Lévy Matters I (Record no. 31239)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03287nam a22005655i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783642140075 |
| -- | 978-3-642-14007-5 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Duquesne, Thomas. |
| 245 10 - TITLE STATEMENT | |
| Title | Lévy Matters I |
| Sub Title | Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / |
| Statement of responsibility, etc | by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg. |
| 260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Berlin, Heidelberg : |
| Name of publisher | Springer Berlin Heidelberg : |
| -- | Imprint: Springer, |
| Year of publication | 2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XIV, 206 p. |
| Other physical details | online resource. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Lecture Notes in Mathematics, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Fractional 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Distribution (Probability theory). |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Probability Theory and Stochastic Processes. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Reichmann, Oleg. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sato, Ken-iti. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Schwab, Christoph. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Barndorff-Nielsen, Ole E. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Bertoin, Jean. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Jacod, Jean. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Klüppelberg, Claudia. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-642-14007-5 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | E-BOOKS |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg : |
| -- | Imprint: Springer, |
| -- | 2010. |
| 336 ## - | |
| -- | text |
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| -- | rdacontent |
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| -- | computer |
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| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
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| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
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| -- | rda |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 0075-8434 ; |
| Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Accession Number | Uniform Resource Identifier | Koha item type |
|---|---|---|---|---|---|---|---|
| IMSc Library | EBK1945 | http://dx.doi.org/10.1007/978-3-642-14007-5 | E-BOOKS |