TY - BOOK ID - 5500444 TI - Lévy matters I : recent progress in theory and applications : foundations, trees and numerical issues in finance AU - Duquesne, Thomas AU - Barndorff-Nielsen, O. E. AU - Lévy, Paul AU - Jacod, Jean PY - 2010 SN - 9783642140075 9783642140068 PB - Heidelberg : Springer, DB - UniCat KW - Lévy processes KW - Branching processes KW - Trees (Graph theory) KW - Lévy, Processus de KW - Processus ramifiés KW - Arbres (Théorie des graphes) KW - Lévy processes KW - Lévy, Processus de KW - Processus ramifiés KW - Arbres (Théorie des graphes) KW - EPUB-LIV-FT LIVMATHE LIVSTATI SPRINGER-B UR - https://www.unicat.be/uniCat?func=search&query=sysid:5500444 AB - 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 Rd. 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. ER -