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, Andrea...
Brownian motion, fractional Brownian motion (fBm) and Levy motion are stochastic processes with stat...
International audienceIn this work, we investigate the fine regularity of Lévy processes using the 2...
Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes...
This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear random...
This volume presents recent developments in the area of Lévy-type processes and more general stochas...
This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The f...
(From the publisher): The book is devoted to the fundamental relationship between three objects: a s...
This chapter provides a brief survey of some of the most salient features of the theory. It presents...
Fractional Lévy process is a relatively new term from stochastic calculus. Its main use is in physic...
This book is devoted to a number of stochastic models that display scale invariance. It primarily fo...
Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes ...
We present new theoretical results on the fractional Brownian motion, including different definition...
We present new theoretical results on the fractional Brownian motion, including different definition...
We present new theoretical results on the fractional Brownian motion, including different definition...
Abstract. A Brownian time process is a Markov process subordinated to the absolute value of an indep...
Brownian motion, fractional Brownian motion (fBm) and Levy motion are stochastic processes with stat...
International audienceIn this work, we investigate the fine regularity of Lévy processes using the 2...
Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes...
This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear random...
This volume presents recent developments in the area of Lévy-type processes and more general stochas...
This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The f...
(From the publisher): The book is devoted to the fundamental relationship between three objects: a s...
This chapter provides a brief survey of some of the most salient features of the theory. It presents...
Fractional Lévy process is a relatively new term from stochastic calculus. Its main use is in physic...
This book is devoted to a number of stochastic models that display scale invariance. It primarily fo...
Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes ...
We present new theoretical results on the fractional Brownian motion, including different definition...
We present new theoretical results on the fractional Brownian motion, including different definition...
We present new theoretical results on the fractional Brownian motion, including different definition...
Abstract. A Brownian time process is a Markov process subordinated to the absolute value of an indep...
Brownian motion, fractional Brownian motion (fBm) and Levy motion are stochastic processes with stat...
International audienceIn this work, we investigate the fine regularity of Lévy processes using the 2...
Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes...