Lévy Matters III Lévy-Type Processes: Construction, Approximation and Sample Path Properties /
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 symb...
Κύριοι συγγραφείς: | , , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2013.
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Σειρά: | Lecture Notes in Mathematics,
2099 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.