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.

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 / Bormetti, Giacomo. - In: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION. - ISSN 0162-1459. - ELETTRONICO. - 119:545(2024), pp. 789-790. [10.1080/01621459.2023.2286293]

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

Bormetti, Giacomo
Primo
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.
2024
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 / Bormetti, Giacomo. - In: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION. - ISSN 0162-1459. - ELETTRONICO. - 119:545(2024), pp. 789-790. [10.1080/01621459.2023.2286293]
Bormetti, Giacomo
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/952458
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