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100907s2010 gw | s |||| 0|eng d |
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|a 9783642140075
|9 978-3-642-14007-5
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|a 10.1007/978-3-642-14007-5
|2 doi
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|a QA273.A1-274.9
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|a QA274-274.9
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|a PBT
|2 bicssc
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|a PBWL
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|a MAT029000
|2 bisacsh
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|a 519.2
|2 23
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|a Duquesne, Thomas.
|e author.
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|a Lv̌y Matters I
|b Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance /
|c by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Kl<U+00fc>ppelberg.
|h [electronic resource] :
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2010.
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| 300 |
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|a XIV, 206 p.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a text file
|b PDF
|2 rda
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|a Lecture Notes in Mathematics,
|v 2001
|x 0075-8434 ;
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| 520 |
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|a 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 Lv̌y 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 Lv̌y 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 Lv̌y or additive processes model the dynamics of the risky assets.
|
| 650 |
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|a Mathematics.
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| 650 |
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|a Distribution (Probability theory).
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| 650 |
1 |
4 |
|a Mathematics.
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| 650 |
2 |
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|a Probability Theory and Stochastic Processes.
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| 700 |
1 |
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|a Reichmann, Oleg.
|e author.
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| 700 |
1 |
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|a Sato, Ken-iti.
|e author.
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| 700 |
1 |
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|a Schwab, Christoph.
|e author.
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| 700 |
1 |
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|a Barndorff-Nielsen, Ole E.
|e editor.
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| 700 |
1 |
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|a Bertoin, Jean.
|e editor.
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| 700 |
1 |
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|a Jacod, Jean.
|e editor.
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| 700 |
1 |
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|a Kl<U+00fc>ppelberg, Claudia.
|e editor.
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
0 |
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|t Springer eBooks
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| 776 |
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8 |
|i Printed edition:
|z 9783642140068
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| 830 |
# |
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|a Lecture Notes in Mathematics,
|v 2001
|x 0075-8434 ;
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| 856 |
4 |
0 |
|u https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-14007-5
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| 912 |
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|a ZDB-2-SMA
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| 912 |
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|a ZDB-2-LNM
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| 950 |
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|a Mathematics and Statistics (Springer-11649)
|