[Download] "Lévy Matters I" by Thomas Duquesne, Ole E Barndorff-Nielsen, Jean Bertoin, Oleg Reichmann, Ken-iti Sato, Jean Jacod, Christoph Schwab & Claudia Klüppelberg * Book PDF Kindle ePub Free

eBook details

Title: Lévy Matters I
Author : Thomas Duquesne, Ole E Barndorff-Nielsen, Jean Bertoin, Oleg Reichmann, Ken-iti Sato, Jean Jacod, Christoph Schwab & Claudia Klüppelberg
Release Date : January 02, 2010
Genre: Mathematics,Books,Science & Nature,
Pages : * pages
Size : 5325 KB

Description

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 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.