Overview
- 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
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 2061)
Part of the book sub series: Lévy Matters (LEVY)
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Table of contents (2 chapters)
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Front Matter
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Back Matter
Keywords
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.
Authors and Affiliations
Bibliographic Information
Book Title: Lévy Matters II
Book Subtitle: Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions
Authors: Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-642-31407-0
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2013
Softcover ISBN: 978-3-642-31406-3Published: 11 September 2012
eBook ISBN: 978-3-642-31407-0Published: 14 September 2012
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: XII, 186
Number of Illustrations: 7 b/w illustrations, 1 illustrations in colour
Topics: Mathematics, general, Probability Theory and Stochastic Processes