Lévy matters. construction, approximation and sample path properties III, Lévy-type processes :
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...
Gespeichert in:
| Hauptverfasser: | , , |
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| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
Cham :
Springer International Publishing
[20..].
Cham : Springer Nature |
| Ausgabe: | 1st ed. 2013. |
| Schriftenreihe: | Lévy Matters, A Subseries on Lévy Processes
2099 |
| Schlagworte: | |
| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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ISSN et numérotation dans la collection principale : 1617-9692 ; 2099 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Variante du titre: | Lévy-type processes :, construction, approximation and sample path properties |
| Edition sous un autre format: | • Lévy matters, III, Lévy-type processes, construction, approximation and sample path properties, Björn Böttcher, René Schilling, Jian Wang, 2013, Cham, Springer, 1 vol. (XVIII-199 p.), Lecture notes in mathematics, 978-3-319-02683-1 |
| Zusammenfassung: | 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 symbol of a Lévy-type process: a non-random function which is the counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levy-type processes. This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world |
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| Beschreibung: | ISSN et numérotation dans la collection principale : 1617-9692 ; 2099 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliographie: | Bibliogr.p. 181-195 de l'édition imprimée. Index |
| ISBN: | 9783319026848 |
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