LEADER 03778nam 22006255 450 001 996466511003316 005 20200702113354.0 010 $a1-280-39180-4 010 $a9786613569721 010 $a3-642-14007-6 024 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 $a20100907d2010 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aLévy Matters I$b[electronic resource] $eRecent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance /$fby Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg 205 $a1st ed. 2010. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2010. 215 $a1 online resource (XIV, 206 p.) 225 1 $aLévy Matters, A Subseries on Lévy Processes,$x2190-6637 ;$v2001 300 $a"With a short biography of Paul Le?vy by Jean Jacod". 311 $a3-642-14006-8 320 $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 $aThis is the first volume of a subseries of the Lecture Notes in Mathematics which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The three expository articles of this first volume have been chosen to reflect the breadth of the area of Lévy processes. The first article by Ken-iti Sato characterizes extensions of the class of selfdecomposable distributions on R^d. The second article by Thomas Duquesne discusses Hausdorff and packing measures of stable trees. The third article by Oleg Reichmann and Christoph Schwab presents numerical solutions to Kolmogoroff equations, which arise for instance in financial engineering, when Lévy or additive processes model the dynamics of the risky assets. 410 0$aLévy Matters, A Subseries on Lévy Processes,$x2190-6637 ;$v2001 606 $aProbabilities 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 615 0$aProbabilities. 615 14$aProbability Theory and Stochastic Processes. 676 $a519.2 700 $aDuquesne$b Thomas$4aut$4http://id.loc.gov/vocabulary/relators/aut$0478945 702 $aReichmann$b Oleg$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aSato$b Ken-iti$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aSchwab$b Christoph$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aBarndorff-Nielsen$b Ole E$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aBertoin$b Jean$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aJacod$b Jean$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aKlüppelberg$b Claudia$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a996466511003316 996 $aLévy Matters I$9261767 997 $aUNISA