| 书目名称 | Lévy Matters II | | 副标题 | Recent Progress in T | | 编辑 | Serge Cohen,Alexey Kuznetsov,Victor Rivero | | 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 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.. | | 出版日期 | Book 2013 | | 关键词 | 60G10, 60G40, 60G51, 60G70, 60J10, 60J45; excursion theory for Lévy processes; fluctuation theory for | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-31407-0 | | isbn_softcover | 978-3-642-31406-3 | | isbn_ebook | 978-3-642-31407-0Series ISSN 0075-8434 Series E-ISSN 1617-9692 | | issn_series | 0075-8434 | | copyright | Springer-Verlag Berlin Heidelberg 2013 |
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发表于 2025-3-21 16:57:49
