Levy Matters: Bk. 1
By (author) Thomas Duquesne, By (author) Oleg Reichmann, By (author) Ken-iti Sato, By (author) Christoph Schwab, Edited by Ole Eiler Barndorff-Nielsen, Edited by Jean Bertoin, Edited by Jean Jacod, Edited by Claudia Kluppelberg

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KGPublished: 05 September 2010Format: Paperback 220 pages


This is the first volume of a subseries of the Lecture Notes in Mathematics called Levy Matters, which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Levy 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 Levy 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 Levy or additive processes model the dynamics of the risky assets.