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Lévy Matters. Vol.1

Name: Lévy Matters. Vol.1
Brand: Springer, Berlin
SKU: 01656131
Price: 51.09 EUR
Availability: InStock
Author: Ole E. Barndorff-Nielsen
ISBN: 9783642140068

A subseries on Levy processes

Ole E. Barndorff-Nielsen

Jean Bertoin

Jean Jacod

Language

English

Book Paperback

Libristo code: 01656131

Publishers Springer, Berlin, July 2010

This is the first volume of a subseries of the Lecture Notes in Mathematics called Lévy Matters, whi... Full description

Libristo code: 01656131

125 b

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This is the first volume of a subseries of the Lecture Notes in Mathematics called Lévy Matters, which will appear randomly over the next years.§Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.§The three expository articles of this first volume have been chosen to reflect the breadth of the area of Lévy processes.§The first article by Ken-iti Sato characterizes extensions of the class of selfdecomposable distributions on R^d.§The second article by Thomas Duquesne discusses Hausdorff and packing measures of stable trees.§The third article by Oleg Reichmann and Christoph Schwab presents numerical solutions to Kolmogoroff equations, which arise for instance in financial engineering, when Lévy or additive processes model the dynamics of the risky assets.