Opis: Levy Matters: Bk. 1 - Ken-iti Sato, Christoph Schwab, Oleg Reichmann

This is the first volume of a subseries of the Lecture Notes in Mathematics called Levy Matters, which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Levy 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 Levy 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 Levy or additive processes model the dynamics of the risky assets.

Szczegóły: Levy Matters: Bk. 1 - Ken-iti Sato, Christoph Schwab, Oleg Reichmann

Tytuł: Levy Matters: Bk. 1
Autor: Ken-iti Sato, Christoph Schwab, Oleg Reichmann
Producent: Springer Verlag
ISBN: 9783642140068
Rok produkcji: 2010
Ilość stron: 220
Oprawa: Miękka
Waga: 0.38 kg

Recenzje: Levy Matters: Bk. 1 - Ken-iti Sato, Christoph Schwab, Oleg Reichmann