000 | 02750nam a22004815i 4500 | ||
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001 | 978-3-642-31407-0 | ||
003 | DE-He213 | ||
005 | 20140220082850.0 | ||
007 | cr nn 008mamaa | ||
008 | 120914s2013 gw | s |||| 0|eng d | ||
020 |
_a9783642314070 _9978-3-642-31407-0 |
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024 | 7 |
_a10.1007/978-3-642-31407-0 _2doi |
|
050 | 4 | _aQA1-939 | |
072 | 7 |
_aPB _2bicssc |
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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. |
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300 |
_aXII, 186 p. 8 illus., 1 illus. in color. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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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 |