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Lévy Matters III : Lévy-Type Processes: Construction, Approximation and Sample Path Properties / by Björn Böttcher, René Schilling, Jian Wang
(Lévy Matters, A Subseries on Lévy Processes ; 2099)
版 | 1st ed. 2013. |
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出版者 | (Cham : Springer International Publishing : Imprint: Springer) |
出版年 | 2013 |
大きさ | XVIII, 199 p. 1 illus : online resource |
著者標目 | *Böttcher, Björn author Schilling, René author Wang, Jian author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Mathematics LCSH:Functional analysis LCSH:Operator theory FREE:Probability Theory FREE:Mathematics FREE:Functional Analysis FREE:Operator Theory |
一般注記 | A Primer on Feller Semigroups and Feller Processes -- Feller Generators and Symbols -- Construction of Feller Processes -- Transformations of Feller Processes -- Sample Path Properties -- Global Properties -- Approximation -- Open Problems -- References -- Index This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévy-type process: a non-random function which is the counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levy-type processes. This is the third 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 HTTP:URL=https://doi.org/10.1007/978-3-319-02684-8 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783319026848 |
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EB00210701 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000117752 |
ISBN | 9783319026848 |
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※2017年9月4日以降