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Levy Matters II - Recent Progress in Theory and Applications: Fractional Levy Fields, and Scale Functions (Paperback, 2013 ed.) Loot Price: R1,370
Discovery Miles 13 700
Levy Matters II - Recent Progress in Theory and Applications: Fractional Levy Fields, and Scale Functions (Paperback, 2013...

Levy Matters II - Recent Progress in Theory and Applications: Fractional Levy Fields, and Scale Functions (Paperback, 2013 ed.)

Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero

Series: Levy Matters, 2061

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Loot Price R1,370 Discovery Miles 13 700 | Repayment Terms: R128 pm x 12*

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This is the second volume in a subseries of the Lecture Notes in Mathematics called Levy Matters, which is published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Levy 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 Levy processes. The first article by Serge Cohen reviews the most important findings on fractional Levy 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 Levy processes, including an extensive numerical overview.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Levy Matters, 2061
Release date: September 2012
First published: 2013
Authors: Serge Cohen • Alexey Kuznetsov • Andreas E. Kyprianou • Victor Rivero
Dimensions: 235 x 155 x 13mm (L x W x T)
Format: Paperback
Pages: 186
Edition: 2013 ed.
ISBN-13: 978-3-642-31406-3
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 3-642-31406-6
Barcode: 9783642314063

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