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Author: Serge Cohen Publisher: Springer ISBN: 3642314074 Category : Mathematics Languages : en Pages : 200
Book Description
This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which is published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The expository articles in this second volume cover two important topics in the area of Lévy processes. The first article by Serge Cohen reviews the most important findings on fractional Lévy fields to date in a self-contained piece, offering a theoretical introduction as well as possible applications and simulation techniques. The second article, by Alexey Kuznetsov, Andreas E. Kyprianou, and Victor Rivero, presents an up to date account of the theory and application of scale functions for spectrally negative Lévy processes, including an extensive numerical overview.
Author: Serge Cohen Publisher: Springer ISBN: 3642314074 Category : Mathematics Languages : en Pages : 200
Book Description
This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which is published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The expository articles in this second volume cover two important topics in the area of Lévy processes. The first article by Serge Cohen reviews the most important findings on fractional Lévy fields to date in a self-contained piece, offering a theoretical introduction as well as possible applications and simulation techniques. The second article, by Alexey Kuznetsov, Andreas E. Kyprianou, and Victor Rivero, presents an up to date account of the theory and application of scale functions for spectrally negative Lévy processes, including an extensive numerical overview.
Author: Björn Böttcher Publisher: Springer ISBN: 3319026844 Category : Mathematics Languages : en Pages : 215
Book Description
This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévy-type process: a non-random function which is a counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levy-type processes. This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.
Author: Lars Nørvang Andersen Publisher: Springer ISBN: 3319231383 Category : Mathematics Languages : en Pages : 242
Book Description
This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process.
Author: David Applebaum Publisher: Cambridge University Press ISBN: 1139477986 Category : Mathematics Languages : en Pages : 461
Book Description
Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Lévy processes, then leading on to develop the stochastic calculus for Lévy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.
Author: Thomas Duquesne Publisher: Springer Science & Business Media ISBN: 3642140068 Category : Mathematics Languages : en Pages : 216
Book Description
Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to disseminate important theoretical and applied research to those studying the field.
Author: Denis Belomestny Publisher: Springer ISBN: 3319123734 Category : Mathematics Languages : en Pages : 303
Book Description
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and telecommunication. The three chapters of this volume are completely dedicated to the estimation of Lévy processes, and are written by experts in the field. The first chapter by Denis Belomestny and Markus Reiß treats the low frequency situation, and estimation methods are based on the empirical characteristic function. The second chapter by Fabienne Comte and Valery Genon-Catalon is dedicated to non-parametric estimation mainly covering the high-frequency data case. A distinctive feature of this part is the construction of adaptive estimators, based on deconvolution or projection or kernel methods. The last chapter by Hiroki Masuda considers the parametric situation. The chapters cover the main aspects of the estimation of discretely observed Lévy processes, when the observation scheme is regular, from an up-to-date viewpoint.
Author: David Levy Publisher: Tyndale House Publishers, Inc. ISBN: 1414351704 Category : Biography & Autobiography Languages : en Pages : 320
Book Description
A perfect blend of medical drama and spiritual insight, Gray Matter is a fascinating account of Dr. David Levy’s decision to begin asking his patients if he could pray for them before surgery. Some are thrilled. Some are skeptical. Some are hostile, and some are quite literally transformed by the request. Each chapter focuses on a specific case, opening with a detailed description of the patient’s diagnosis and the procedure that will need to be performed, followed by the prayer “request.” From there, readers get to look over Dr. Levy’s shoulder as he performs the operation, and then we wait—right alongside Dr. Levy, the patients, and their families—to see the final results. Dr. Levy’s musings on what successful and unsuccessful surgical results imply about God, faith, and the power of prayer are honest and insightful. As we watch him come to his ultimate conclusion that no matter what the results of the procedure are, “God is good,” we cannot help but be truly moved and inspired.
Author: Franziska Kühn Publisher: Springer ISBN: 3319608886 Category : Mathematics Languages : en Pages : 264
Book Description
Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations. This is the sixth volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.
Author: Dana Alison Levy Publisher: Yearling ISBN: 1524766461 Category : Juvenile Fiction Languages : en Pages : 338
Book Description
"Every reader will find some piece of themselves in Levy's sharp, humorous, and heartfelt novel. A twisty mystery with quirky, unforgettable characters and a positive message to boot." —JOHN DAVID ANDERSON, the critically acclaimed author of Ms. Bixby’s Last Day and Posted The Breakfast Club meets middle school with a prank twist in this hilarious and heartwarming story about six very different seventh graders who are forced to band together after a vandalism incident. When Theo's photography project is mysteriously vandalized at school there are five suspected students who all say "it wasn't me." Theo just wants to forget about the humiliating incident but his favorite teacher is determined to get to the bottom of it and has the six of them come into school over vacation to talk. She calls it "Justice Circle." The six students—the Nerd, the Princess, the Jock, the Screw Up, the Weirdo, and the Nobody—think of it as detention. AKA their worst nightmare. That is until they realize they might get along after all, despite their differences. But what is everyone hiding and will school ever be the same? *PW Best Books *Winter Kids' Indie Next List * JLG selection * Three starred reviews "What at first seems like a novel solely about bullying becomes a story about six kids who find their way to true friendship and fierce loyalty, and why restorative justice is worth the time and effort it takes." —Publishers Weekly, starred review "A timely, introspective whodunit with a lot of heart." —Kirkus Reviews, starred review "Levy writes in an easy style with laugh-out-loud humor, offering characters that slowly reveal deeper complexity." —School Library Journal, starred review
Author: Joel Levy Publisher: ISBN: 9781435164680 Category : Chemistry Languages : en Pages : 144
Book Description
Packed with images and diagrams, Incredible Elements guides you through the subject one step at a time, from early alchemy to modern-day chemistry. Along the way you'll read about some of the smartest scientists in human history and find out how chemical reactions affect our everyday lives.
Author: Serge Cohen
Author: Serge Cohen
Author: Björn Böttcher
Author: Lars Nørvang Andersen
Author: David Applebaum
Author: Thomas Duquesne
Author: Denis Belomestny
Author: David Levy
Author: Franziska Kühn
Author: Dana Alison Levy
Author: Joel Levy