Lévy matters II recent progress in theory and applications: Fractional Lévy fields, and scale functions Serge Cohen [and others]

Format:

Book

Contributor:

Cohen, Serge, 1964-

Series:

Lecture notes in mathematics (Springer-Verlag) 2061

Lévy matters

Lecture notes in mathematics 0075-8434 2061

Language:

English

Subjects (All):

Lévy processes.

Physical Description:

1 online resource

Other Title:

Lévy matters 2

Fractional Lévy fields, and scale functions

Place of Publication:

Berlin New York Springer ©2013

Language Note:

English

System Details:

text file

PDF

Summary:

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

Contents:

Fractional Lévy Fields Serge Cohen The Theory of Scale Functions for Spectrally Negative Lévy Processes Alexey Kuznetsov, Andreas E. Kyprianou and Victor Rivero

Notes:

Includes bibliographical references

Other Format:

Printed edition:

ISBN:

9783642314070

3642314074

3642314066

9783642314063

OCLC:

811052182

Access Restriction:

Restricted for use by site license