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
Recensione
Data di Pubblicazione:
2024
Abstract:
Andreas Kyprianou and Juan Carlos Pardo offer an exceptional exploration of the captivating realms of stable Lévy processes. The book provides a comprehensive overview of stable processes and their connection with self-similar Markov processes as revealed by the Lamperti transform, unveiling advanced findings concerning functional distributions and fluctuation identities. As noted by the authors, the treatise should serve as material for a graduate course and as a standard reference for researchers working on stable Lévy processes.
Tipologia CRIS:
1.2 Recensione in rivista
Keywords:
Stable Lévy processes, Lamperti representations
Elenco autori:
Bormetti, Giacomo
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