---

＜電子ブック＞
Lévy Matters II : Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions / by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
(Lévy Matters, A Subseries on Lévy Processes ; 2061)

版	1st ed. 2013.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	2013
本文言語	英語
大きさ	XII, 186 p. 8 illus., 1 illus. in color : online resource
著者標目	*Cohen, Serge author Kuznetsov, Alexey author Kyprianou, Andreas E author Rivero, Victor author SpringerLink (Online service)
件　名	LCSH:Mathematics LCSH:Probabilities FREE:Mathematics FREE:Probability Theory
一般注記	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 HTTP:URL=https://doi.org/10.1007/978-3-642-31407-0

 類似資料