rent-now

Rent More, Save More! Use code: ECRENTAL

5% off 1 book, 7% off 2 books, 10% off 3+ books

9783642314063

Lévy Matters II : Recent Progress in Theory and Applications - Functional Lévy Fields, and Scale Functions

by ; ; ;
  • ISBN13:

    9783642314063

  • ISBN10:

    3642314066

  • Format: Paperback
  • Copyright: 2012-09-11
  • Publisher: Springer Verlag
  • Purchase Benefits
List Price: $49.95 Save up to $33.75
  • Digital
    $35.10*
    Add to Cart

    DURATION
    PRICE
    *To support the delivery of the digital material to you, a digital delivery fee of $3.99 will be charged on each digital item.

Summary

This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which has been 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 Levy 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.

Supplemental Materials

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

Rewards Program