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

More books from Springer Berlin Heidelberg

Cover of the book Geological and Biological Effects of Impact Events by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Urbanization and Locality by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Neonatal Cranial Ultrasonography by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Mental Health Informatics by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Elektrodynamik by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Das Ressourcentagebuch by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Medialer unikondylärer Kniegelenkersatz: zementiert, fixed Inlay by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Histological Typing of Skin Tumours by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Wild Crop Relatives: Genomic and Breeding Resources by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Entrepreneurial Alertness by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Notfallsonographie by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book European Metropolitan Commercial Real Estate Markets by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Erfolgreich IGeLn by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Intrapartum Ultrasonography for Labor Management by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Cover of the book Surgery in and around the Brain Stem and the Third Ventricle by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy