Home » Levy Matters II: Recent Progress in Theory and Applications: Fractional Levy Fields, and Scale Functions by Serge Cohen
Levy Matters II: Recent Progress in Theory and Applications: Fractional Levy Fields, and Scale Functions Serge Cohen

Levy Matters II: Recent Progress in Theory and Applications: Fractional Levy Fields, and Scale Functions

Serge Cohen

Published September 11th 2012
ISBN : 9783642314063
Paperback
186 pages
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 About the Book 

This is the second volume in a subseries of the Lecture Notes in Mathematics called Levy Matters, whichis published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Levy processes andMoreThis is the second volume in a subseries of the Lecture Notes in Mathematics called Levy Matters, whichis published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Levy 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 Levy processes.The first article by Serge Cohen reviews the mostimportant 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 Levy processes, including an extensive numerical overview.