Lévy Matters III Lévy-Type Processes: Construction, Approximation and Sample Path Properties /

• Κύριοι συγγραφείς: Böttcher, Björn (Συγγραφέας), Schilling, René (Συγγραφέας), Wang, Jian (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2013.
• Σειρά: Lecture Notes in Mathematics, 2099
• Θέματα: Mathematics.; Functional analysis.; Operator theory.; Probabilities.; Probability Theory and Stochastic Processes.; Mathematics, general.; Functional Analysis.; Operator Theory.

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...

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.