03192nam 2200661Ia 450 991048381370332120200520144314.09786613569721978128039180412803918049783642140075364214007610.1007/978-3-642-14007-5(CKB)2670000000045330(SSID)ssj0000449783(PQKBManifestationID)11282773(PQKBTitleCode)TC0000449783(PQKBWorkID)10429686(PQKB)10647016(DE-He213)978-3-642-14007-5(MiAaPQ)EBC3065741(PPN)149027109(EXLCZ)99267000000004533020100927d2010 uy 0engurnn|008mamaatxtccrLevy matters I recent progress in theory and applications : foundations, trees and numerical issues in finance /Thomas Duquesne ... [et al.] ; editors, Ole E. Barndorff-Nielsen ... [et al.]1st ed. 2010.Heidelberg ;New York Springerc20101 online resource (XIV, 206 p.) Lecture notes in mathematics,1617-9692 ;2001"With a short biography of Paul Levy by Jean Jacod".9783642140068 3642140068 Includes bibliographical references and index.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.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.Lecture notes in mathematics (Springer-Verlag) ;2001.Branching processesLévy processesTrees (Graph theory)Branching processes.Lévy processes.Trees (Graph theory)519.2Barndorff-Nielsen O. E(Ole E.)249282Duquesne Thomas478945Jacod Jean65711MiAaPQMiAaPQMiAaPQBOOK9910483813703321Levy matters I4202586UNINA