Lévy Matters II : Recent Progress in Theory and Applications : Functional Lévy Fields, and Scale Functions (Lecture Notes in Mathematics) / Cohen, S./ Kuznetsov, A./ Kyprianou, A. E.

Lévy Matters II : Recent Progress in Theory and Applications : Functional Lévy Fields, and Scale Functions (Lecture Notes in Mathematics) 〈Vol. 2061〉

Cohen, S./ Kuznetsov, A./ Kyprianou, A. E.

Springer（2012/09発売）

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製本 Paperback:紙装版/ペーパーバック版／ページ数 185 p.／サイズ 8 illus.
商品コード 9783642314063

Full Description

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.

Fractional Lévy Fields.- The Theory of Scale Functions for Spectrally Negative Lévy Processes