Lévy Matters VI

Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates

Nonfiction, Science & Nature, Mathematics, Differential Equations, Statistics
Cover of the book Lévy Matters VI by Franziska Kühn, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Franziska Kühn ISBN: 9783319608884
Publisher: Springer International Publishing Publication: October 5, 2017
Imprint: Springer Language: English
Author: Franziska Kühn
ISBN: 9783319608884
Publisher: Springer International Publishing
Publication: October 5, 2017
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer International Publishing

Cover of the book Hope in the Ecumenical Future by Franziska Kühn
Cover of the book Novel Biomarkers in the Continuum of Breast Cancer by Franziska Kühn
Cover of the book Product-Focused Software Process Improvement by Franziska Kühn
Cover of the book Justice, Education and the Politics of Childhood by Franziska Kühn
Cover of the book The Global Impact of Unconventional Shale Gas Development by Franziska Kühn
Cover of the book New Cities and Community Extensions in Egypt and the Middle East by Franziska Kühn
Cover of the book Handbook of Accessible Instruction and Testing Practices by Franziska Kühn
Cover of the book Convergence Estimates in Approximation Theory by Franziska Kühn
Cover of the book Candida albicans: Cellular and Molecular Biology by Franziska Kühn
Cover of the book Practical Urological Ultrasound by Franziska Kühn
Cover of the book Formal Matrices by Franziska Kühn
Cover of the book Nanophysics for Energy Efficiency by Franziska Kühn
Cover of the book Advances in Neural Computation, Machine Learning, and Cognitive Research III by Franziska Kühn
Cover of the book Childbirth-Related Pelvic Floor Dysfunction by Franziska Kühn
Cover of the book National Security, Surveillance and Terror by Franziska Kühn
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy