Authors:
Editors:
Over the past 10-15 years, we have seen a revival of general Lévy processes theory as well as a burst of new applications
There is a lively and growing research community in this area
Expository articles help to disseminate important theoretical and applied research to other researchers and in particular to young researchers like PhD students and Postdocs
Chapters attract different focus groups of readers
Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 2001)
Part of the book sub series: Lévy Matters (LEVY)
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Table of contents (3 chapters)
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Front Matter
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Back Matter
About this book
Authors, Editors and Affiliations
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Thiele Centre, Department of Mathematics, Aarhus University, Aarhus C, Denmark
Ole E Barndorff-Nielsen
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, Lab de Probabilités & Modèles Aléatoires, Univ Paris 6 - Pierre et Marie Curie, Paris Cedex 05, France
Jean Bertoin
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Pierre et Marie Curie, Institut de Mathématiques de Jussieu, Université Paris VI -, Paris, Cedex 05, France
Jean Jacod
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Center for Mathematical Sciences, Munich University of Technology, Garching, Germany
Claudia Klüppelberg
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Lab de Probabilités & Modèles Aléatoires, Univ Paris 6 - Pierre et Marie Curie, Paris Cedex 05, France
Thomas Duquesne
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Seminar für Angewandte Mathematik, ETH Zürich, Zürich, Switzerland
Oleg Reichmann, Christoph Schwab
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Tenpaku-Ku, Nagoya, Japan
Ken-iti Sato
Bibliographic Information
Book Title: Lévy Matters I
Book Subtitle: Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance
Authors: Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab
Editors: Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-642-14007-5
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
Softcover ISBN: 978-3-642-14006-8Published: 05 September 2010
eBook ISBN: 978-3-642-14007-5Published: 02 September 2010
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: XIV, 206
Topics: Probability Theory