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Lévy matters

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 rap...

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Detalles Bibliográficos
Autores principales: Cohen, Serge, Kuznetsov, Alexey, Kyprianou, Andreas E, Rivero, Victor
Lenguaje:eng
Publicado: Springer 2013
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-31407-0
http://cds.cern.ch/record/1691806
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author Cohen, Serge
Kuznetsov, Alexey
Kyprianou, Andreas E
Rivero, Victor
author_facet Cohen, Serge
Kuznetsov, Alexey
Kyprianou, Andreas E
Rivero, Victor
author_sort Cohen, Serge
collection CERN
description 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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spelling cern-16918062021-04-21T21:06:55Zdoi:10.1007/978-3-642-31407-0http://cds.cern.ch/record/1691806engCohen, SergeKuznetsov, AlexeyKyprianou, Andreas ERivero, VictorLévy mattersMathematical Physics and MathematicsThis 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.Springeroai:cds.cern.ch:16918062013
spellingShingle Mathematical Physics and Mathematics
Cohen, Serge
Kuznetsov, Alexey
Kyprianou, Andreas E
Rivero, Victor
Lévy matters
title Lévy matters
title_full Lévy matters
title_fullStr Lévy matters
title_full_unstemmed Lévy matters
title_short Lévy matters
title_sort lévy matters
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-642-31407-0
http://cds.cern.ch/record/1691806
work_keys_str_mv AT cohenserge levymatters
AT kuznetsovalexey levymatters
AT kyprianouandrease levymatters
AT riverovictor levymatters