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001 978-3-642-31407-0
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005 20140220082850.0
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008 120914s2013 gw | s |||| 0|eng d
020 _a9783642314070
_9978-3-642-31407-0
024 7 _a10.1007/978-3-642-31407-0
_2doi
050 4 _aQA1-939
072 7 _aPB
_2bicssc
072 7 _aMAT000000
_2bisacsh
082 0 4 _a510
_223
100 1 _aCohen, Serge.
_eauthor.
245 1 0 _aLévy Matters II
_h[electronic resource] :
_bRecent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions /
_cby Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2013.
300 _aXII, 186 p. 8 illus., 1 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2061
520 _aThis 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.
650 0 _aMathematics.
650 0 _aDistribution (Probability theory).
650 1 4 _aMathematics.
650 2 4 _aMathematics, general.
650 2 4 _aProbability Theory and Stochastic Processes.
700 1 _aKuznetsov, Alexey.
_eauthor.
700 1 _aKyprianou, Andreas E.
_eauthor.
700 1 _aRivero, Victor.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642314063
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2061
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-31407-0
912 _aZDB-2-SMA
912 _aZDB-2-LNM
999 _c97102
_d97102