Stable Lévy Processes via Lamperti-Type Representations
Stable Lévy Processes via Lamperti-Type Representations
, Andreas E. Kyprianou and Juan Carlos Pardo, New York, NY: Cambridge University Press, 2022, xx+463 pp., $69.99(H), ISBN 978-1-108-48029-1.
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Published:2023-11-21
Issue:
Volume:
Page:1-2
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ISSN:0162-1459
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Container-title:Journal of the American Statistical Association
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language:en
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Short-container-title:Journal of the American Statistical Association
Affiliation:
1. Department of Mathematics, Alma Mater Studiorum University of Bologna, Bologna, Italy
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference2 articles.
1. Lévy, P. (1925), Calcul de Probabilités, Paris: Gauthier-Villars.
2. Semi-stable Markov processes. I