1.

Record Nr.

UNICAMPANIAVAN0098170

Autore

Böttcher, Björn

Titolo

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

Pubbl/distr/stampa

Cham, : Springer, 2013

Titolo uniforme

Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties

Descrizione fisica

XVIII, 199 p. ; 24 cm

Altri autori (Persone)

Schilling, René L.

Wang, Jian, matematico

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