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| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20140310154226.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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100907s2010 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783642140075 |
|
978-3-642-14007-5 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA273.A1-274.9 |
|
|---|
| Classification number |
QA274-274.9 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.2 |
| Edition number |
23 |
| 264 #1 - |
|---|
| -- |
Berlin, Heidelberg : |
| -- |
Springer Berlin Heidelberg : |
| -- |
Imprint: Springer, |
| -- |
2010. |
| 912 ## - |
|---|
| -- |
ZDB-2-SMA |
|
|---|
| -- |
ZDB-2-LNM |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Duquesne, Thomas. |
| Relator term |
author. |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Lévy Matters I |
| Medium |
[electronic resource] : |
| Remainder of title |
Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / |
| Statement of responsibility, etc |
by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XIV, 206 p. |
| Other physical details |
online resource. |
| 440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Lecture Notes in Mathematics, |
| International Standard Serial Number |
0075-8434 ; |
| Volume number/sequential designation |
2001 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Fractional Integrals and Extensions of Selfdecomposability -- Packing and Hausdorff Measures of Stable Trees -- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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 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 Lévy or additive processes model the dynamics of the risky assets. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematics. |
|
|---|
| Topical term or geographic name as entry element |
Distribution (Probability theory). |
|
|---|
| Topical term or geographic name as entry element |
Mathematics. |
|
|---|
| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Reichmann, Oleg. |
| Relator term |
author. |
|
|---|
| Personal name |
Sato, Ken-iti. |
| Relator term |
author. |
|
|---|
| Personal name |
Schwab, Christoph. |
| Relator term |
author. |
|
|---|
| Personal name |
Barndorff-Nielsen, Ole E. |
| Relator term |
editor. |
|
|---|
| Personal name |
Bertoin, Jean. |
| Relator term |
editor. |
|
|---|
| Personal name |
Jacod, Jean. |
| Relator term |
editor. |
|
|---|
| Personal name |
Klüppelberg, Claudia. |
| Relator term |
editor. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Printed edition: |
| International Standard Book Number |
9783642140068 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-642-14007-5 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
E-Book |
