| Autore: |
Böttcher, Björn
|
| Titolo: |
Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang
|
| Pubblicazione: |
Cham, : Springer, 2013 |
| Titolo uniforme: |
Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties
|
| Descrizione fisica: |
XVIII, 199 p. ; 24 cm |
| 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] |
| Soggetto non controllato: |
Feller process |
| |
Lévy-Khintchine formula |
| |
Lévy-type process |
| |
Path properties |
| |
Pseudo-differential Operators |
| Altri autori: |
Schilling, René L.
Wang, Jian, matematico
|
| Titolo autorizzato: |
Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties |
|
| Formato: |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione: |
Inglese |
| Record Nr.: | VAN0098170 |
|
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico |
http://doi.org/10.1007/978-3-319-02684-8 |
| Opac: |
Controlla la disponibilità qui |
