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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| Auteurs principaux: | , , , , , |
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| Andre forfattere: | , |
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Udgivelse: | 1st ed. 2009. |
| Serier: | Lecture Notes in Mathematics
1980 |
| Fag: | |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
Description d'après consultation du 30 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Potential analysis of stable processes and its extensions, Krzysztof Bogdan, Tomasz Byczkowski, Tadeusz Kulczycki... [et al.], Berlin, Springer, 2009, 1 vol. (IX-187 p.), Lecture notes in mathematics, 978-3-642-02140-4 • Potential Analysis of Stable Processes and its Extensions, Texte imprimé, 9783642021428 • Potential analysis of stable processes and its extensions, Krzysztof Bogdan, Tomasz Byczkowski, Tadeusz Kulczycki... [et al.], Berlin, Springer, 2009, 1 vol. (IX-187 p.), Lecture notes in mathematics, 978-3-642-02140-4 |
| Summary: | 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 |
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| Emne beskrivelse: | Description d'après consultation du 30 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliografi: | Bibliogr. Index |
| ISBN: | 9783642021411 |
| ISSN: | 1617-9692 |
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