Lévy matters 3. : Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang

• Record Nr.: UNICAMPANIASUN0098170
• Autore: Böttcher, Björn
• Pubbl/distr/stampa: XVIII, 199 p. ; 24 cm
• Edizione: [Cham : Springer, 2013]
• Descrizione fisica: Pubblicazione in formato elettronico
• Altri autori (Persone): Schilling, René L.; Wang, Jian
• Soggetti: 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]; 35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020]; 60J74 - Jump processes on discrete state spaces [MSC 2020]; 60-XX - Probability theory and stochastic processes [MSC 2020]; 60G51 - Processes with independent increments; Lévy processes [MSC 2020]; 60H10 - Stochastic ordinary differential equations [MSC 2020]; 60J35 - Transition functions, generators and resolvents [MSC 2020]; 60G17 - Sample path properties [MSC 2020]; 60G48 - Generalizations of martingales [MSC 2020]; 35S30 - Fourier integral operators applied to PDEs [MSC 2020]; 47D03 - Groups and semigroups of linear operators [MSC 2020]; 60J76 - Jump processes on general state spaces [MSC 2020]
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia