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Levy matters II : = Recent progress ...

Cohen, Serge, (1964-)

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Levy matters II : = Recent progress in theory and applications : fractional Lévy fields, and scale functions /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Levy matters II :/ Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero.
其他題名:	Recent progress in theory and applications : fractional Lévy fields, and scale functions /
其他題名:	Lévy matters 2
其他作者:	Cohen, Serge,
出版者:	Heidelberg ;Springer, : c2012.,
面頁冊數:	xii, 186 p. :ill. (some col.) ;24 cm.
標題:	Lévy processes. -
電子資源:	http://dx.doi.org/10.1007/978-3-642-31407-0Via SpringerLink
ISBN:	9783642314063 (pbk.) :
ISSN:	00758434

Levy matters II : = Recent progress in theory and applications : fractional Lévy fields, and scale functions /
Levy matters II :Recent progress in theory and applications : fractional Lévy fields, and scale functions /Lévy matters 2Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero. - Heidelberg ;Springer,c2012. - xii, 186 p. :ill. (some col.) ;24 cm. - Lecture notes in mathematics,20610075-8434 ;. - Lecture notes in mathematics (Springer-Verlag) ;2002..

Includes bibliographical references.

Introduction --

"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."--Publisher's website.

ISBN: 9783642314063 (pbk.) :EUR34.95

ISSN: 00758434

LCCN: 2012945523Subjects--Topical Terms:

1783646
Lévy processes.

LC Class. No.: QA274.73 / .L488 2012

Levy matters II : = Recent progress in theory and applications : fractional Lévy fields, and scale functions /
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020 $a 3642314066 (pbk.)
020 $a 9783642314070 (ebk.)
020 $a 3642314074 (ebk.)
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022 # $a 16179692 (e-ISSN)
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040 $a DLC $b eng
050 # 4 $a QA274.73 $b .L488 2012
050 # 4 $a QA3 $b .L28 no.2061
245 1 0 $a Levy matters II : $b Recent progress in theory and applications : fractional Lévy fields, and scale functions / $c Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero.
246 3 # $a Lévy matters 2
246 3 0 $a Recent progress in theory and applications : $b fractional Lévy fields, and scale functions
246 3 0 $a Fractional Lévy fields, and scale functions
260 # $a Heidelberg ; $a New York : $b Springer, $c c2012.
300 $a xii, 186 p. : $b ill. (some col.) ; $c 24 cm.
490 1 0 $a Lecture notes in mathematics, $x 0075-8434 ; $v 2061
504 $a Includes bibliographical references.
505 0 # $t Introduction -- $t Random measures -- $t Stable fields -- $t Lévy fields -- $t Statistics-- $t Simulation.
520 # $a "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."--Publisher's website.
650 # 0 $a Lévy processes. $3 1783646
650 # 0 $a Random fields. $3 648193
700 1 # $a Cohen, Serge, $d 1964- $3 1783644
830 0 $a Lecture notes in mathematics (Springer-Verlag) ; $v 2002. $3 1235985
830 0 $a Lévy matters ; $v 2. $3 1783645
856 4 1 $u http://dx.doi.org/10.1007/978-3-642-31407-0 $z Via SpringerLink