Lévy matters, II, Recent progress in theory and applications : fractional Lévy fields, and scale functions / Serge Cohen, Alexey Kusnetsov, Andreas E. Kyprianou ... [et al.]
Type de document : Livre numériqueCollection : Lecture notes in mathematics, 2061Langue : anglais.Éditeur : New York : Springer, cop. 2012ISBN: 9783642314063.ISSN: 0075-8434.Sujet MSC : 60G51, Probability theory and stochastic processes, Processes with independent increments; Lévy processes00A72, General and miscellaneous specific topics, General theory of simulation
60G22, Probability theory and stochastic processes, Fractional processes, including fractional Brownian motion
60G40, Probability theory and stochastic processes, Stopping times; optimal stopping problems; gambling theoryEn-ligne : Springerlink | MathSciNet
The series Lévy matters is a subseries of the Springer Lecture Notes in Mathematics which is devoted to contributions around Lévy processes, their generalizations and related topics. The present booklet is the second volume of this subseries and, like its predecessor volume [T. Duquesne et al., Lévy matters I, Lecture Notes in Math., 2001, Springer, Berlin, 2010; MR2761240], comprises independent contributions, in this case by S. Cohen and by A. Kuznetsov, A. Kyprianou and V. Rivero. Both papers are authoritative survey papers covering recent progress in their respective fields. (MSN)
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