LEADER 03192nam 2200661Ia 450 001 9910483813703321 005 20200520144314.0 010 $a9786613569721 010 $a9781280391804 010 $a1280391804 010 $a9783642140075 010 $a3642140076 024 7 $a10.1007/978-3-642-14007-5 035 $a(CKB)2670000000045330 035 $a(SSID)ssj0000449783 035 $a(PQKBManifestationID)11282773 035 $a(PQKBTitleCode)TC0000449783 035 $a(PQKBWorkID)10429686 035 $a(PQKB)10647016 035 $a(DE-He213)978-3-642-14007-5 035 $a(MiAaPQ)EBC3065741 035 $a(PPN)149027109 035 $a(EXLCZ)992670000000045330 100 $a20100927d2010 uy 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 00$aLevy matters I $erecent progress in theory and applications : foundations, trees and numerical issues in finance /$fThomas Duquesne ... [et al.] ; editors, Ole E. Barndorff-Nielsen ... [et al.] 205 $a1st ed. 2010. 210 $aHeidelberg ;$aNew York $cSpringer$dc2010 215 $a1 online resource (XIV, 206 p.) 225 1 $aLecture notes in mathematics,$x1617-9692 ;$v2001 300 $a"With a short biography of Paul Levy by Jean Jacod". 311 08$a9783642140068 311 08$a3642140068 320 $aIncludes bibliographical references and index. 327 $aFractional 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. 330 $aThis is the first volume of a subseries of the Lecture Notes in Mathematics which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The three expository articles of this first volume have been chosen to reflect the breadth of the area of Lévy processes. The first article by Ken-iti Sato characterizes extensions of the class of selfdecomposable distributions on R^d. The second article by Thomas Duquesne discusses Hausdorff and packing measures of stable trees. The third article by Oleg Reichmann and Christoph Schwab presents numerical solutions to Kolmogoroff equations, which arise for instance in financial engineering, when Lévy or additive processes model the dynamics of the risky assets. 410 0$aLecture notes in mathematics (Springer-Verlag) ;$v2001. 606 $aBranching processes 606 $aLe?vy processes 606 $aTrees (Graph theory) 615 0$aBranching processes. 615 0$aLe?vy processes. 615 0$aTrees (Graph theory) 676 $a519.2 701 $aBarndorff-Nielsen$b O. E$g(Ole E.)$0249282 701 $aDuquesne$b Thomas$0478945 701 $aJacod$b Jean$065711 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910483813703321 996 $aLevy matters I$94202586 997 $aUNINA