LEADER 03458nam 22006015 450 001 9910438136903321 005 20200704035727.0 010 $a3-642-31407-4 024 7 $a10.1007/978-3-642-31407-0 035 $a(CKB)3400000000086055 035 $a(SSID)ssj0000767543 035 $a(PQKBManifestationID)11436212 035 $a(PQKBTitleCode)TC0000767543 035 $a(PQKBWorkID)10740282 035 $a(PQKB)10376305 035 $a(DE-He213)978-3-642-31407-0 035 $a(MiAaPQ)EBC3070999 035 $a(PPN)168319292 035 $a(EXLCZ)993400000000086055 100 $a20120914d2013 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aLévy Matters II$b[electronic resource] $eRecent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions /$fby Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero 205 $a1st ed. 2013. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2013. 215 $a1 online resource (XII, 186 p. 8 illus., 1 illus. in color.) 225 1 $aLévy Matters, A Subseries on Lévy Processes,$x2190-6637 ;$v2061 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-642-31406-6 320 $aIncludes bibliographical references. 327 $aFractional Le?vy fields -- The theory of scale functions for spectrally negative Le?vy processes. 330 $aThis is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which is published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.   The expository articles in this second volume cover two important topics in the area of Lévy processes. The first article by Serge Cohen reviews the most important findings on fractional Lévy fields to date in a self-contained piece, offering a theoretical introduction as well as possible applications and simulation techniques. The second article, by Alexey Kuznetsov, Andreas E. Kyprianou, and Victor Rivero, presents an up to date account of the theory and application of scale functions for spectrally negative Lévy processes, including an extensive numerical overview. 410 0$aLévy Matters, A Subseries on Lévy Processes,$x2190-6637 ;$v2061 606 $aMathematics 606 $aProbabilities 606 $aMathematics, general$3https://scigraph.springernature.com/ontologies/product-market-codes/M00009 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 615 0$aMathematics. 615 0$aProbabilities. 615 14$aMathematics, general. 615 24$aProbability Theory and Stochastic Processes. 676 $a510 700 $aCohen$b Serge$4aut$4http://id.loc.gov/vocabulary/relators/aut$0479683 702 $aKuznetsov$b Alexey$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aKyprianou$b Andreas E$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aRivero$b Victor$4aut$4http://id.loc.gov/vocabulary/relators/aut 906 $aBOOK 912 $a9910438136903321 996 $aLévy Matters II$9258664 997 $aUNINA