Lévy Matters II: Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions (2013) (Lecture Notes in Mathematics #2061)
By: and and and
Sign Up Now!
Already a Member? Log In
You must be logged into UK education collection to access this title.
Learn about membership options,
or view our freely available titles.
- Synopsis
- 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.
- Copyright:
- 2013
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783642314070
- Related ISBNs:
- 9783642314063
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 08/02/22
- Copyrighted By:
- Springer-Verlag Berlin Heidelberg
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
Reviews
Other Books
- by Serge Cohen
- by Alexey Kuznetsov
- by Andreas E. Kyprianou
- by Victor Rivero
- in Nonfiction
- in Mathematics and Statistics