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Lévy Matters VI : Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates / by Franziska Kühn
(Lévy Matters, A Subseries on Lévy Processes ; 2187)
版 | 1st ed. 2017. |
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出版者 | Cham : Springer International Publishing : Imprint: Springer |
出版年 | 2017 |
大きさ | XXIII, 245 p. 39 illus., 1 illus. in color : online resource |
著者標目 | *Kühn, Franziska author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Differential equations FREE:Probability Theory FREE:Differential Equations |
一般注記 | 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 applicati ons 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/10.1007/978-3-319-60888-4 |
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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 | 9783319608884 |
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EB00210976 |
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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 | 4000119482 |
ISBN | 9783319608884 |
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※2017年9月4日以降