Levy Matters VI

Autor: Franziska Kühn

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer International Publishing AG

Dostupnost: Skladem u dodavatele

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Presenting some recent results on the construction and the moments of Lévy-type processes, the focus...

Informace o knize

Autor

Franziska Kühn

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2017

Stránek

245

EAN

9783319608877

ISBN

3319608878

Enbook ID

16310489

Vydavatel

Springer International Publishing AG

Hmotnost

414

Rozměry

233 x 158 x 20

Kompletní popis

Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations.

This is the sixth 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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Levy Matters VI

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