Potential Analysis of Stable Processes and its Extensions

• Main Authors: Bogdan, Krzysztof (Author), Byczkowski, Tomasz (Author), Kulczycki, Tadeusz (Author), Ryznar, Michal (Author), Song, Renming (Author), Vondracek, Zoran (Author)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Graczyk, Piotr (Editor), Stos, Andrzej (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
• Series: Lecture Notes in Mathematics, 1980
• Subjects: Mathematics.; Potential theory (Mathematics).; Mathematical models.; Probabilities.; Probability Theory and Stochastic Processes.; Mathematical Modeling and Industrial Mathematics.; Potential Theory.

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...

Table of Contents:

• 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.