Publication: Some elements on Lévy processes
Some elements on Lévy processes
Date
Date
Date
Citations
Bertoin, J. (2001). Some elements on Lévy processes. In D. N. Shanbhag & C. R. Rao (Eds.), Stochastic processes: theory and methods. (No. 19; Issue 19, pp. 117–144). Elsevier. https://doi.org/10.1016/S0169-7161(01)19007-3
Abstract
Abstract
Abstract
This chapter provides a brief survey of some of the most salient features of the theory. It presents the fundamental aspects of Levy processes (Markov property and infinite divisibility) and describes their probabilistic structure. The chapter focuses on various techniques used to derive the distribution of certain important functional of Levy processes. The chapter concludes with some remarkable sample path properties such as transience or recurrence, information on the rate of growth, and certain geometric properties of the range.
Metrics
Views
Additional indexing
Creators (Authors)
Editors
Title of Book
Title of Book
Title of Book
Place of Publication
Place of Publication
Place of Publication
Page range/Item number
Page range/Item number
Page range/Item number
Page end
Page end
Page end
Item Type
Item Type
Item Type
In collections
Language
Language
Language
Publication date
Publication date
Publication date
Date available
Date available
Date available
Series Name
Series Name
Series Name
ISSN or e-ISSN
ISSN or e-ISSN
ISSN or e-ISSN
ISBN or e-ISBN
ISBN or e-ISBN
ISBN or e-ISBN
OA Status
OA Status
OA Status
Free Access at
Free Access at
Free Access at
Publisher DOI
Related URLs
Related URLs
Related URLs
Metrics
Views
Citations
Bertoin, J. (2001). Some elements on Lévy processes. In D. N. Shanbhag & C. R. Rao (Eds.), Stochastic processes: theory and methods. (No. 19; Issue 19, pp. 117–144). Elsevier. https://doi.org/10.1016/S0169-7161(01)19007-3