LEADER 04153nam 22007215 450 001 996466578103316 005 20200704101256.0 010 $a3-319-02684-4 024 7 $a10.1007/978-3-319-02684-8 035 $a(CKB)3710000000085759 035 $a(SSID)ssj0001187294 035 $a(PQKBManifestationID)11651505 035 $a(PQKBTitleCode)TC0001187294 035 $a(PQKBWorkID)11256429 035 $a(PQKB)10395173 035 $a(DE-He213)978-3-319-02684-8 035 $a(MiAaPQ)EBC5578236 035 $a(PPN)176106561 035 $a(EXLCZ)993710000000085759 100 $a20140116d2013 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aLévy Matters III$b[electronic resource] $eLévy-Type Processes: Construction, Approximation and Sample Path Properties /$fby Björn Böttcher, René Schilling, Jian Wang 205 $a1st ed. 2013. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2013. 215 $a1 online resource (XVIII, 199 p. 1 illus.) 225 1 $aLévy Matters, A Subseries on Lévy Processes,$x2190-6637 ;$v2099 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-319-02683-6 320 $aIncludes bibliographical references and index. 327 $aA Primer on Feller Semigroups and Feller Processes -- Feller Generators and Symbols -- Construction of Feller Processes -- Transformations of Feller Processes -- Sample Path Properties -- Global Properties -- Approximation -- Open Problems -- References -- Index. 330 $aThis volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévy-type process: a non-random function which is the counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levy-type processes. This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. 410 0$aLévy Matters, A Subseries on Lévy Processes,$x2190-6637 ;$v2099 606 $aProbabilities 606 $aMathematics 606 $aFunctional analysis 606 $aOperator theory 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aMathematics, general$3https://scigraph.springernature.com/ontologies/product-market-codes/M00009 606 $aFunctional Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M12066 606 $aOperator Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/M12139 615 0$aProbabilities. 615 0$aMathematics. 615 0$aFunctional analysis. 615 0$aOperator theory. 615 14$aProbability Theory and Stochastic Processes. 615 24$aMathematics, general. 615 24$aFunctional Analysis. 615 24$aOperator Theory. 676 $a519.282 700 $aBöttcher$b Björn$4aut$4http://id.loc.gov/vocabulary/relators/aut$0479681 702 $aSchilling$b René$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aWang$b Jian$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a996466578103316 996 $aLévy Matters III$92525780 997 $aUNISA