Lévy matters. fractional Lévy fields, and scale functions II, Recent progress in theory and applications :
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 rap...
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| Hauptverfasser: | , , , |
|---|---|
| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Ausgabe: | 1st ed. 2013. |
| Schriftenreihe: | Lecture Notes in Mathematics : a subseries on Lévy processes. Lévy matters
2 |
| Schlagworte: | |
| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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La pagination de l'édition imprimée correspondante est de XII-186 p. ISSN et numérotation dans la collection principale : 1617-9692 ; 2061 Autre contribution : Victor Rivero (auteur) Autre contribution : Victor Rivero (auteur) Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Variante du titre: | Recent progress in theory and applications :, fractional Lévy fields, and scale functions |
| Edition sous un autre format: | • Lévy matters, II, Recent progress in theory and applications, fractional Lévy fields, and scale functions, Serge Cohen, Alexey Kusnetsov, Andreas E. Kyprianou ... [et al.], Berlin [etc.], Springer, 2012, 1 vol. (XII-186 p.), Lecture notes in mathematics, 978-3-642-31406-3 |
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| 100 | 1 | |a Cohen, Serge, |d 1964-...., |c mathématicien. | |
| 240 | 1 | 0 | |a Recent progress in theory and applications : |b fractional Lévy fields, and scale functions |
| 245 | 1 | 0 | |a Lévy matters. |n II, |p Recent progress in theory and applications : |b fractional Lévy fields, and scale functions |c Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou... [et al.]. |
| 250 | |a 1st ed. 2013. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture Notes in Mathematics : a subseries on Lévy processes. Lévy matters |v 2 | |
| 500 | |a La pagination de l'édition imprimée correspondante est de XII-186 p. | ||
| 500 | |a ISSN et numérotation dans la collection principale : 1617-9692 ; 2061 | ||
| 500 | |a Autre contribution : Victor Rivero (auteur) | ||
| 500 | |a Autre contribution : Victor Rivero (auteur) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. en fin de contributions | ||
| 505 | 2 | |a Contient une courte biographie de Paul Lévy par Jean Jacod | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 650 | |a Processus de Lévy | ||
| 650 | |a Champs aléatoires | ||
| 700 | 1 | |a Kuznetsov, Alexey, |d 19..-...., |c mathématicien. |4 aut | |
| 700 | 1 | |a Kyprianou, Andreas E., |d 19..- |4 aut | |
| 700 | 1 | |a Rivero Mercado, Victor Manuel. |4 aut | |
| 776 | 0 | |0 164931074 |t Lévy matters |h II |i Recent progress in theory and applications |o fractional Lévy fields, and scale functions |f Serge Cohen, Alexey Kusnetsov, Andreas E. Kyprianou ... [et al.] |c Berlin [etc.] |n Springer |d 2012 |p 1 vol. (XII-186 p.) |s Lecture notes in mathematics |z 978-3-642-31406-3 | |
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