Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
This is the second volume in a subseries of the Lecture Notes in Mathematics called Levy Matters, whichis published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Levy 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 Levy processes. The first article by Serge Cohen reviews the most important findings on fractional Levy fields to date in a...
This is the second volume in a subseries of the Lecture Notes in Mathematics called Levy Matters, whichis published at irregular intervals over the...
This book focuses mainly on fractional Brownian fields and their extensions. It has been used to teach graduate students at Grenoble and Toulouse's Universities. It is as self-contained as possible and contains numerous exercises, with solutions in an appendix. After a foreword by Stephane Jaffard, a long first chapter is devoted to classical results from stochastic fields and fractal analysis. A central notion throughout this book is self-similarity, which is dealt with in a second chapter with a particular emphasis on the celebrated Gaussian self-similar fields, called fractional Brownian...
This book focuses mainly on fractional Brownian fields and their extensions. It has been used to teach graduate students at Grenoble and Toulouse's Un...
