Recent progress in theory and applications : fractional Lévy fields, and scale functions
Author(s)
Bibliographic Information
Recent progress in theory and applications : fractional Lévy fields, and scale functions
（Lecture notes in mathematics, 2061 . Lévy Matters ; 2）
Springer, c2012
- Other Title
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Lévy Matters II
Lévy Matters : a subseries on Lévy processes
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
L/N||LNM||2061200026167173
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Other authors: Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
"Bernoulli Society for Mathematical Statistics and Probability"--Cover
Includes bibliographical references
Description and Table of Contents
Description
This is the second volume in a subseries of the Lecture Notes in Mathematics called Levy Matters, which is published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Levy 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 Levy processes.
The first article by Serge Cohen reviews the most
important findings on fractional Levy 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 Levy processes, including an extensive numerical overview.
Table of Contents
Fractional Levy Fields.- The Theory of Scale Functions for Spectrally Negative Levy Processes
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