ABE-IPSABE HOLDINGABE BOOKS
English Polski
On-line access

Bookstore

0.00 PLN
Bookshelf (0) 
Your bookshelf is empty
Lévy Matters I. Vol.1: A subseries on Levy processes

Lévy Matters I. Vol.1: A subseries on Levy processes

Authors
Publisher Springer, Berlin
Year
Pages 206
Version paperback
Language English
ISBN 9783642140068
Categories Probability & statistics
Delivery to United States

check shipping prices
Ask about the product
Email
question
  Send
Add to bookshelf

Book description

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.

Lévy Matters I. Vol.1: A subseries on Levy processes

Table of contents

Fractional Integrals and Extensions of Selfdecomposability.- Packing and Hausdorff Measures of Stable Trees.- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing.

We also recommend books

Strony www Białystok Warszawa
801 777 223