LEADER 02474nam a22003615i 4500 001 991003575589707536 006 m o d 007 cr cnu|||unuuu 008 181123s2017 sz a ob 001 0 eng d 020 $a9783319608884 020 $a9783319608877 024 7 $a10.1007/978-3-319-60888-4$2doi 035 $ab14354135-39ule_inst 082 04$a519.2$223 084 $aAMS 60G51 100 1 $aKu?hn, Franziska$0755752 245 10$aLévy Matters VI$h[e-book] :$bLévy-Type Processes: Moments, Construction and Heat Kernel Estimates /$cby Franziska Kühn 260 $aCham :$bSpringer,$c2017 300 $a1 online resource (xxiii, 245 p. 39 illus., 1 illus. in color.) 336 $atext$btxt$2rdacontent 337 $acomputer$bc$2rdamedia 338 $aonline resource$bcr$2rdacarrier 490 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v2187 520 $aPresenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations. This is the sixth volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applicati ons of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world 650 0$aDifferential equations, Partial 650 0$aProbabilities 776 08$iPrinted edition:$z9783319608877 856 40$uhttps://link.springer.com/book/10.1007/978-3-319-60888-4$zAn electronic book accessible through the World Wide Web 907 $a.b14354135$b03-03-22$c23-11-18 912 $a991003575589707536 996 $aLévy Matters VI$91749307 997 $aUNISALENTO 998 $ale013$b23-11-18$cm$d@ $e-$feng$gsz $h0$i0