Levy Matters VI

Autor: Franziska Kühn

Limbă:

Legare: Carte broșată

Editura: Springer International Publishing AG

Disponibilitate: În depozitul extern

Expediem în 5-8 zile

243.40 lei

Presenting some recent results on the construction and the moments of Lévy-type processes, the focus...

Informații despre carte

Autor

Franziska Kühn

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2017

Pagini

245

EAN

9783319608877

ISBN

3319608878

Enbook ID

16310489

Editura

Springer International Publishing AG

Greutate

414

Dimensiuni

233 x 158 x 20

Descriere completă

Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations.

This is the sixth volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important 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.

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Levy Matters VI

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și