Lévy Matters

Lévy Matters II

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

Authors: Cohen, S., Kuznetsov, A., Kyprianou, A., Rivero, V.

  • Over the past 10-15 years, we have seen a revival of general Lévy processes theory as well as a burst of new applications
  • There is a lively and growing research community in this area
  • Expository articles help to disseminate important theoretical and applied research to other researchers and in particular to young researchers like PhD students and Postdocs
  • Chapters attract different focus groups of readers
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  • ISBN 978-3-642-31407-0
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Softcover $49.95
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  • ISBN 978-3-642-31406-3
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About this book

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.

Table of contents (2 chapters)

  • Fractional Lévy Fields

    Cohen, Serge

    Pages 1-95

  • The Theory of Scale Functions for Spectrally Negative Lévy Processes

    Kuznetsov, Alexey (et al.)

    Pages 97-186

Buy this book

eBook $34.99
price for USA (gross)
  • ISBN 978-3-642-31407-0
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $49.95
price for USA
  • ISBN 978-3-642-31406-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Lévy Matters II
Book Subtitle
Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions
Authors
Series Title
Lévy Matters
Series Volume
2061
Copyright
2013
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-31407-0
DOI
10.1007/978-3-642-31407-0
Softcover ISBN
978-3-642-31406-3
Series ISSN
2190-6637
Edition Number
1
Number of Pages
XII, 186
Number of Illustrations and Tables
7 b/w illustrations, 1 illustrations in colour
Topics