Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Appl
This three-chapter volume concerns the distributions of certain functionals of Levy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal di
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Levy processes. These days, statistics for stochastic processes is a lively
