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Lévy Matters II: Lecture Notes in Mathematics, cartea 2061

Autor Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
en Limba Engleză Paperback – 11 sep 2012
This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which is published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.
 
The expository articles in this second volume cover two important topics in the area of Lévy processes.
The first article by Serge Cohen reviews the most
important findings on fractional Lévy fields to date in a self-contained piece, offering a theoretical introduction as well as possible applications and simulation techniques.
The second article, by Alexey Kuznetsov, Andreas E. Kyprianou, and Victor Rivero, presents an up to date account of the theory and application of scale functions for spectrally negative Lévy processes, including an extensive numerical overview.
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Specificații

ISBN-13: 9783642314063
ISBN-10: 3642314066
Pagini: 200
Ilustrații: XII, 186 p. 8 illus., 1 illus. in color.
Dimensiuni: 155 x 235 x 12 mm
Greutate: 0.31 kg
Ediția:2013
Editura: Springer
Colecția Lecture Notes in Mathematics
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Fractional Lévy Fields.- The Theory of Scale Functions for Spectrally Negative Lévy Processes

Textul de pe ultima copertă

This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which is published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.
 
The expository articles in this second volume cover two important topics in the area of Lévy processes.
The first article by Serge Cohen reviews the most
important findings on fractional Lévy fields to date in a self-contained piece, offering a theoretical introduction as well as possible applications and simulation techniques.
The second article, by Alexey Kuznetsov, Andreas E. Kyprianou, and Victor Rivero, presents an up to date account of the theory and application of scale functions for spectrally negative Lévy processes, including an extensive numerical overview.

Caracteristici

Over the past 10-15 years, we have seen a revival of general Lévy processes theory as well as a burst of new applications There is a lively and growing research community in this area Expository articles help to disseminate important theoretical and applied research to other researchers and in particular to young researchers like PhD students and Postdocs Chapters attract different focus groups of readers Includes supplementary material: sn.pub/extras