Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates (Lecture Notes in Mathematics)
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9783319608877 - Franziska Kühn: Lévy Matters VI
Franziska Kühn

Lévy Matters VI

Lieferung erfolgt aus/von: Deutschland ~EN PB NW

ISBN: 9783319608877 bzw. 3319608878, vermutlich in Englisch, Springer Nature, Taschenbuch, neu.

Fr. 46.60 ( 48.14)¹
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Lieferung aus: Deutschland, Lagernd, zzgl. Versandkosten.
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. Soft cover.
2
9783319608877 - Franziska Kühn: Lévy Matters VI - Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates
Franziska Kühn

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

Lieferung erfolgt aus/von: Deutschland DE PB NW

ISBN: 9783319608877 bzw. 3319608878, in Deutsch, Springer-Verlag Gmbh, Taschenbuch, neu.

Fr. 36.24 ( 37.44)¹
versandkostenfrei, unverbindlich
Lieferung aus: Deutschland, Versandkostenfrei.
Lévy Matters VI: 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. Englisch, Taschenbuch.
3
9783319608877 - Franziska Kuhn: Levy Matters VI: Levy-Type Processes: Moments, Construction and Heat Kernel Estimates
Franziska Kuhn

Levy Matters VI: Levy-Type Processes: Moments, Construction and Heat Kernel Estimates

Lieferung erfolgt aus/von: Vereinigte Staaten von Amerika DE PB NW

ISBN: 9783319608877 bzw. 3319608878, in Deutsch, Springer International Publishing, Taschenbuch, neu.

Fr. 26.54 ($ 30.76)¹
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Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
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9783319608877 - Franziska Kühn: Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates (Lecture Notes in Mathematics)
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Franziska Kühn

Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates (Lecture Notes in Mathematics) (2017)

Lieferung erfolgt aus/von: Deutschland EN PB NW FE

ISBN: 9783319608877 bzw. 3319608878, in Englisch, 230 Seiten, Springer, Taschenbuch, neu, Erstausgabe.

Fr. 31.93 ( 32.99)¹
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