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A Lifetime of Excursions Through Random Walks and Lvy Processes: A Volume in Hon

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Path Decompositions of Perturbed Reflecting Brownian Motions. - On Doney's Striking Factorization of the Arc-Sine Law. - The Limit Distribution of a Singular Sequence of Itô Integrals. - A Transformation for Spectrally Negative Lévy Processes and Applications.

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Format:

Paperback
Language:

English
ISBN-13:

9783030833114
Author:

Andreas E. Kyprianou, Loc Chaumont
Book Title:

A Lifetime of Excursions Through Random Walks and Lvy Processes
ISBN:

9783030833114

None:

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