1337.60007OpenAlexW2496465758MaRDI QIDQ495568

Mats Pihlsgård, Frank Aurzada, Makoto Maejima, Thomas Simon, Peter W. Glynn, Lars Nørvang Andersen, Soren 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) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of articles of miscellaneous specific interest (00B15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Self-similar stochastic processes (60G18) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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