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

• Autore: Böttcher, Björn
• Pubblicazione: XVIII, 199 p. ; 24 cm
• Edizione: Cham : Springer, 2013
• Descrizione fisica: Pubblicazione in formato elettronico
• Soggetto topico: 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]
• Altri autori: Schilling, René L. Wang, Jian
• Titolo autorizzato: Lévy matters 3. : Lévy-type processes
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: SUN0098170
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://link.springer.com/openurl?genre=book&isbn=978-3-319-02683-1
• Serie: Lévy matters : a subseries on Lévy processes Berlin . -Springer , 2010-.