| 书目名称 | Lévy Matters I |
| 副标题 | Recent Progress in T |
| 编辑 | Thomas Duquesne,Oleg Reichmann,Christoph Schwab,Ol |
| 视频video | |
| 概述 | Over the past 10-15 years, we have seen a revival of general Lévy processes theory as well as a burst of new applications.There is a lively and growing research community in this area.Expository artic |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 描述 | This is the first volume of a subseries of the Lecture Notes in Mathematics 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. |
| 出版日期 | Book 2010 |
| 关键词 | Feller process; Feller processes; Lévy process; distribution; stochastic analysis; trees |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-14007-5 |
| isbn_softcover | 978-3-642-14006-8 |
| isbn_ebook | 978-3-642-14007-5Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 2010 |
发表于 2025-3-21 17:08:51
