Tempered Stable Distributions Stochastic Models for Multiscale Processes /

• Main Author: Grabchak, Michael (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Edition: 1st ed. 2015.
• Series: SpringerBriefs in Mathematics,
• Subjects: Mathematics.; Economics, Mathematical.; Probabilities.; Probability Theory and Stochastic Processes.; Quantitative Finance.

This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions. A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them li...

Table of Contents:

• Introduction
• Preliminaries
• Tempered Stable Distributions
• Limit Theorems for Tempered Stable Distributions
• Multiscale Properties of Tempered Stable Levy Processes
• Parametric Classes
• Applications
• Epilogue
• References.