Recent progress in theory and applications : fractional Lévy fields, and scale functions

著者

書誌事項

Recent progress in theory and applications : fractional Lévy fields, and scale functions

Serge Cohen ... [et al.]

(Lecture notes in mathematics, 2061 . Lévy Matters ; 2)

Springer, c2012

タイトル別名

Lévy Matters II

Lévy Matters : a subseries on Lévy processes

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注記

Other authors: Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero

"Bernoulli Society for Mathematical Statistics and Probability"--Cover

Includes bibliographical references

内容説明・目次

内容説明

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.

目次

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

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詳細情報

  • NII書誌ID(NCID)
    BB10341530
  • ISBN
    • 9783642314063
  • LCCN
    2012945523
  • 出版国コード
    gw
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Berlin
  • ページ数/冊数
    xii, 186 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
  • 親書誌ID
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