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Levy matters.. VI,. Levy-processes :...

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Levy matters.. VI,. Levy-processes : moments, construction and heat Kernel estimates

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Levy matters./ by Franziska Kuhn.
其他題名:	Levy matters 6
作者:	Kuhn, Franziska.
出版者:	Cham :Springer International Publishing : : 2017.,
面頁冊數:	xxiii, 245 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer eBooks
標題:	Levy-processes. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-60888-4
ISBN:	9783319608884

Levy matters.. VI,. Levy-processes : moments, construction and heat Kernel estimates
Kuhn, Franziska.

Levy matters.VI,Levy-processes : moments, construction and heat Kernel estimates[electronic resource] /Levy matters 6by Franziska Kuhn. - Cham :Springer International Publishing :2017. - xxiii, 245 p. :ill. (some col.), digital ;24 cm. - Lecture notes in mathematics,21870075-8434 ;. - Lecture notes in mathematics ;2187..

Presenting some recent results on the construction and the moments of Levy-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 Levy-type processes to existence and uniqueness theorems for Levy-driven stochastic differential equations with Holder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Levy-type processes are studied and some estimates on moments are derived. Levy-type processes behave locally like Levy processes but, in contrast to Levy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Levy-driven stochastic differential equations. This is the sixth volume in a subseries of the Lecture Notes in Mathematics called Levy Matters. Each volume describes a number of important topics in the theory or applicati ons of Levy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.

ISBN: 9783319608884

Standard No.: 10.1007/978-3-319-60888-4doiSubjects--Topical Terms:

3264823
Levy-processes.

LC Class. No.: QA274.73

Dewey Class. No.: 519.282

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