Lévy Matters II

Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Lévy Matters II by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero, Springer Berlin Heidelberg
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Author: Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero ISBN: 9783642314070
Publisher: Springer Berlin Heidelberg Publication: September 14, 2012
Imprint: Springer Language: English
Author: Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
ISBN: 9783642314070
Publisher: Springer Berlin Heidelberg
Publication: September 14, 2012
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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