Potential Analysis of Stable Processes and its Extensions

Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic processes. It also deals with related topics, such as the subordinate Browni...

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Κύριοι συγγραφείς: Bogdan, Krzysztof (Συγγραφέας), Byczkowski, Tomasz (Συγγραφέας), Kulczycki, Tadeusz (Συγγραφέας), Ryznar, Michal (Συγγραφέας), Song, Renming (Συγγραφέας), Vondracek, Zoran (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Graczyk, Piotr (Επιμελητής έκδοσης), Stos, Andrzej (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Σειρά:Lecture Notes in Mathematics, 1980
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Bogdan, Krzysztof.  |e author. 
245 1 0 |a Potential Analysis of Stable Processes and its Extensions  |h [electronic resource] /  |c by Krzysztof Bogdan, Tomasz Byczkowski, Tadeusz Kulczycki, Michal Ryznar, Renming Song, Zoran Vondracek ; edited by Piotr Graczyk, Andrzej Stos. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2009. 
300 |a X, 194 p. 13 illus.  |b online resource. 
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490 1 |a Lecture Notes in Mathematics,  |x 0075-8434 ;  |v 1980 
505 0 |a Boundary Potential Theory for Schr#x00F6;dinger Operators Based on Fractional Laplacian -- Nontangential Convergence for #x03B1;-harmonic Functions -- Eigenvalues and Eigenfunctions for Stable Processes -- Potential Theory of Subordinate Brownian Motion. 
520 |a Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic processes. It also deals with related topics, such as the subordinate Brownian motions (including the relativistic process) and Feynman–Kac semigroups generated by certain Schroedinger operators. The authors focus on classes of stable and related processes that contain the Brownian motion as a special case. This is the first book devoted to the probabilistic potential theory of stable stochastic processes, and, from the analytical point of view, of the fractional Laplacian. The introduction is accessible to non-specialists and provides a general presentation of the fundamental objects of the theory. Besides recent and deep scientific results the book also provides a didactic approach to its topic, as all chapters have been tested on a wide audience, including young mathematicians at a CNRS/HARP Workshop, Angers 2006. The reader will gain insight into the modern theory of stable and related processes and their potential analysis with a theoretical motivation for the study of their fine properties. 
650 0 |a Mathematics. 
650 0 |a Potential theory (Mathematics). 
650 0 |a Mathematical models. 
650 0 |a Probabilities. 
650 1 4 |a Mathematics. 
650 2 4 |a Probability Theory and Stochastic Processes. 
650 2 4 |a Mathematical Modeling and Industrial Mathematics. 
650 2 4 |a Potential Theory. 
700 1 |a Byczkowski, Tomasz.  |e author. 
700 1 |a Kulczycki, Tadeusz.  |e author. 
700 1 |a Ryznar, Michal.  |e author. 
700 1 |a Song, Renming.  |e author. 
700 1 |a Vondracek, Zoran.  |e author. 
700 1 |a Graczyk, Piotr.  |e editor. 
700 1 |a Stos, Andrzej.  |e editor. 
710 2 |a SpringerLink (Online service) 
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776 0 8 |i Printed edition:  |z 9783642021404 
830 0 |a Lecture Notes in Mathematics,  |x 0075-8434 ;  |v 1980 
856 4 0 |u http://dx.doi.org/10.1007/978-3-642-02141-1  |z Full Text via HEAL-Link 
912 |a ZDB-2-SMA 
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950 |a Mathematics and Statistics (Springer-11649)