Potential Analysis of Stable Processes and its Extensions

• 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: 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...

Πίνακας περιεχομένων:

• 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.